E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 09-May-2007
Day Change Summary
Previous Current
08-May-2007 09-May-2007 Change Change % Previous Week
Open 1,514.00 1,511.75 -2.25 -0.1% 1,501.00
High 1,514.00 1,519.00 5.00 0.3% 1,517.00
Low 1,505.75 1,507.75 2.00 0.1% 1,482.25
Close 1,512.25 1,515.50 3.25 0.2% 1,514.25
Range 8.25 11.25 3.00 36.4% 34.75
ATR 11.54 11.52 -0.02 -0.2% 0.00
Volume 522,513 880,954 358,441 68.6% 5,360,539
Daily Pivots for day following 09-May-2007
Classic Woodie Camarilla DeMark
R4 1,547.75 1,543.00 1,521.75
R3 1,536.50 1,531.75 1,518.50
R2 1,525.25 1,525.25 1,517.50
R1 1,520.50 1,520.50 1,516.50 1,523.00
PP 1,514.00 1,514.00 1,514.00 1,515.25
S1 1,509.25 1,509.25 1,514.50 1,511.50
S2 1,502.75 1,502.75 1,513.50
S3 1,491.50 1,498.00 1,512.50
S4 1,480.25 1,486.75 1,509.25
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 1,608.75 1,596.25 1,533.25
R3 1,574.00 1,561.50 1,523.75
R2 1,539.25 1,539.25 1,520.50
R1 1,526.75 1,526.75 1,517.50 1,533.00
PP 1,504.50 1,504.50 1,504.50 1,507.50
S1 1,492.00 1,492.00 1,511.00 1,498.25
S2 1,469.75 1,469.75 1,508.00
S3 1,435.00 1,457.25 1,504.75
S4 1,400.25 1,422.50 1,495.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,519.00 1,498.75 20.25 1.3% 9.00 0.6% 83% True False 896,803
10 1,519.00 1,482.25 36.75 2.4% 10.25 0.7% 90% True False 1,008,775
20 1,519.00 1,442.25 76.75 5.1% 11.50 0.8% 95% True False 1,095,754
40 1,519.00 1,394.75 124.25 8.2% 12.25 0.8% 97% True False 1,104,712
60 1,519.00 1,375.25 143.75 9.5% 14.50 1.0% 98% True False 850,427
80 1,519.00 1,375.25 143.75 9.5% 13.50 0.9% 98% True False 638,409
100 1,519.00 1,375.25 143.75 9.5% 13.00 0.9% 98% True False 510,914
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 2.13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,566.75
2.618 1,548.50
1.618 1,537.25
1.000 1,530.25
0.618 1,526.00
HIGH 1,519.00
0.618 1,514.75
0.500 1,513.50
0.382 1,512.00
LOW 1,507.75
0.618 1,500.75
1.000 1,496.50
1.618 1,489.50
2.618 1,478.25
4.250 1,460.00
Fisher Pivots for day following 09-May-2007
Pivot 1 day 3 day
R1 1,514.75 1,514.50
PP 1,514.00 1,513.50
S1 1,513.50 1,512.50

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

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