S&P500 Future June 2007


Trading Metrics calculated at close of trading on 13-Mar-2007
Day Change Summary
Previous Current
12-Mar-2007 13-Mar-2007 Change Change % Previous Week
Open 1,417.4 1,419.3 1.9 0.1% 1,390.3
High 1,422.8 1,419.9 -2.9 -0.2% 1,426.5
Low 1,411.0 1,389.5 -21.5 -1.5% 1,384.0
Close 1,419.5 1,391.9 -27.6 -1.9% 1,417.4
Range 11.8 30.4 18.6 157.6% 42.5
ATR 15.7 16.7 1.1 6.7% 0.0
Volume 113,706 108,664 -5,042 -4.4% 331,509
Daily Pivots for day following 13-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,491.6 1,472.2 1,408.6
R3 1,461.2 1,441.8 1,400.3
R2 1,430.8 1,430.8 1,397.5
R1 1,411.4 1,411.4 1,394.7 1,405.9
PP 1,400.4 1,400.4 1,400.4 1,397.7
S1 1,381.0 1,381.0 1,389.1 1,375.5
S2 1,370.0 1,370.0 1,386.3
S3 1,339.6 1,350.6 1,383.5
S4 1,309.2 1,320.2 1,375.2
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,536.8 1,519.6 1,440.8
R3 1,494.3 1,477.1 1,429.1
R2 1,451.8 1,451.8 1,425.2
R1 1,434.6 1,434.6 1,421.3 1,443.2
PP 1,409.3 1,409.3 1,409.3 1,413.6
S1 1,392.1 1,392.1 1,413.5 1,400.7
S2 1,366.8 1,366.8 1,409.6
S3 1,324.3 1,349.6 1,405.7
S4 1,281.8 1,307.1 1,394.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,426.5 1,389.5 37.0 2.7% 16.0 1.2% 6% False True 91,022
10 1,430.5 1,384.0 46.5 3.3% 18.7 1.3% 17% False False 60,968
20 1,477.5 1,384.0 93.5 6.7% 15.2 1.1% 8% False False 32,162
40 1,477.5 1,384.0 93.5 6.7% 11.0 0.8% 8% False False 17,152
60 1,477.5 1,384.0 93.5 6.7% 10.2 0.7% 8% False False 11,779
80 1,477.5 1,384.0 93.5 6.7% 7.8 0.6% 8% False False 8,994
100 1,477.5 1,384.0 93.5 6.7% 6.6 0.5% 8% False False 7,203
120 1,477.5 1,347.7 129.8 9.3% 5.5 0.4% 34% False False 6,010
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 5.0
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,549.1
2.618 1,499.5
1.618 1,469.1
1.000 1,450.3
0.618 1,438.7
HIGH 1,419.9
0.618 1,408.3
0.500 1,404.7
0.382 1,401.1
LOW 1,389.5
0.618 1,370.7
1.000 1,359.1
1.618 1,340.3
2.618 1,309.9
4.250 1,260.3
Fisher Pivots for day following 13-Mar-2007
Pivot 1 day 3 day
R1 1,404.7 1,408.0
PP 1,400.4 1,402.6
S1 1,396.2 1,397.3

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

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