E-mini S&P 500 Future March 2008


Trading Metrics calculated at close of trading on 15-Feb-2008
Day Change Summary
Previous Current
14-Feb-2008 15-Feb-2008 Change Change % Previous Week
Open 1,364.00 1,350.25 -13.75 -1.0% 1,329.50
High 1,371.50 1,357.25 -14.25 -1.0% 1,371.50
Low 1,347.25 1,337.00 -10.25 -0.8% 1,320.25
Close 1,351.00 1,351.25 0.25 0.0% 1,351.25
Range 24.25 20.25 -4.00 -16.5% 51.25
ATR 32.81 31.91 -0.90 -2.7% 0.00
Volume 1,835,901 1,902,103 66,202 3.6% 9,540,815
Daily Pivots for day following 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,409.25 1,400.50 1,362.50
R3 1,389.00 1,380.25 1,356.75
R2 1,368.75 1,368.75 1,355.00
R1 1,360.00 1,360.00 1,353.00 1,364.50
PP 1,348.50 1,348.50 1,348.50 1,350.75
S1 1,339.75 1,339.75 1,349.50 1,344.00
S2 1,328.25 1,328.25 1,347.50
S3 1,308.00 1,319.50 1,345.75
S4 1,287.75 1,299.25 1,340.00
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,501.50 1,477.50 1,379.50
R3 1,450.25 1,426.25 1,365.25
R2 1,399.00 1,399.00 1,360.75
R1 1,375.00 1,375.00 1,356.00 1,387.00
PP 1,347.75 1,347.75 1,347.75 1,353.50
S1 1,323.75 1,323.75 1,346.50 1,335.75
S2 1,296.50 1,296.50 1,341.75
S3 1,245.25 1,272.50 1,337.25
S4 1,194.00 1,221.25 1,323.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,371.50 1,320.25 51.25 3.8% 25.00 1.8% 60% False False 1,908,163
10 1,400.00 1,312.75 87.25 6.5% 27.75 2.1% 44% False False 2,065,833
20 1,400.00 1,255.50 144.50 10.7% 36.75 2.7% 66% False False 2,525,441
40 1,511.00 1,255.50 255.50 18.9% 32.25 2.4% 37% False False 2,142,418
60 1,538.25 1,255.50 282.75 20.9% 30.50 2.3% 34% False False 1,521,403
80 1,569.00 1,255.50 313.50 23.2% 30.00 2.2% 31% False False 1,141,958
100 1,598.50 1,255.50 343.00 25.4% 27.50 2.0% 28% False False 913,811
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.00
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,443.25
2.618 1,410.25
1.618 1,390.00
1.000 1,377.50
0.618 1,369.75
HIGH 1,357.25
0.618 1,349.50
0.500 1,347.00
0.382 1,344.75
LOW 1,337.00
0.618 1,324.50
1.000 1,316.75
1.618 1,304.25
2.618 1,284.00
4.250 1,251.00
Fisher Pivots for day following 15-Feb-2008
Pivot 1 day 3 day
R1 1,350.00 1,354.25
PP 1,348.50 1,353.25
S1 1,347.00 1,352.25

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

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