E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 11-Dec-2006
Day Change Summary
Previous Current
08-Dec-2006 11-Dec-2006 Change Change % Previous Week
Open 1,420.75 1,422.50 1.75 0.1% 1,410.25
High 1,427.75 1,429.25 1.50 0.1% 1,432.00
Low 1,416.25 1,421.50 5.25 0.4% 1,409.50
Close 1,422.25 1,426.75 4.50 0.3% 1,422.25
Range 11.50 7.75 -3.75 -32.6% 22.50
ATR 10.96 10.73 -0.23 -2.1% 0.00
Volume 1,129,073 1,065,022 -64,051 -5.7% 1,422,767
Daily Pivots for day following 11-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,449.00 1,445.75 1,431.00
R3 1,441.25 1,438.00 1,429.00
R2 1,433.50 1,433.50 1,428.25
R1 1,430.25 1,430.25 1,427.50 1,432.00
PP 1,425.75 1,425.75 1,425.75 1,426.75
S1 1,422.50 1,422.50 1,426.00 1,424.00
S2 1,418.00 1,418.00 1,425.25
S3 1,410.25 1,414.75 1,424.50
S4 1,402.50 1,407.00 1,422.50
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,488.75 1,478.00 1,434.50
R3 1,466.25 1,455.50 1,428.50
R2 1,443.75 1,443.75 1,426.50
R1 1,433.00 1,433.00 1,424.25 1,438.50
PP 1,421.25 1,421.25 1,421.25 1,424.00
S1 1,410.50 1,410.50 1,420.25 1,416.00
S2 1,398.75 1,398.75 1,418.00
S3 1,376.25 1,388.00 1,416.00
S4 1,353.75 1,365.50 1,410.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,432.00 1,416.25 15.75 1.1% 8.75 0.6% 67% False False 486,566
10 1,432.00 1,390.25 41.75 2.9% 12.00 0.8% 87% False False 259,930
20 1,432.00 1,390.25 41.75 2.9% 10.50 0.7% 87% False False 132,489
40 1,432.00 1,375.75 56.25 3.9% 10.75 0.8% 91% False False 66,904
60 1,432.00 1,332.00 100.00 7.0% 10.50 0.7% 95% False False 44,800
Crabel Price Patterns
NR True
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 2.83
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,462.25
2.618 1,449.50
1.618 1,441.75
1.000 1,437.00
0.618 1,434.00
HIGH 1,429.25
0.618 1,426.25
0.500 1,425.50
0.382 1,424.50
LOW 1,421.50
0.618 1,416.75
1.000 1,413.75
1.618 1,409.00
2.618 1,401.25
4.250 1,388.50
Fisher Pivots for day following 11-Dec-2006
Pivot 1 day 3 day
R1 1,426.25 1,426.00
PP 1,425.75 1,425.00
S1 1,425.50 1,424.00

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

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