S&P500 Future June 2007


Trading Metrics calculated at close of trading on 28-Sep-2006
Day Change Summary
Previous Current
27-Sep-2006 28-Sep-2006 Change Change % Previous Week
Open 1,369.7 1,369.6 -0.1 0.0% 1,356.5
High 1,369.7 1,369.6 -0.1 0.0% 1,359.1
Low 1,369.7 1,369.6 -0.1 0.0% 1,347.7
Close 1,369.7 1,369.6 -0.1 0.0% 1,347.7
Range
ATR 5.5 5.1 -0.4 -7.0% 0.0
Volume 0 162 162 341
Daily Pivots for day following 28-Sep-2006
Classic Woodie Camarilla DeMark
R4 1,369.6 1,369.6 1,369.6
R3 1,369.6 1,369.6 1,369.6
R2 1,369.6 1,369.6 1,369.6
R1 1,369.6 1,369.6 1,369.6 1,369.6
PP 1,369.6 1,369.6 1,369.6 1,369.6
S1 1,369.6 1,369.6 1,369.6 1,369.6
S2 1,369.6 1,369.6 1,369.6
S3 1,369.6 1,369.6 1,369.6
S4 1,369.6 1,369.6 1,369.6
Weekly Pivots for week ending 22-Sep-2006
Classic Woodie Camarilla DeMark
R4 1,385.7 1,378.1 1,354.0
R3 1,374.3 1,366.7 1,350.8
R2 1,362.9 1,362.9 1,349.8
R1 1,355.3 1,355.3 1,348.7 1,353.4
PP 1,351.5 1,351.5 1,351.5 1,350.6
S1 1,343.9 1,343.9 1,346.7 1,342.0
S2 1,340.1 1,340.1 1,345.6
S3 1,328.7 1,332.5 1,344.6
S4 1,317.3 1,321.1 1,341.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,369.7 1,347.7 22.0 1.6% 0.0 0.0% 100% False False 38
10 1,369.7 1,347.7 22.0 1.6% 0.5 0.0% 100% False False 51
20 1,369.7 1,329.0 40.7 3.0% 0.7 0.0% 100% False False 77
40 1,369.7 1,304.4 65.3 4.8% 0.8 0.1% 100% False False 46
60 1,369.7 1,269.8 99.9 7.3% 1.1 0.1% 100% False False 57
80 1,369.7 1,264.6 105.1 7.7% 1.1 0.1% 100% False False 58
100 1,374.9 1,264.6 110.3 8.1% 1.2 0.1% 95% False False 46
120 1,374.9 1,264.6 110.3 8.1% 1.0 0.1% 95% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.1
Fibonacci Retracements and Extensions
4.250 1,369.6
2.618 1,369.6
1.618 1,369.6
1.000 1,369.6
0.618 1,369.6
HIGH 1,369.6
0.618 1,369.6
0.500 1,369.6
0.382 1,369.6
LOW 1,369.6
0.618 1,369.6
1.000 1,369.6
1.618 1,369.6
2.618 1,369.6
4.250 1,369.6
Fisher Pivots for day following 28-Sep-2006
Pivot 1 day 3 day
R1 1,369.6 1,369.5
PP 1,369.6 1,369.3
S1 1,369.6 1,369.2

These figures are updated between 7pm and 10pm EST after a trading day.

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