E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 29-May-2007
Day Change Summary
Previous Current
25-May-2007 29-May-2007 Change Change % Previous Week
Open 1,511.25 1,517.50 6.25 0.4% 1,527.50
High 1,520.50 1,524.50 4.00 0.3% 1,535.75
Low 1,510.25 1,514.25 4.00 0.3% 1,507.75
Close 1,517.25 1,522.50 5.25 0.3% 1,517.25
Range 10.25 10.25 0.00 0.0% 28.00
ATR 12.71 12.54 -0.18 -1.4% 0.00
Volume 1,929,248 888,322 -1,040,926 -54.0% 6,433,555
Daily Pivots for day following 29-May-2007
Classic Woodie Camarilla DeMark
R4 1,551.25 1,547.00 1,528.25
R3 1,541.00 1,536.75 1,525.25
R2 1,530.75 1,530.75 1,524.50
R1 1,526.50 1,526.50 1,523.50 1,528.50
PP 1,520.50 1,520.50 1,520.50 1,521.50
S1 1,516.25 1,516.25 1,521.50 1,518.50
S2 1,510.25 1,510.25 1,520.50
S3 1,500.00 1,506.00 1,519.75
S4 1,489.75 1,495.75 1,516.75
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 1,604.25 1,588.75 1,532.75
R3 1,576.25 1,560.75 1,525.00
R2 1,548.25 1,548.25 1,522.50
R1 1,532.75 1,532.75 1,519.75 1,526.50
PP 1,520.25 1,520.25 1,520.25 1,517.00
S1 1,504.75 1,504.75 1,514.75 1,498.50
S2 1,492.25 1,492.25 1,512.00
S3 1,464.25 1,476.75 1,509.50
S4 1,436.25 1,448.75 1,501.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,535.75 1,507.75 28.00 1.8% 13.00 0.9% 53% False False 1,224,927
10 1,535.75 1,503.00 32.75 2.2% 12.50 0.8% 60% False False 1,254,289
20 1,535.75 1,482.25 53.50 3.5% 12.25 0.8% 75% False False 1,172,532
40 1,535.75 1,433.25 102.50 6.7% 11.75 0.8% 87% False False 1,074,349
60 1,535.75 1,375.25 160.50 10.5% 13.50 0.9% 92% False False 1,122,415
80 1,535.75 1,375.25 160.50 10.5% 14.00 0.9% 92% False False 844,698
100 1,535.75 1,375.25 160.50 10.5% 13.25 0.9% 92% False False 676,135
Crabel Price Patterns
NR False
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 2.98
Fibonacci Retracements and Extensions
4.250 1,568.00
2.618 1,551.25
1.618 1,541.00
1.000 1,534.75
0.618 1,530.75
HIGH 1,524.50
0.618 1,520.50
0.500 1,519.50
0.382 1,518.25
LOW 1,514.25
0.618 1,508.00
1.000 1,504.00
1.618 1,497.75
2.618 1,487.50
4.250 1,470.75
Fisher Pivots for day following 29-May-2007
Pivot 1 day 3 day
R1 1,521.50 1,521.75
PP 1,520.50 1,521.00
S1 1,519.50 1,520.00

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

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