E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 12-Jun-2007
Day Change Summary
Previous Current
11-Jun-2007 12-Jun-2007 Change Change % Previous Week
Open 1,507.00 1,510.50 3.50 0.2% 1,539.25
High 1,516.75 1,512.25 -4.50 -0.3% 1,542.75
Low 1,504.00 1,492.25 -11.75 -0.8% 1,480.50
Close 1,510.50 1,493.00 -17.50 -1.2% 1,508.00
Range 12.75 20.00 7.25 56.9% 62.25
ATR 15.57 15.89 0.32 2.0% 0.00
Volume 676,791 470,015 -206,776 -30.6% 7,273,477
Daily Pivots for day following 12-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,559.25 1,546.00 1,504.00
R3 1,539.25 1,526.00 1,498.50
R2 1,519.25 1,519.25 1,496.75
R1 1,506.00 1,506.00 1,494.75 1,502.50
PP 1,499.25 1,499.25 1,499.25 1,497.50
S1 1,486.00 1,486.00 1,491.25 1,482.50
S2 1,479.25 1,479.25 1,489.25
S3 1,459.25 1,466.00 1,487.50
S4 1,439.25 1,446.00 1,482.00
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,697.25 1,664.75 1,542.25
R3 1,635.00 1,602.50 1,525.00
R2 1,572.75 1,572.75 1,519.50
R1 1,540.25 1,540.25 1,513.75 1,525.50
PP 1,510.50 1,510.50 1,510.50 1,503.00
S1 1,478.00 1,478.00 1,502.25 1,463.00
S2 1,448.25 1,448.25 1,496.50
S3 1,386.00 1,415.75 1,491.00
S4 1,323.75 1,353.50 1,473.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,536.00 1,480.50 55.50 3.7% 23.75 1.6% 23% False False 1,224,051
10 1,543.00 1,480.50 62.50 4.2% 18.25 1.2% 20% False False 1,232,908
20 1,543.00 1,480.50 62.50 4.2% 15.50 1.0% 20% False False 1,243,599
40 1,543.00 1,468.25 74.75 5.0% 13.75 0.9% 33% False False 1,187,018
60 1,543.00 1,412.50 130.50 8.7% 13.25 0.9% 62% False False 1,120,281
80 1,543.00 1,375.25 167.75 11.2% 15.25 1.0% 70% False False 998,595
100 1,543.00 1,375.25 167.75 11.2% 14.00 0.9% 70% False False 799,278
120 1,543.00 1,375.25 167.75 11.2% 13.50 0.9% 70% False False 666,232
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,597.25
2.618 1,564.50
1.618 1,544.50
1.000 1,532.25
0.618 1,524.50
HIGH 1,512.25
0.618 1,504.50
0.500 1,502.25
0.382 1,500.00
LOW 1,492.25
0.618 1,480.00
1.000 1,472.25
1.618 1,460.00
2.618 1,440.00
4.250 1,407.25
Fisher Pivots for day following 12-Jun-2007
Pivot 1 day 3 day
R1 1,502.25 1,498.50
PP 1,499.25 1,496.75
S1 1,496.00 1,495.00

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

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