E-mini S&P 500 Future September 2007


Trading Metrics calculated at close of trading on 16-Aug-2007
Day Change Summary
Previous Current
15-Aug-2007 16-Aug-2007 Change Change % Previous Week
Open 1,433.00 1,414.50 -18.50 -1.3% 1,439.50
High 1,447.00 1,433.00 -14.00 -1.0% 1,510.50
Low 1,408.75 1,374.50 -34.25 -2.4% 1,432.25
Close 1,414.50 1,424.50 10.00 0.7% 1,451.00
Range 38.25 58.50 20.25 52.9% 78.25
ATR 29.96 32.00 2.04 6.8% 0.00
Volume 2,599,901 2,962,153 362,252 13.9% 14,071,294
Daily Pivots for day following 16-Aug-2007
Classic Woodie Camarilla DeMark
R4 1,586.25 1,563.75 1,456.75
R3 1,527.75 1,505.25 1,440.50
R2 1,469.25 1,469.25 1,435.25
R1 1,446.75 1,446.75 1,429.75 1,458.00
PP 1,410.75 1,410.75 1,410.75 1,416.25
S1 1,388.25 1,388.25 1,419.25 1,399.50
S2 1,352.25 1,352.25 1,413.75
S3 1,293.75 1,329.75 1,408.50
S4 1,235.25 1,271.25 1,392.25
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 1,699.25 1,653.50 1,494.00
R3 1,621.00 1,575.25 1,472.50
R2 1,542.75 1,542.75 1,465.25
R1 1,497.00 1,497.00 1,458.25 1,520.00
PP 1,464.50 1,464.50 1,464.50 1,476.00
S1 1,418.75 1,418.75 1,443.75 1,441.50
S2 1,386.25 1,386.25 1,436.75
S3 1,308.00 1,340.50 1,429.50
S4 1,229.75 1,262.25 1,408.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,472.50 1,374.50 98.00 6.9% 36.75 2.6% 51% False True 2,839,919
10 1,510.50 1,374.50 136.00 9.5% 38.50 2.7% 37% False True 2,727,137
20 1,561.75 1,374.50 187.25 13.1% 35.00 2.4% 27% False True 2,567,165
40 1,566.25 1,374.50 191.75 13.5% 26.00 1.8% 26% False True 2,003,319
60 1,566.25 1,374.50 191.75 13.5% 23.00 1.6% 26% False True 1,592,910
80 1,566.25 1,374.50 191.75 13.5% 20.25 1.4% 26% False True 1,195,101
100 1,566.25 1,374.50 191.75 13.5% 18.25 1.3% 26% False True 956,232
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.30
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,681.50
2.618 1,586.25
1.618 1,527.75
1.000 1,491.50
0.618 1,469.25
HIGH 1,433.00
0.618 1,410.75
0.500 1,403.75
0.382 1,396.75
LOW 1,374.50
0.618 1,338.25
1.000 1,316.00
1.618 1,279.75
2.618 1,221.25
4.250 1,126.00
Fisher Pivots for day following 16-Aug-2007
Pivot 1 day 3 day
R1 1,417.50 1,422.50
PP 1,410.75 1,420.50
S1 1,403.75 1,418.50

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

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