S&P500 Future March 2007


Trading Metrics calculated at close of trading on 16-Feb-2007
Day Change Summary
Previous Current
15-Feb-2007 16-Feb-2007 Change Change % Previous Week
Open 1,458.6 1,459.4 0.8 0.1% 1,442.7
High 1,461.7 1,459.7 -2.0 -0.1% 1,461.7
Low 1,456.5 1,454.5 -2.0 -0.1% 1,435.1
Close 1,459.6 1,458.9 -0.7 0.0% 1,458.9
Range 5.2 5.2 0.0 0.0% 26.6
ATR 10.6 10.2 -0.4 -3.6% 0.0
Volume 33,180 21,964 -11,216 -33.8% 145,135
Daily Pivots for day following 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,473.3 1,471.3 1,461.8
R3 1,468.1 1,466.1 1,460.3
R2 1,462.9 1,462.9 1,459.9
R1 1,460.9 1,460.9 1,459.4 1,459.3
PP 1,457.7 1,457.7 1,457.7 1,456.9
S1 1,455.7 1,455.7 1,458.4 1,454.1
S2 1,452.5 1,452.5 1,457.9
S3 1,447.3 1,450.5 1,457.5
S4 1,442.1 1,445.3 1,456.0
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,531.7 1,521.9 1,473.5
R3 1,505.1 1,495.3 1,466.2
R2 1,478.5 1,478.5 1,463.8
R1 1,468.7 1,468.7 1,461.3 1,473.6
PP 1,451.9 1,451.9 1,451.9 1,454.4
S1 1,442.1 1,442.1 1,456.5 1,447.0
S2 1,425.3 1,425.3 1,454.0
S3 1,398.7 1,415.5 1,451.6
S4 1,372.1 1,388.9 1,444.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,461.7 1,435.1 26.6 1.8% 8.9 0.6% 89% False False 29,027
10 1,461.7 1,435.1 26.6 1.8% 9.4 0.6% 89% False False 26,134
20 1,461.7 1,421.8 39.9 2.7% 10.5 0.7% 93% False False 30,138
40 1,461.7 1,412.2 49.5 3.4% 11.0 0.8% 94% False False 28,586
60 1,461.7 1,392.0 69.7 4.8% 10.6 0.7% 96% False False 35,569
80 1,461.7 1,377.5 84.2 5.8% 10.1 0.7% 97% False False 27,163
100 1,461.7 1,332.0 129.7 8.9% 9.5 0.7% 98% False False 21,801
120 1,461.7 1,316.9 144.8 9.9% 8.3 0.6% 98% False False 18,183
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 1.5
Fibonacci Retracements and Extensions
4.250 1,481.8
2.618 1,473.3
1.618 1,468.1
1.000 1,464.9
0.618 1,462.9
HIGH 1,459.7
0.618 1,457.7
0.500 1,457.1
0.382 1,456.5
LOW 1,454.5
0.618 1,451.3
1.000 1,449.3
1.618 1,446.1
2.618 1,440.9
4.250 1,432.4
Fisher Pivots for day following 16-Feb-2007
Pivot 1 day 3 day
R1 1,458.3 1,457.7
PP 1,457.7 1,456.5
S1 1,457.1 1,455.3

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

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