E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 14-Jun-2007
Day Change Summary
Previous Current
13-Jun-2007 14-Jun-2007 Change Change % Previous Week
Open 1,493.25 1,514.75 21.50 1.4% 1,539.25
High 1,517.00 1,527.00 10.00 0.7% 1,542.75
Low 1,489.25 1,514.00 24.75 1.7% 1,480.50
Close 1,515.50 1,524.75 9.25 0.6% 1,508.00
Range 27.75 13.00 -14.75 -53.2% 62.25
ATR 16.74 16.47 -0.27 -1.6% 0.00
Volume 572,103 414,869 -157,234 -27.5% 7,273,477
Daily Pivots for day following 14-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,561.00 1,555.75 1,532.00
R3 1,548.00 1,542.75 1,528.25
R2 1,535.00 1,535.00 1,527.25
R1 1,529.75 1,529.75 1,526.00 1,532.50
PP 1,522.00 1,522.00 1,522.00 1,523.25
S1 1,516.75 1,516.75 1,523.50 1,519.50
S2 1,509.00 1,509.00 1,522.25
S3 1,496.00 1,503.75 1,521.25
S4 1,483.00 1,490.75 1,517.50
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 1,527.00 1,480.50 46.50 3.0% 20.50 1.3% 95% True False 727,523
10 1,543.00 1,480.50 62.50 4.1% 19.25 1.3% 71% False False 1,060,789
20 1,543.00 1,480.50 62.50 4.1% 16.00 1.0% 71% False False 1,150,988
40 1,543.00 1,468.25 74.75 4.9% 14.00 0.9% 76% False False 1,149,073
60 1,543.00 1,418.00 125.00 8.2% 13.25 0.9% 85% False False 1,101,019
80 1,543.00 1,375.25 167.75 11.0% 15.50 1.0% 89% False False 1,010,901
100 1,543.00 1,375.25 167.75 11.0% 14.25 0.9% 89% False False 809,131
120 1,543.00 1,375.25 167.75 11.0% 13.75 0.9% 89% False False 674,432
Crabel Price Patterns
NR True
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 3.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,582.25
2.618 1,561.00
1.618 1,548.00
1.000 1,540.00
0.618 1,535.00
HIGH 1,527.00
0.618 1,522.00
0.500 1,520.50
0.382 1,519.00
LOW 1,514.00
0.618 1,506.00
1.000 1,501.00
1.618 1,493.00
2.618 1,480.00
4.250 1,458.75
Fisher Pivots for day following 14-Jun-2007
Pivot 1 day 3 day
R1 1,523.25 1,519.25
PP 1,522.00 1,513.75
S1 1,520.50 1,508.00

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

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