S&P500 Future June 2007


Trading Metrics calculated at close of trading on 26-Dec-2006
Day Change Summary
Previous Current
22-Dec-2006 26-Dec-2006 Change Change % Previous Week
Open 1,435.5 1,436.5 1.0 0.1% 1,454.5
High 1,442.9 1,441.8 -1.1 -0.1% 1,455.7
Low 1,432.4 1,431.8 -0.6 0.0% 1,432.4
Close 1,432.8 1,441.5 8.7 0.6% 1,432.8
Range 10.5 10.0 -0.5 -4.8% 23.3
ATR 6.6 6.9 0.2 3.6% 0.0
Volume 77 154 77 100.0% 11,228
Daily Pivots for day following 26-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,468.4 1,464.9 1,447.0
R3 1,458.4 1,454.9 1,444.3
R2 1,448.4 1,448.4 1,443.3
R1 1,444.9 1,444.9 1,442.4 1,446.7
PP 1,438.4 1,438.4 1,438.4 1,439.2
S1 1,434.9 1,434.9 1,440.6 1,436.7
S2 1,428.4 1,428.4 1,439.7
S3 1,418.4 1,424.9 1,438.8
S4 1,408.4 1,414.9 1,436.0
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,510.2 1,494.8 1,445.6
R3 1,486.9 1,471.5 1,439.2
R2 1,463.6 1,463.6 1,437.1
R1 1,448.2 1,448.2 1,434.9 1,444.3
PP 1,440.3 1,440.3 1,440.3 1,438.3
S1 1,424.9 1,424.9 1,430.7 1,421.0
S2 1,417.0 1,417.0 1,428.5
S3 1,393.7 1,401.6 1,426.4
S4 1,370.4 1,378.3 1,420.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,452.0 1,431.8 20.2 1.4% 8.5 0.6% 48% False True 1,276
10 1,455.8 1,431.8 24.0 1.7% 6.0 0.4% 40% False True 1,631
20 1,455.8 1,412.4 43.4 3.0% 3.5 0.2% 67% False False 1,343
40 1,455.8 1,391.9 63.9 4.4% 2.6 0.2% 78% False False 720
60 1,455.8 1,362.9 92.9 6.4% 1.9 0.1% 85% False False 487
80 1,455.8 1,329.0 126.8 8.8% 1.6 0.1% 89% False False 385
100 1,455.8 1,304.4 151.4 10.5% 1.4 0.1% 91% False False 308
120 1,455.8 1,269.8 186.0 12.9% 1.5 0.1% 92% False False 272
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 1.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,484.3
2.618 1,468.0
1.618 1,458.0
1.000 1,451.8
0.618 1,448.0
HIGH 1,441.8
0.618 1,438.0
0.500 1,436.8
0.382 1,435.6
LOW 1,431.8
0.618 1,425.6
1.000 1,421.8
1.618 1,415.6
2.618 1,405.6
4.250 1,389.3
Fisher Pivots for day following 26-Dec-2006
Pivot 1 day 3 day
R1 1,439.9 1,441.1
PP 1,438.4 1,440.8
S1 1,436.8 1,440.4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.