E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 09-Feb-2007
Day Change Summary
Previous Current
08-Feb-2007 09-Feb-2007 Change Change % Previous Week
Open 1,468.25 1,466.50 -1.75 -0.1% 1,463.25
High 1,468.25 1,469.75 1.50 0.1% 1,470.75
Low 1,460.50 1,450.50 -10.00 -0.7% 1,450.50
Close 1,467.25 1,456.00 -11.25 -0.8% 1,456.00
Range 7.75 19.25 11.50 148.4% 20.25
ATR 9.86 10.53 0.67 6.8% 0.00
Volume 741 1,357 616 83.1% 6,834
Daily Pivots for day following 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,516.50 1,505.50 1,466.50
R3 1,497.25 1,486.25 1,461.25
R2 1,478.00 1,478.00 1,459.50
R1 1,467.00 1,467.00 1,457.75 1,463.00
PP 1,458.75 1,458.75 1,458.75 1,456.75
S1 1,447.75 1,447.75 1,454.25 1,443.50
S2 1,439.50 1,439.50 1,452.50
S3 1,420.25 1,428.50 1,450.75
S4 1,401.00 1,409.25 1,445.50
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,519.75 1,508.25 1,467.25
R3 1,499.50 1,488.00 1,461.50
R2 1,479.25 1,479.25 1,459.75
R1 1,467.75 1,467.75 1,457.75 1,463.50
PP 1,459.00 1,459.00 1,459.00 1,457.00
S1 1,447.50 1,447.50 1,454.25 1,443.00
S2 1,438.75 1,438.75 1,452.25
S3 1,418.50 1,427.25 1,450.50
S4 1,398.25 1,407.00 1,444.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,470.75 1,450.50 20.25 1.4% 9.50 0.6% 27% False True 1,366
10 1,470.75 1,436.75 34.00 2.3% 9.75 0.7% 57% False False 1,959
20 1,470.75 1,435.25 35.50 2.4% 10.25 0.7% 58% False False 1,965
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.68
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1,551.50
2.618 1,520.25
1.618 1,501.00
1.000 1,489.00
0.618 1,481.75
HIGH 1,469.75
0.618 1,462.50
0.500 1,460.00
0.382 1,457.75
LOW 1,450.50
0.618 1,438.50
1.000 1,431.25
1.618 1,419.25
2.618 1,400.00
4.250 1,368.75
Fisher Pivots for day following 09-Feb-2007
Pivot 1 day 3 day
R1 1,460.00 1,460.50
PP 1,458.75 1,459.00
S1 1,457.50 1,457.50

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

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