E-mini S&P 500 Future December 2007


Trading Metrics calculated at close of trading on 17-Dec-2007
Day Change Summary
Previous Current
14-Dec-2007 17-Dec-2007 Change Change % Previous Week
Open 1,488.25 1,468.00 -20.25 -1.4% 1,506.50
High 1,494.00 1,468.00 -26.00 -1.7% 1,527.00
Low 1,467.50 1,444.75 -22.75 -1.6% 1,467.50
Close 1,468.00 1,446.50 -21.50 -1.5% 1,468.00
Range 26.50 23.25 -3.25 -12.3% 59.50
ATR 28.68 28.29 -0.39 -1.4% 0.00
Volume 1,401,591 658,529 -743,062 -53.0% 9,177,850
Daily Pivots for day following 17-Dec-2007
Classic Woodie Camarilla DeMark
R4 1,522.75 1,508.00 1,459.25
R3 1,499.50 1,484.75 1,453.00
R2 1,476.25 1,476.25 1,450.75
R1 1,461.50 1,461.50 1,448.75 1,457.25
PP 1,453.00 1,453.00 1,453.00 1,451.00
S1 1,438.25 1,438.25 1,444.25 1,434.00
S2 1,429.75 1,429.75 1,442.25
S3 1,406.50 1,415.00 1,440.00
S4 1,383.25 1,391.75 1,433.75
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 1,666.00 1,626.50 1,500.75
R3 1,606.50 1,567.00 1,484.25
R2 1,547.00 1,547.00 1,479.00
R1 1,507.50 1,507.50 1,473.50 1,497.50
PP 1,487.50 1,487.50 1,487.50 1,482.50
S1 1,448.00 1,448.00 1,462.50 1,438.00
S2 1,428.00 1,428.00 1,457.00
S3 1,368.50 1,388.50 1,451.75
S4 1,309.00 1,329.00 1,435.25
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 1,444.75 82.25 5.7% 34.25 2.4% 2% False True 1,710,529
10 1,527.00 1,444.75 82.25 5.7% 27.50 1.9% 2% False True 1,614,308
20 1,527.00 1,406.25 120.75 8.3% 29.00 2.0% 33% False False 1,858,749
40 1,558.75 1,406.25 152.50 10.5% 28.25 2.0% 26% False False 1,993,400
60 1,586.75 1,406.25 180.50 12.5% 24.75 1.7% 22% False False 1,836,637
80 1,586.75 1,406.25 180.50 12.5% 24.25 1.7% 22% False False 1,528,583
100 1,586.75 1,385.00 201.75 13.9% 26.50 1.8% 30% False False 1,224,380
120 1,586.75 1,385.00 201.75 13.9% 25.00 1.7% 30% False False 1,020,574
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 4.95
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,566.75
2.618 1,528.75
1.618 1,505.50
1.000 1,491.25
0.618 1,482.25
HIGH 1,468.00
0.618 1,459.00
0.500 1,456.50
0.382 1,453.75
LOW 1,444.75
0.618 1,430.50
1.000 1,421.50
1.618 1,407.25
2.618 1,384.00
4.250 1,346.00
Fisher Pivots for day following 17-Dec-2007
Pivot 1 day 3 day
R1 1,456.50 1,469.50
PP 1,453.00 1,461.75
S1 1,449.75 1,454.00

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

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