S&P500 Future June 2007


Trading Metrics calculated at close of trading on 23-Mar-2007
Day Change Summary
Previous Current
22-Mar-2007 23-Mar-2007 Change Change % Previous Week
Open 1,444.9 1,444.9 0.0 0.0% 1,398.0
High 1,450.9 1,451.0 0.1 0.0% 1,451.0
Low 1,441.2 1,443.7 2.5 0.2% 1,394.8
Close 1,445.0 1,447.0 2.0 0.1% 1,447.0
Range 9.7 7.3 -2.4 -24.7% 56.2
ATR 16.9 16.3 -0.7 -4.1% 0.0
Volume 40,411 39,267 -1,144 -2.8% 185,589
Daily Pivots for day following 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,469.1 1,465.4 1,451.0
R3 1,461.8 1,458.1 1,449.0
R2 1,454.5 1,454.5 1,448.3
R1 1,450.8 1,450.8 1,447.7 1,452.7
PP 1,447.2 1,447.2 1,447.2 1,448.2
S1 1,443.5 1,443.5 1,446.3 1,445.4
S2 1,439.9 1,439.9 1,445.7
S3 1,432.6 1,436.2 1,445.0
S4 1,425.3 1,428.9 1,443.0
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,599.5 1,579.5 1,477.9
R3 1,543.3 1,523.3 1,462.5
R2 1,487.1 1,487.1 1,457.3
R1 1,467.1 1,467.1 1,452.2 1,477.1
PP 1,430.9 1,430.9 1,430.9 1,436.0
S1 1,410.9 1,410.9 1,441.8 1,420.9
S2 1,374.7 1,374.7 1,436.7
S3 1,318.5 1,354.7 1,431.5
S4 1,262.3 1,298.5 1,416.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,451.0 1,394.8 56.2 3.9% 15.6 1.1% 93% True False 37,117
10 1,451.0 1,375.9 75.1 5.2% 17.2 1.2% 95% True False 76,185
20 1,472.5 1,375.9 96.6 6.7% 18.9 1.3% 74% False False 58,187
40 1,477.5 1,375.9 101.6 7.0% 13.3 0.9% 70% False False 30,244
60 1,477.5 1,375.9 101.6 7.0% 11.4 0.8% 70% False False 20,515
80 1,477.5 1,375.9 101.6 7.0% 9.4 0.6% 70% False False 15,722
100 1,477.5 1,375.9 101.6 7.0% 7.8 0.5% 70% False False 12,597
120 1,477.5 1,362.9 114.6 7.9% 6.6 0.5% 73% False False 10,501
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1,482.0
2.618 1,470.1
1.618 1,462.8
1.000 1,458.3
0.618 1,455.5
HIGH 1,451.0
0.618 1,448.2
0.500 1,447.4
0.382 1,446.5
LOW 1,443.7
0.618 1,439.2
1.000 1,436.4
1.618 1,431.9
2.618 1,424.6
4.250 1,412.7
Fisher Pivots for day following 23-Mar-2007
Pivot 1 day 3 day
R1 1,447.4 1,443.3
PP 1,447.2 1,439.7
S1 1,447.1 1,436.0

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.