E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 07-Jun-2007
Day Change Summary
Previous Current
06-Jun-2007 07-Jun-2007 Change Change % Previous Week
Open 1,533.50 1,516.75 -16.75 -1.1% 1,517.50
High 1,536.00 1,523.75 -12.25 -0.8% 1,543.00
Low 1,515.00 1,487.75 -27.25 -1.8% 1,512.50
Close 1,516.50 1,489.25 -27.25 -1.8% 1,539.50
Range 21.00 36.00 15.00 71.4% 30.50
ATR 13.16 14.79 1.63 12.4% 0.00
Volume 1,635,306 1,834,307 199,001 12.2% 4,797,124
Daily Pivots for day following 07-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,608.25 1,584.75 1,509.00
R3 1,572.25 1,548.75 1,499.25
R2 1,536.25 1,536.25 1,495.75
R1 1,512.75 1,512.75 1,492.50 1,506.50
PP 1,500.25 1,500.25 1,500.25 1,497.00
S1 1,476.75 1,476.75 1,486.00 1,470.50
S2 1,464.25 1,464.25 1,482.75
S3 1,428.25 1,440.75 1,479.25
S4 1,392.25 1,404.75 1,469.50
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 1,487.75 55.25 3.7% 18.25 1.2% 3% False True 1,394,055
10 1,543.00 1,487.75 55.25 3.7% 16.50 1.1% 3% False True 1,380,925
20 1,543.00 1,487.75 55.25 3.7% 14.75 1.0% 3% False True 1,310,761
40 1,543.00 1,442.25 100.75 6.8% 13.25 0.9% 47% False False 1,203,257
60 1,543.00 1,394.75 148.25 10.0% 13.00 0.9% 64% False False 1,173,395
80 1,543.00 1,375.25 167.75 11.3% 14.50 1.0% 68% False False 965,511
100 1,543.00 1,375.25 167.75 11.3% 13.75 0.9% 68% False False 772,879
120 1,543.00 1,375.25 167.75 11.3% 13.25 0.9% 68% False False 644,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.85
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 1,676.75
2.618 1,618.00
1.618 1,582.00
1.000 1,559.75
0.618 1,546.00
HIGH 1,523.75
0.618 1,510.00
0.500 1,505.75
0.382 1,501.50
LOW 1,487.75
0.618 1,465.50
1.000 1,451.75
1.618 1,429.50
2.618 1,393.50
4.250 1,334.75
Fisher Pivots for day following 07-Jun-2007
Pivot 1 day 3 day
R1 1,505.75 1,514.50
PP 1,500.25 1,506.00
S1 1,494.75 1,497.75

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

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