E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 13-Mar-2007
Day Change Summary
Previous Current
12-Mar-2007 13-Mar-2007 Change Change % Previous Week
Open 1,404.75 1,407.00 2.25 0.2% 1,387.00
High 1,410.50 1,407.50 -3.00 -0.2% 1,413.50
Low 1,398.50 1,377.00 -21.50 -1.5% 1,368.75
Close 1,407.00 1,379.75 -27.25 -1.9% 1,405.00
Range 12.00 30.50 18.50 154.2% 44.75
ATR 17.49 18.42 0.93 5.3% 0.00
Volume 494,606 379,028 -115,578 -23.4% 8,410,319
Daily Pivots for day following 13-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,479.50 1,460.25 1,396.50
R3 1,449.00 1,429.75 1,388.25
R2 1,418.50 1,418.50 1,385.25
R1 1,399.25 1,399.25 1,382.50 1,393.50
PP 1,388.00 1,388.00 1,388.00 1,385.25
S1 1,368.75 1,368.75 1,377.00 1,363.00
S2 1,357.50 1,357.50 1,374.25
S3 1,327.00 1,338.25 1,371.25
S4 1,296.50 1,307.75 1,363.00
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,530.00 1,512.25 1,429.50
R3 1,485.25 1,467.50 1,417.25
R2 1,440.50 1,440.50 1,413.25
R1 1,422.75 1,422.75 1,409.00 1,431.50
PP 1,395.75 1,395.75 1,395.75 1,400.25
S1 1,378.00 1,378.00 1,401.00 1,387.00
S2 1,351.00 1,351.00 1,396.75
S3 1,306.25 1,333.25 1,392.75
S4 1,261.50 1,288.50 1,380.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,413.50 1,377.00 36.50 2.6% 17.75 1.3% 8% False True 990,065
10 1,418.75 1,368.75 50.00 3.6% 22.75 1.7% 22% False False 1,805,014
20 1,464.75 1,368.75 96.00 7.0% 19.00 1.4% 11% False False 1,386,293
40 1,464.75 1,368.75 96.00 7.0% 14.75 1.1% 11% False False 1,198,946
60 1,464.75 1,368.75 96.00 7.0% 14.00 1.0% 11% False False 1,082,074
80 1,464.75 1,368.75 96.00 7.0% 13.00 0.9% 11% False False 855,058
100 1,464.75 1,368.75 96.00 7.0% 12.75 0.9% 11% False False 684,387
120 1,464.75 1,332.00 132.75 9.6% 12.25 0.9% 36% False False 570,427
Crabel Price Patterns
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 4.63
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,537.00
2.618 1,487.25
1.618 1,456.75
1.000 1,438.00
0.618 1,426.25
HIGH 1,407.50
0.618 1,395.75
0.500 1,392.25
0.382 1,388.75
LOW 1,377.00
0.618 1,358.25
1.000 1,346.50
1.618 1,327.75
2.618 1,297.25
4.250 1,247.50
Fisher Pivots for day following 13-Mar-2007
Pivot 1 day 3 day
R1 1,392.25 1,395.25
PP 1,388.00 1,390.00
S1 1,384.00 1,385.00

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

View Archives - Comment on this page... - Back to Index of Symbols