E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 14-Mar-2007
Day Change Summary
Previous Current
13-Mar-2007 14-Mar-2007 Change Change % Previous Week
Open 1,407.00 1,379.50 -27.50 -2.0% 1,387.00
High 1,407.50 1,389.75 -17.75 -1.3% 1,413.50
Low 1,377.00 1,363.75 -13.25 -1.0% 1,368.75
Close 1,379.75 1,389.50 9.75 0.7% 1,405.00
Range 30.50 26.00 -4.50 -14.8% 44.75
ATR 18.42 18.96 0.54 2.9% 0.00
Volume 379,028 572,332 193,304 51.0% 8,410,319
Daily Pivots for day following 14-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,459.00 1,450.25 1,403.75
R3 1,433.00 1,424.25 1,396.75
R2 1,407.00 1,407.00 1,394.25
R1 1,398.25 1,398.25 1,392.00 1,402.50
PP 1,381.00 1,381.00 1,381.00 1,383.25
S1 1,372.25 1,372.25 1,387.00 1,376.50
S2 1,355.00 1,355.00 1,384.75
S3 1,329.00 1,346.25 1,382.25
S4 1,303.00 1,320.25 1,375.25
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 1,363.75 49.75 3.6% 20.75 1.5% 52% False True 771,164
10 1,413.50 1,363.75 49.75 3.6% 22.50 1.6% 52% False True 1,508,852
20 1,464.75 1,363.75 101.00 7.3% 19.75 1.4% 25% False True 1,367,546
40 1,464.75 1,363.75 101.00 7.3% 15.25 1.1% 25% False True 1,191,615
60 1,464.75 1,363.75 101.00 7.3% 14.25 1.0% 25% False True 1,071,303
80 1,464.75 1,363.75 101.00 7.3% 13.25 1.0% 25% False True 862,163
100 1,464.75 1,363.75 101.00 7.3% 12.75 0.9% 25% False True 690,084
120 1,464.75 1,332.00 132.75 9.6% 12.50 0.9% 43% False False 575,195
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 5.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,500.25
2.618 1,457.75
1.618 1,431.75
1.000 1,415.75
0.618 1,405.75
HIGH 1,389.75
0.618 1,379.75
0.500 1,376.75
0.382 1,373.75
LOW 1,363.75
0.618 1,347.75
1.000 1,337.75
1.618 1,321.75
2.618 1,295.75
4.250 1,253.25
Fisher Pivots for day following 14-Mar-2007
Pivot 1 day 3 day
R1 1,385.25 1,388.75
PP 1,381.00 1,388.00
S1 1,376.75 1,387.00

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

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