S&P500 Future June 2007


Trading Metrics calculated at close of trading on 18-Jan-2007
Day Change Summary
Previous Current
17-Jan-2007 18-Jan-2007 Change Change % Previous Week
Open 1,454.0 1,450.0 -4.0 -0.3% 1,426.1
High 1,454.0 1,452.9 -1.1 -0.1% 1,454.0
Low 1,449.5 1,446.0 -3.5 -0.2% 1,426.0
Close 1,451.9 1,446.3 -5.6 -0.4% 1,453.8
Range 4.5 6.9 2.4 53.3% 28.0
ATR 8.4 8.3 -0.1 -1.3% 0.0
Volume 1,083 2,177 1,094 101.0% 1,346
Daily Pivots for day following 18-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,469.1 1,464.6 1,450.1
R3 1,462.2 1,457.7 1,448.2
R2 1,455.3 1,455.3 1,447.6
R1 1,450.8 1,450.8 1,446.9 1,449.6
PP 1,448.4 1,448.4 1,448.4 1,447.8
S1 1,443.9 1,443.9 1,445.7 1,442.7
S2 1,441.5 1,441.5 1,445.0
S3 1,434.6 1,437.0 1,444.4
S4 1,427.7 1,430.1 1,442.5
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,528.6 1,519.2 1,469.2
R3 1,500.6 1,491.2 1,461.5
R2 1,472.6 1,472.6 1,458.9
R1 1,463.2 1,463.2 1,456.4 1,467.9
PP 1,444.6 1,444.6 1,444.6 1,447.0
S1 1,435.2 1,435.2 1,451.2 1,439.9
S2 1,416.6 1,416.6 1,448.7
S3 1,388.6 1,407.2 1,446.1
S4 1,360.6 1,379.2 1,438.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,454.0 1,441.5 12.5 0.9% 5.7 0.4% 38% False False 819
10 1,454.0 1,426.0 28.0 1.9% 8.1 0.6% 73% False False 589
20 1,454.0 1,426.0 28.0 1.9% 8.3 0.6% 73% False False 752
40 1,455.8 1,407.3 48.5 3.4% 4.8 0.3% 80% False False 904
60 1,455.8 1,391.9 63.9 4.4% 3.8 0.3% 85% False False 626
80 1,455.8 1,357.6 98.2 6.8% 2.9 0.2% 90% False False 476
100 1,455.8 1,329.0 126.8 8.8% 2.5 0.2% 93% False False 395
120 1,455.8 1,304.4 151.4 10.5% 2.2 0.2% 94% False False 344
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,482.2
2.618 1,471.0
1.618 1,464.1
1.000 1,459.8
0.618 1,457.2
HIGH 1,452.9
0.618 1,450.3
0.500 1,449.5
0.382 1,448.6
LOW 1,446.0
0.618 1,441.7
1.000 1,439.1
1.618 1,434.8
2.618 1,427.9
4.250 1,416.7
Fisher Pivots for day following 18-Jan-2007
Pivot 1 day 3 day
R1 1,449.5 1,450.0
PP 1,448.4 1,448.8
S1 1,447.4 1,447.5

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

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