S&P500 Future June 2007


Trading Metrics calculated at close of trading on 22-Mar-2007
Day Change Summary
Previous Current
21-Mar-2007 22-Mar-2007 Change Change % Previous Week
Open 1,423.5 1,444.9 21.4 1.5% 1,417.4
High 1,449.5 1,450.9 1.4 0.1% 1,422.8
Low 1,421.0 1,441.2 20.2 1.4% 1,375.9
Close 1,445.0 1,445.0 0.0 0.0% 1,399.0
Range 28.5 9.7 -18.8 -66.0% 46.9
ATR 17.5 16.9 -0.6 -3.2% 0.0
Volume 32,272 40,411 8,139 25.2% 576,267
Daily Pivots for day following 22-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,474.8 1,469.6 1,450.3
R3 1,465.1 1,459.9 1,447.7
R2 1,455.4 1,455.4 1,446.8
R1 1,450.2 1,450.2 1,445.9 1,452.8
PP 1,445.7 1,445.7 1,445.7 1,447.0
S1 1,440.5 1,440.5 1,444.1 1,443.1
S2 1,436.0 1,436.0 1,443.2
S3 1,426.3 1,430.8 1,442.3
S4 1,416.6 1,421.1 1,439.7
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,539.9 1,516.4 1,424.8
R3 1,493.0 1,469.5 1,411.9
R2 1,446.1 1,446.1 1,407.6
R1 1,422.6 1,422.6 1,403.3 1,410.9
PP 1,399.2 1,399.2 1,399.2 1,393.4
S1 1,375.7 1,375.7 1,394.7 1,364.0
S2 1,352.3 1,352.3 1,390.4
S3 1,305.4 1,328.8 1,386.1
S4 1,258.5 1,281.9 1,373.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,450.9 1,394.8 56.1 3.9% 17.0 1.2% 89% True False 44,485
10 1,450.9 1,375.9 75.0 5.2% 18.1 1.3% 92% True False 81,452
20 1,472.5 1,375.9 96.6 6.7% 18.8 1.3% 72% False False 56,623
40 1,477.5 1,375.9 101.6 7.0% 13.3 0.9% 68% False False 29,310
60 1,477.5 1,375.9 101.6 7.0% 11.4 0.8% 68% False False 19,863
80 1,477.5 1,375.9 101.6 7.0% 9.3 0.6% 68% False False 15,232
100 1,477.5 1,375.9 101.6 7.0% 7.8 0.5% 68% False False 12,205
120 1,477.5 1,362.9 114.6 7.9% 6.6 0.5% 72% False False 10,174
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.6
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1,492.1
2.618 1,476.3
1.618 1,466.6
1.000 1,460.6
0.618 1,456.9
HIGH 1,450.9
0.618 1,447.2
0.500 1,446.1
0.382 1,444.9
LOW 1,441.2
0.618 1,435.2
1.000 1,431.5
1.618 1,425.5
2.618 1,415.8
4.250 1,400.0
Fisher Pivots for day following 22-Mar-2007
Pivot 1 day 3 day
R1 1,446.1 1,440.6
PP 1,445.7 1,436.1
S1 1,445.4 1,431.7

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

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