E-mini S&P 500 Future September 2007


Trading Metrics calculated at close of trading on 21-Jun-2007
Day Change Summary
Previous Current
20-Jun-2007 21-Jun-2007 Change Change % Previous Week
Open 1,548.75 1,527.25 -21.50 -1.4% 1,521.75
High 1,554.25 1,537.00 -17.25 -1.1% 1,554.00
Low 1,525.25 1,518.00 -7.25 -0.5% 1,503.75
Close 1,527.00 1,535.75 8.75 0.6% 1,547.75
Range 29.00 19.00 -10.00 -34.5% 50.25
ATR 16.35 16.54 0.19 1.2% 0.00
Volume 1,070,708 1,830,597 759,889 71.0% 9,805,007
Daily Pivots for day following 21-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,587.25 1,580.50 1,546.25
R3 1,568.25 1,561.50 1,541.00
R2 1,549.25 1,549.25 1,539.25
R1 1,542.50 1,542.50 1,537.50 1,546.00
PP 1,530.25 1,530.25 1,530.25 1,532.00
S1 1,523.50 1,523.50 1,534.00 1,527.00
S2 1,511.25 1,511.25 1,532.25
S3 1,492.25 1,504.50 1,530.50
S4 1,473.25 1,485.50 1,525.25
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,686.00 1,667.00 1,575.50
R3 1,635.75 1,616.75 1,561.50
R2 1,585.50 1,585.50 1,557.00
R1 1,566.50 1,566.50 1,552.25 1,576.00
PP 1,535.25 1,535.25 1,535.25 1,540.00
S1 1,516.25 1,516.25 1,543.25 1,525.75
S2 1,485.00 1,485.00 1,538.50
S3 1,434.75 1,466.00 1,534.00
S4 1,384.50 1,415.75 1,520.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,554.25 1,518.00 36.25 2.4% 16.75 1.1% 49% False True 1,366,505
10 1,554.25 1,494.25 60.00 3.9% 18.75 1.2% 69% False False 1,678,496
20 1,557.75 1,494.25 63.50 4.1% 17.50 1.1% 65% False False 863,355
40 1,557.75 1,494.25 63.50 4.1% 14.25 0.9% 65% False False 432,566
60 1,557.75 1,431.75 126.00 8.2% 13.25 0.9% 83% False False 288,680
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 4.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,617.75
2.618 1,586.75
1.618 1,567.75
1.000 1,556.00
0.618 1,548.75
HIGH 1,537.00
0.618 1,529.75
0.500 1,527.50
0.382 1,525.25
LOW 1,518.00
0.618 1,506.25
1.000 1,499.00
1.618 1,487.25
2.618 1,468.25
4.250 1,437.25
Fisher Pivots for day following 21-Jun-2007
Pivot 1 day 3 day
R1 1,533.00 1,536.00
PP 1,530.25 1,536.00
S1 1,527.50 1,536.00

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

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