E-mini S&P 500 Future June 2008

Trading Metrics calculated at close of trading on 31-Jan-2008

ESM08 began trading on 12/24/2007 and has 26 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 06/16/2008.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.30)

Moving Averages

Buy

+0.33

Oscillators

Buy

+0.20

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): 1.76x

ATR(14) %: 2.5%

20-Day Historical Volatility: —

Day Change Summary (OHLC)

	Previous	Current
Metric	30-Jan-2008	31-Jan-2008	Change	Change %	Previous Week
Open	1,362.00	1,352.00	-10.00	-0.7%	1,332.00
High	1,391.00	1,390.00	-1.00	-0.1%	1,374.50
Low	1,350.75	1,334.50	-16.25	-1.2%	1,260.00
Close	1,353.75	1,382.50	28.75	2.1%	1,337.50
Range	40.25	55.50	15.25	37.9%	114.50
ATR(14)	32.49	34.14	1.64	5.1%	32.23
Volume	2,548	9,995	7,447	292.3%	56,007

Multi-Period Performance

1-Month (21d)

-7.0%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-5.7%

52-Week Range

52W Low: 1,260.00 (9.7%)

Position (47%)

52W High: 1,520.00 (9.0%)

Daily Pivots for day following 31-Jan-2008

Level	Classic	Woodie	Camarilla	DeMark
R4	1,535.50	1,514.50	1,413.00
R3	1,480.00	1,459.00	1,397.75
R2	1,424.50	1,424.50	1,392.75
R1	1,403.50	1,403.50	1,387.50	1,414.00
PP	1,369.00	1,369.00	1,369.00	1,374.25
S1	1,348.00	1,348.00	1,377.50	1,358.50
S2	1,313.50	1,313.50	1,372.25
S3	1,258.00	1,292.50	1,367.25
S4	1,202.50	1,237.00	1,352.00

Weekly Pivots for week ending 25-Jan-2008

Level	Classic	Woodie	Camarilla	DeMark
R4	1,667.50	1,617.00	1,400.50
R3	1,553.00	1,502.50	1,369.00
R2	1,438.50	1,438.50	1,358.50
R1	1,388.00	1,388.00	1,348.00	1,413.25
PP	1,324.00	1,324.00	1,324.00	1,336.75
S1	1,273.50	1,273.50	1,327.00	1,298.75
S2	1,209.50	1,209.50	1,316.50
S3	1,095.00	1,159.00	1,306.00
S4	980.50	1,044.50	1,274.50

Fisher Pivots for day following 31-Jan-2008

Pivot	1 Day	3 Day
R1	1,375.75	1,376.00
PP	1,369.00	1,369.25
S1	1,362.25	1,362.75

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	1,626.00
2.618	1,535.25
1.618	1,479.75
1.000	1,445.50
0.618	1,424.25
HIGH	1,390.00
0.618	1,368.75
0.500	1,362.25
0.382	1,355.75
LOW	1,334.50
0.618	1,300.25
1.000	1,279.00
1.618	1,244.75
2.618	1,189.25
4.250	1,098.75

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	1,458.75
38.2%	1,420.75
50.0%	1,390.00
61.8%	1,359.25
78.6%	1,315.75

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	1,359.50	23.00	1.7%	Above
10-Day SMA	1,348.50	34.00	2.5%	Above
20-Day SMA	1,383.75	-1.25	-0.1%	Below
50-Day SMA	Insufficient data
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 1,465.25

Middle: 1,383.75

Lower: 1,302.25

Bandwidth: 11.8%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

41.15

Neutral 30–70

Stochastic (14, 3)

Neutral

%K: 72.16

%D: 60.45

CCI (20)

Neutral

-26.37

Range -100 to +100

Williams %R (14)

Neutral

-27.84

Range -100 to 0

ROC (12)

Bullish

-3.05%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

17.72

Bull: 17.72 · Bear: -37.78

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.50
Widest range in 6 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,391.00	1,315.25	75.75	5.5%	39.75	2.9%	89%	False	False	7,835
10	1,394.00	1,260.00	134.00	9.7%	48.00	3.5%	91%	False	False	8,687
20	1,472.75	1,260.00	212.75	15.4%	38.75	2.8%	58%	False	False	5,675

JSON API Access

Have your machine get this note via API for just $0.01.

Get this note via API