E-mini S&P 500 Future December 2007


Trading Metrics calculated at close of trading on 11-Dec-2007
Day Change Summary
Previous Current
10-Dec-2007 11-Dec-2007 Change Change % Previous Week
Open 1,506.50 1,518.50 12.00 0.8% 1,484.00
High 1,520.75 1,527.00 6.25 0.4% 1,515.25
Low 1,501.00 1,475.50 -25.50 -1.7% 1,462.50
Close 1,518.75 1,478.00 -40.75 -2.7% 1,507.25
Range 19.75 51.50 31.75 160.8% 52.75
ATR 26.08 27.90 1.82 7.0% 0.00
Volume 1,283,732 1,152,663 -131,069 -10.2% 8,325,334
Daily Pivots for day following 11-Dec-2007
Classic Woodie Camarilla DeMark
R4 1,648.00 1,614.50 1,506.25
R3 1,596.50 1,563.00 1,492.25
R2 1,545.00 1,545.00 1,487.50
R1 1,511.50 1,511.50 1,482.75 1,502.50
PP 1,493.50 1,493.50 1,493.50 1,489.00
S1 1,460.00 1,460.00 1,473.25 1,451.00
S2 1,442.00 1,442.00 1,468.50
S3 1,390.50 1,408.50 1,463.75
S4 1,339.00 1,357.00 1,449.75
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 1,653.25 1,633.00 1,536.25
R3 1,600.50 1,580.25 1,521.75
R2 1,547.75 1,547.75 1,517.00
R1 1,527.50 1,527.50 1,512.00 1,537.50
PP 1,495.00 1,495.00 1,495.00 1,500.00
S1 1,474.75 1,474.75 1,502.50 1,485.00
S2 1,442.25 1,442.25 1,497.50
S3 1,389.50 1,422.00 1,492.75
S4 1,336.75 1,369.25 1,478.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,527.00 1,463.00 64.00 4.3% 28.00 1.9% 23% True False 1,454,284
10 1,527.00 1,420.50 106.50 7.2% 26.25 1.8% 54% True False 1,755,294
20 1,527.00 1,406.25 120.75 8.2% 29.50 2.0% 59% True False 1,896,655
40 1,561.75 1,406.25 155.50 10.5% 28.00 1.9% 46% False False 1,998,275
60 1,586.75 1,406.25 180.50 12.2% 24.50 1.7% 40% False False 1,860,111
80 1,586.75 1,406.25 180.50 12.2% 23.75 1.6% 40% False False 1,436,508
100 1,586.75 1,385.00 201.75 13.7% 26.50 1.8% 46% False False 1,150,480
120 1,586.75 1,385.00 201.75 13.7% 25.00 1.7% 46% False False 958,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.93
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,746.00
2.618 1,661.75
1.618 1,610.25
1.000 1,578.50
0.618 1,558.75
HIGH 1,527.00
0.618 1,507.25
0.500 1,501.25
0.382 1,495.25
LOW 1,475.50
0.618 1,443.75
1.000 1,424.00
1.618 1,392.25
2.618 1,340.75
4.250 1,256.50
Fisher Pivots for day following 11-Dec-2007
Pivot 1 day 3 day
R1 1,501.25 1,501.25
PP 1,493.50 1,493.50
S1 1,485.75 1,485.75

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

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