E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 06-Jun-2007
Day Change Summary
Previous Current
05-Jun-2007 06-Jun-2007 Change Change % Previous Week
Open 1,539.75 1,533.50 -6.25 -0.4% 1,517.50
High 1,541.25 1,536.00 -5.25 -0.3% 1,543.00
Low 1,527.00 1,515.00 -12.00 -0.8% 1,512.50
Close 1,533.75 1,516.50 -17.25 -1.1% 1,539.50
Range 14.25 21.00 6.75 47.4% 30.50
ATR 12.56 13.16 0.60 4.8% 0.00
Volume 1,014,401 1,635,306 620,905 61.2% 4,797,124
Daily Pivots for day following 06-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,585.50 1,572.00 1,528.00
R3 1,564.50 1,551.00 1,522.25
R2 1,543.50 1,543.50 1,520.25
R1 1,530.00 1,530.00 1,518.50 1,526.25
PP 1,522.50 1,522.50 1,522.50 1,520.50
S1 1,509.00 1,509.00 1,514.50 1,505.25
S2 1,501.50 1,501.50 1,512.75
S3 1,480.50 1,488.00 1,510.75
S4 1,459.50 1,467.00 1,505.00
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,623.25 1,611.75 1,556.25
R3 1,592.75 1,581.25 1,548.00
R2 1,562.25 1,562.25 1,545.00
R1 1,550.75 1,550.75 1,542.25 1,556.50
PP 1,531.75 1,531.75 1,531.75 1,534.50
S1 1,520.25 1,520.25 1,536.75 1,526.00
S2 1,501.25 1,501.25 1,534.00
S3 1,470.75 1,489.75 1,531.00
S4 1,440.25 1,459.25 1,522.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,543.00 1,515.00 28.00 1.8% 12.50 0.8% 5% False True 1,342,292
10 1,543.00 1,507.75 35.25 2.3% 14.25 0.9% 25% False False 1,294,489
20 1,543.00 1,496.00 47.00 3.1% 13.50 0.9% 44% False False 1,263,093
40 1,543.00 1,442.25 100.75 6.6% 12.50 0.8% 74% False False 1,175,211
60 1,543.00 1,375.25 167.75 11.1% 13.00 0.9% 84% False False 1,183,298
80 1,543.00 1,375.25 167.75 11.1% 14.25 0.9% 84% False False 942,632
100 1,543.00 1,375.25 167.75 11.1% 13.50 0.9% 84% False False 754,541
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 3.30
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,625.25
2.618 1,591.00
1.618 1,570.00
1.000 1,557.00
0.618 1,549.00
HIGH 1,536.00
0.618 1,528.00
0.500 1,525.50
0.382 1,523.00
LOW 1,515.00
0.618 1,502.00
1.000 1,494.00
1.618 1,481.00
2.618 1,460.00
4.250 1,425.75
Fisher Pivots for day following 06-Jun-2007
Pivot 1 day 3 day
R1 1,525.50 1,529.00
PP 1,522.50 1,524.75
S1 1,519.50 1,520.50

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

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