S&P500 Future March 2007


Trading Metrics calculated at close of trading on 02-Aug-2006
Day Change Summary
Previous Current
01-Aug-2006 02-Aug-2006 Change Change % Previous Week
Open 1,298.8 1,306.6 7.8 0.6% 1,289.6
High 1,298.8 1,306.6 7.8 0.6% 1,306.5
Low 1,298.8 1,306.6 7.8 0.6% 1,289.6
Close 1,298.8 1,306.6 7.8 0.6% 1,306.5
Range
ATR 8.6 8.5 -0.1 -0.6% 0.0
Volume 0 984 984 124
Daily Pivots for day following 02-Aug-2006
Classic Woodie Camarilla DeMark
R4 1,306.6 1,306.6 1,306.6
R3 1,306.6 1,306.6 1,306.6
R2 1,306.6 1,306.6 1,306.6
R1 1,306.6 1,306.6 1,306.6 1,306.6
PP 1,306.6 1,306.6 1,306.6 1,306.6
S1 1,306.6 1,306.6 1,306.6 1,306.6
S2 1,306.6 1,306.6 1,306.6
S3 1,306.6 1,306.6 1,306.6
S4 1,306.6 1,306.6 1,306.6
Weekly Pivots for week ending 28-Jul-2006
Classic Woodie Camarilla DeMark
R4 1,351.6 1,345.9 1,315.8
R3 1,334.7 1,329.0 1,311.1
R2 1,317.8 1,317.8 1,309.6
R1 1,312.1 1,312.1 1,308.0 1,315.0
PP 1,300.9 1,300.9 1,300.9 1,302.3
S1 1,295.2 1,295.2 1,305.0 1,298.1
S2 1,284.0 1,284.0 1,303.4
S3 1,267.1 1,278.3 1,301.9
S4 1,250.2 1,261.4 1,297.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,306.6 1,294.5 12.1 0.9% 0.0 0.0% 100% True False 200
10 1,306.6 1,266.7 39.9 3.1% 0.0 0.0% 100% True False 115
20 1,306.6 1,262.2 44.4 3.4% 1.1 0.1% 100% True False 60
40 1,311.2 1,253.3 57.9 4.4% 1.1 0.1% 92% False False 36
60 1,363.4 1,253.3 110.1 8.4% 0.9 0.1% 48% False False 27
80 1,363.8 1,253.3 110.5 8.5% 0.7 0.1% 48% False False 20
100 1,363.8 1,253.3 110.5 8.5% 1.0 0.1% 48% False False 16
120 1,363.8 1,253.3 110.5 8.5% 0.8 0.1% 48% False False 14
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Fibonacci Retracements and Extensions
4.250 1,306.6
2.618 1,306.6
1.618 1,306.6
1.000 1,306.6
0.618 1,306.6
HIGH 1,306.6
0.618 1,306.6
0.500 1,306.6
0.382 1,306.6
LOW 1,306.6
0.618 1,306.6
1.000 1,306.6
1.618 1,306.6
2.618 1,306.6
4.250 1,306.6
Fisher Pivots for day following 02-Aug-2006
Pivot 1 day 3 day
R1 1,306.6 1,305.3
PP 1,306.6 1,304.0
S1 1,306.6 1,302.7

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

View Archives - Comment on this page... - Back to Index of Symbols