E-mini S&P 500 Future September 2007


Trading Metrics calculated at close of trading on 16-Jul-2007
Day Change Summary
Previous Current
13-Jul-2007 16-Jul-2007 Change Change % Previous Week
Open 1,555.25 1,560.25 5.00 0.3% 1,542.25
High 1,565.75 1,566.25 0.50 0.0% 1,565.75
Low 1,553.50 1,556.50 3.00 0.2% 1,515.25
Close 1,560.00 1,559.75 -0.25 0.0% 1,560.00
Range 12.25 9.75 -2.50 -20.4% 50.50
ATR 17.43 16.88 -0.55 -3.1% 0.00
Volume 1,652,964 1,135,596 -517,368 -31.3% 6,675,780
Daily Pivots for day following 16-Jul-2007
Classic Woodie Camarilla DeMark
R4 1,590.00 1,584.75 1,565.00
R3 1,580.25 1,575.00 1,562.50
R2 1,570.50 1,570.50 1,561.50
R1 1,565.25 1,565.25 1,560.75 1,563.00
PP 1,560.75 1,560.75 1,560.75 1,559.75
S1 1,555.50 1,555.50 1,558.75 1,553.25
S2 1,551.00 1,551.00 1,558.00
S3 1,541.25 1,545.75 1,557.00
S4 1,531.50 1,536.00 1,554.50
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 1,698.50 1,679.75 1,587.75
R3 1,648.00 1,629.25 1,574.00
R2 1,597.50 1,597.50 1,569.25
R1 1,578.75 1,578.75 1,564.75 1,588.00
PP 1,547.00 1,547.00 1,547.00 1,551.75
S1 1,528.25 1,528.25 1,555.25 1,537.50
S2 1,496.50 1,496.50 1,550.75
S3 1,446.00 1,477.75 1,546.00
S4 1,395.50 1,427.25 1,532.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,566.25 1,515.25 51.00 3.3% 18.50 1.2% 87% True False 1,385,679
10 1,566.25 1,514.75 51.50 3.3% 15.00 1.0% 87% True False 1,190,473
20 1,566.25 1,492.00 74.25 4.8% 17.50 1.1% 91% True False 1,380,874
40 1,566.25 1,492.00 74.25 4.8% 17.00 1.1% 91% True False 994,338
60 1,566.25 1,492.00 74.25 4.8% 15.00 1.0% 91% True False 663,411
80 1,566.25 1,431.75 134.50 8.6% 14.00 0.9% 95% True False 497,765
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.60
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,607.75
2.618 1,591.75
1.618 1,582.00
1.000 1,576.00
0.618 1,572.25
HIGH 1,566.25
0.618 1,562.50
0.500 1,561.50
0.382 1,560.25
LOW 1,556.50
0.618 1,550.50
1.000 1,546.75
1.618 1,540.75
2.618 1,531.00
4.250 1,515.00
Fisher Pivots for day following 16-Jul-2007
Pivot 1 day 3 day
R1 1,561.50 1,555.75
PP 1,560.75 1,552.00
S1 1,560.25 1,548.00

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

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