E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 14-Feb-2007
Day Change Summary
Previous Current
13-Feb-2007 14-Feb-2007 Change Change % Previous Week
Open 1,438.25 1,449.00 10.75 0.7% 1,452.50
High 1,449.75 1,461.50 11.75 0.8% 1,457.75
Low 1,437.50 1,448.75 11.25 0.8% 1,437.00
Close 1,449.50 1,458.50 9.00 0.6% 1,443.00
Range 12.25 12.75 0.50 4.1% 20.75
ATR 11.17 11.28 0.11 1.0% 0.00
Volume 947,280 967,121 19,841 2.1% 4,134,248
Daily Pivots for day following 14-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,494.50 1,489.25 1,465.50
R3 1,481.75 1,476.50 1,462.00
R2 1,469.00 1,469.00 1,460.75
R1 1,463.75 1,463.75 1,459.75 1,466.50
PP 1,456.25 1,456.25 1,456.25 1,457.50
S1 1,451.00 1,451.00 1,457.25 1,453.50
S2 1,443.50 1,443.50 1,456.25
S3 1,430.75 1,438.25 1,455.00
S4 1,418.00 1,425.50 1,451.50
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,508.25 1,496.25 1,454.50
R3 1,487.50 1,475.50 1,448.75
R2 1,466.75 1,466.75 1,446.75
R1 1,454.75 1,454.75 1,445.00 1,450.50
PP 1,446.00 1,446.00 1,446.00 1,443.75
S1 1,434.00 1,434.00 1,441.00 1,429.50
S2 1,425.25 1,425.25 1,439.25
S3 1,404.50 1,413.25 1,437.25
S4 1,383.75 1,392.50 1,431.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,461.50 1,435.00 26.50 1.8% 12.75 0.9% 89% True False 1,038,010
10 1,461.50 1,435.00 26.50 1.8% 10.25 0.7% 89% True False 983,941
20 1,461.50 1,422.00 39.50 2.7% 11.00 0.8% 92% True False 1,026,832
40 1,461.50 1,412.25 49.25 3.4% 11.50 0.8% 94% True False 922,067
60 1,461.50 1,390.25 71.25 4.9% 11.00 0.8% 96% True False 709,800
80 1,461.50 1,377.50 84.00 5.8% 11.25 0.8% 96% True False 532,794
100 1,461.50 1,332.00 129.50 8.9% 11.00 0.7% 98% True False 426,395
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.73
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,515.75
2.618 1,495.00
1.618 1,482.25
1.000 1,474.25
0.618 1,469.50
HIGH 1,461.50
0.618 1,456.75
0.500 1,455.00
0.382 1,453.50
LOW 1,448.75
0.618 1,440.75
1.000 1,436.00
1.618 1,428.00
2.618 1,415.25
4.250 1,394.50
Fisher Pivots for day following 14-Feb-2007
Pivot 1 day 3 day
R1 1,457.50 1,455.00
PP 1,456.25 1,451.75
S1 1,455.00 1,448.25

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

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