E-mini S&P 500 Future June 2008


Trading Metrics calculated at close of trading on 01-May-2008
Day Change Summary
Previous Current
30-Apr-2008 01-May-2008 Change Change % Previous Week
Open 1,388.00 1,383.00 -5.00 -0.4% 1,389.00
High 1,407.00 1,412.25 5.25 0.4% 1,400.75
Low 1,383.50 1,382.25 -1.25 -0.1% 1,368.00
Close 1,386.00 1,411.50 25.50 1.8% 1,397.00
Range 23.50 30.00 6.50 27.7% 32.75
ATR 22.93 23.44 0.50 2.2% 0.00
Volume 1,448,179 1,916,786 468,607 32.4% 8,981,081
Daily Pivots for day following 01-May-2008
Classic Woodie Camarilla DeMark
R4 1,492.00 1,481.75 1,428.00
R3 1,462.00 1,451.75 1,419.75
R2 1,432.00 1,432.00 1,417.00
R1 1,421.75 1,421.75 1,414.25 1,427.00
PP 1,402.00 1,402.00 1,402.00 1,404.50
S1 1,391.75 1,391.75 1,408.75 1,397.00
S2 1,372.00 1,372.00 1,406.00
S3 1,342.00 1,361.75 1,403.25
S4 1,312.00 1,331.75 1,395.00
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 1,486.75 1,474.75 1,415.00
R3 1,454.00 1,442.00 1,406.00
R2 1,421.25 1,421.25 1,403.00
R1 1,409.25 1,409.25 1,400.00 1,415.25
PP 1,388.50 1,388.50 1,388.50 1,391.50
S1 1,376.50 1,376.50 1,394.00 1,382.50
S2 1,355.75 1,355.75 1,391.00
S3 1,323.00 1,343.75 1,388.00
S4 1,290.25 1,311.00 1,379.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,412.25 1,380.50 31.75 2.2% 19.50 1.4% 98% True False 1,646,947
10 1,412.25 1,368.00 44.25 3.1% 20.75 1.5% 98% True False 1,685,775
20 1,412.25 1,325.00 87.25 6.2% 20.75 1.5% 99% True False 1,710,634
40 1,412.25 1,253.00 159.25 11.3% 28.50 2.0% 100% True False 1,699,189
60 1,412.25 1,253.00 159.25 11.3% 27.25 1.9% 100% True False 1,136,628
80 1,442.50 1,253.00 189.50 13.4% 30.00 2.1% 84% False False 854,193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.08
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,539.75
2.618 1,490.75
1.618 1,460.75
1.000 1,442.25
0.618 1,430.75
HIGH 1,412.25
0.618 1,400.75
0.500 1,397.25
0.382 1,393.75
LOW 1,382.25
0.618 1,363.75
1.000 1,352.25
1.618 1,333.75
2.618 1,303.75
4.250 1,254.75
Fisher Pivots for day following 01-May-2008
Pivot 1 day 3 day
R1 1,406.75 1,406.75
PP 1,402.00 1,402.00
S1 1,397.25 1,397.25

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

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