S&P500 Future March 2007


Trading Metrics calculated at close of trading on 20-Feb-2007
Day Change Summary
Previous Current
16-Feb-2007 20-Feb-2007 Change Change % Previous Week
Open 1,459.4 1,458.6 -0.8 -0.1% 1,442.7
High 1,459.7 1,463.7 4.0 0.3% 1,461.7
Low 1,454.5 1,452.2 -2.3 -0.2% 1,435.1
Close 1,458.9 1,461.8 2.9 0.2% 1,458.9
Range 5.2 11.5 6.3 121.2% 26.6
ATR 10.2 10.3 0.1 0.9% 0.0
Volume 21,964 24,728 2,764 12.6% 145,135
Daily Pivots for day following 20-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,493.7 1,489.3 1,468.1
R3 1,482.2 1,477.8 1,465.0
R2 1,470.7 1,470.7 1,463.9
R1 1,466.3 1,466.3 1,462.9 1,468.5
PP 1,459.2 1,459.2 1,459.2 1,460.4
S1 1,454.8 1,454.8 1,460.7 1,457.0
S2 1,447.7 1,447.7 1,459.7
S3 1,436.2 1,443.3 1,458.6
S4 1,424.7 1,431.8 1,455.5
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 1,463.7 1,437.6 26.1 1.8% 9.3 0.6% 93% True False 25,897
10 1,463.7 1,435.1 28.6 2.0% 10.0 0.7% 93% True False 25,916
20 1,463.7 1,421.8 41.9 2.9% 10.5 0.7% 95% True False 29,951
40 1,463.7 1,412.2 51.5 3.5% 11.0 0.8% 96% True False 28,518
60 1,463.7 1,392.0 71.7 4.9% 10.7 0.7% 97% True False 35,931
80 1,463.7 1,377.5 86.2 5.9% 10.1 0.7% 98% True False 27,459
100 1,463.7 1,348.0 115.7 7.9% 9.4 0.6% 98% True False 22,048
120 1,463.7 1,316.9 146.8 10.0% 8.4 0.6% 99% True False 18,384
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,512.6
2.618 1,493.8
1.618 1,482.3
1.000 1,475.2
0.618 1,470.8
HIGH 1,463.7
0.618 1,459.3
0.500 1,458.0
0.382 1,456.6
LOW 1,452.2
0.618 1,445.1
1.000 1,440.7
1.618 1,433.6
2.618 1,422.1
4.250 1,403.3
Fisher Pivots for day following 20-Feb-2007
Pivot 1 day 3 day
R1 1,460.5 1,460.5
PP 1,459.2 1,459.2
S1 1,458.0 1,458.0

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

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