E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 28-Dec-2006
Day Change Summary
Previous Current
27-Dec-2006 28-Dec-2006 Change Change % Previous Week
Open 1,428.75 1,437.00 8.25 0.6% 1,438.25
High 1,438.75 1,438.00 -0.75 -0.1% 1,444.00
Low 1,428.50 1,432.00 3.50 0.2% 1,419.75
Close 1,437.00 1,433.75 -3.25 -0.2% 1,420.25
Range 10.25 6.00 -4.25 -41.5% 24.25
ATR 10.71 10.38 -0.34 -3.1% 0.00
Volume 267,515 429,427 161,912 60.5% 3,668,224
Daily Pivots for day following 28-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,452.50 1,449.25 1,437.00
R3 1,446.50 1,443.25 1,435.50
R2 1,440.50 1,440.50 1,434.75
R1 1,437.25 1,437.25 1,434.25 1,436.00
PP 1,434.50 1,434.50 1,434.50 1,434.00
S1 1,431.25 1,431.25 1,433.25 1,430.00
S2 1,428.50 1,428.50 1,432.75
S3 1,422.50 1,425.25 1,432.00
S4 1,416.50 1,419.25 1,430.50
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,500.75 1,484.75 1,433.50
R3 1,476.50 1,460.50 1,427.00
R2 1,452.25 1,452.25 1,424.75
R1 1,436.25 1,436.25 1,422.50 1,432.00
PP 1,428.00 1,428.00 1,428.00 1,426.00
S1 1,412.00 1,412.00 1,418.00 1,408.00
S2 1,403.75 1,403.75 1,415.75
S3 1,379.50 1,387.75 1,413.50
S4 1,355.25 1,363.50 1,407.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,439.50 1,419.75 19.75 1.4% 10.00 0.7% 71% False False 484,206
10 1,445.00 1,419.75 25.25 1.8% 10.50 0.7% 55% False False 730,397
20 1,445.00 1,399.25 45.75 3.2% 10.75 0.8% 75% False False 596,178
40 1,445.00 1,377.50 67.50 4.7% 10.50 0.7% 83% False False 300,607
60 1,445.00 1,362.75 82.25 5.7% 10.25 0.7% 86% False False 200,749
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.48
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,463.50
2.618 1,453.75
1.618 1,447.75
1.000 1,444.00
0.618 1,441.75
HIGH 1,438.00
0.618 1,435.75
0.500 1,435.00
0.382 1,434.25
LOW 1,432.00
0.618 1,428.25
1.000 1,426.00
1.618 1,422.25
2.618 1,416.25
4.250 1,406.50
Fisher Pivots for day following 28-Dec-2006
Pivot 1 day 3 day
R1 1,435.00 1,432.50
PP 1,434.50 1,431.00
S1 1,434.25 1,429.50

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

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