S&P500 Future September 2007


Trading Metrics calculated at close of trading on 15-Feb-2007
Day Change Summary
Previous Current
14-Feb-2007 15-Feb-2007 Change Change % Previous Week
Open 1,486.1 1,487.0 0.9 0.1% 1,478.5
High 1,486.1 1,487.0 0.9 0.1% 1,483.9
Low 1,486.1 1,487.0 0.9 0.1% 1,465.4
Close 1,486.1 1,487.0 0.9 0.1% 1,470.2
Range
ATR 7.4 6.9 -0.5 -6.3% 0.0
Volume 5 244 239 4,780.0% 1,686
Daily Pivots for day following 15-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,487.0 1,487.0 1,487.0
R3 1,487.0 1,487.0 1,487.0
R2 1,487.0 1,487.0 1,487.0
R1 1,487.0 1,487.0 1,487.0 1,487.0
PP 1,487.0 1,487.0 1,487.0 1,487.0
S1 1,487.0 1,487.0 1,487.0 1,487.0
S2 1,487.0 1,487.0 1,487.0
S3 1,487.0 1,487.0 1,487.0
S4 1,487.0 1,487.0 1,487.0
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,528.7 1,517.9 1,480.4
R3 1,510.2 1,499.4 1,475.3
R2 1,491.7 1,491.7 1,473.6
R1 1,480.9 1,480.9 1,471.9 1,477.1
PP 1,473.2 1,473.2 1,473.2 1,471.2
S1 1,462.4 1,462.4 1,468.5 1,458.6
S2 1,454.7 1,454.7 1,466.8
S3 1,436.2 1,443.9 1,465.1
S4 1,417.7 1,425.4 1,460.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,487.0 1,464.9 22.1 1.5% 3.7 0.2% 100% True False 527
10 1,487.0 1,464.9 22.1 1.5% 2.8 0.2% 100% True False 362
20 1,487.0 1,449.4 37.6 2.5% 2.8 0.2% 100% True False 430
40 1,487.0 1,441.7 45.3 3.0% 1.8 0.1% 100% True False 475
60 1,487.0 1,420.3 66.7 4.5% 1.8 0.1% 100% True False 426
80 1,487.0 1,403.1 83.9 5.6% 1.4 0.1% 100% True False 357
100 1,487.0 1,369.4 117.6 7.9% 1.2 0.1% 100% True False 287
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 0.5
Fibonacci Retracements and Extensions
4.250 1,487.0
2.618 1,487.0
1.618 1,487.0
1.000 1,487.0
0.618 1,487.0
HIGH 1,487.0
0.618 1,487.0
0.500 1,487.0
0.382 1,487.0
LOW 1,487.0
0.618 1,487.0
1.000 1,487.0
1.618 1,487.0
2.618 1,487.0
4.250 1,487.0
Fisher Pivots for day following 15-Feb-2007
Pivot 1 day 3 day
R1 1,487.0 1,485.3
PP 1,487.0 1,483.5
S1 1,487.0 1,481.8

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

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