S&P500 Future June 2007


Trading Metrics calculated at close of trading on 15-May-2007
Day Change Summary
Previous Current
14-May-2007 15-May-2007 Change Change % Previous Week
Open 1,511.8 1,508.2 -3.6 -0.2% 1,513.2
High 1,515.7 1,519.5 3.8 0.3% 1,518.8
Low 1,502.8 1,502.8 0.0 0.0% 1,496.1
Close 1,508.7 1,508.4 -0.3 0.0% 1,512.2
Range 12.9 16.7 3.8 29.5% 22.7
ATR 12.2 12.6 0.3 2.6% 0.0
Volume 39,673 35,093 -4,580 -11.5% 150,038
Daily Pivots for day following 15-May-2007
Classic Woodie Camarilla DeMark
R4 1,560.3 1,551.1 1,517.6
R3 1,543.6 1,534.4 1,513.0
R2 1,526.9 1,526.9 1,511.5
R1 1,517.7 1,517.7 1,509.9 1,522.3
PP 1,510.2 1,510.2 1,510.2 1,512.6
S1 1,501.0 1,501.0 1,506.9 1,505.6
S2 1,493.5 1,493.5 1,505.3
S3 1,476.8 1,484.3 1,503.8
S4 1,460.1 1,467.6 1,499.2
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 1,577.1 1,567.4 1,524.7
R3 1,554.4 1,544.7 1,518.4
R2 1,531.7 1,531.7 1,516.4
R1 1,522.0 1,522.0 1,514.3 1,515.5
PP 1,509.0 1,509.0 1,509.0 1,505.8
S1 1,499.3 1,499.3 1,510.1 1,492.8
S2 1,486.3 1,486.3 1,508.0
S3 1,463.6 1,476.6 1,506.0
S4 1,440.9 1,453.9 1,499.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,519.5 1,496.1 23.4 1.6% 15.2 1.0% 53% True False 34,653
10 1,519.5 1,492.1 27.4 1.8% 12.1 0.8% 59% True False 32,731
20 1,519.5 1,468.2 51.3 3.4% 12.0 0.8% 78% True False 33,162
40 1,519.5 1,418.5 101.0 6.7% 12.3 0.8% 89% True False 31,433
60 1,519.5 1,375.9 143.6 9.5% 14.1 0.9% 92% True False 38,706
80 1,519.5 1,375.9 143.6 9.5% 12.3 0.8% 92% True False 29,489
100 1,519.5 1,375.9 143.6 9.5% 11.6 0.8% 92% True False 23,773
120 1,519.5 1,375.9 143.6 9.5% 10.0 0.7% 92% True False 20,031
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,590.5
2.618 1,563.2
1.618 1,546.5
1.000 1,536.2
0.618 1,529.8
HIGH 1,519.5
0.618 1,513.1
0.500 1,511.2
0.382 1,509.2
LOW 1,502.8
0.618 1,492.5
1.000 1,486.1
1.618 1,475.8
2.618 1,459.1
4.250 1,431.8
Fisher Pivots for day following 15-May-2007
Pivot 1 day 3 day
R1 1,511.2 1,508.2
PP 1,510.2 1,508.0
S1 1,509.3 1,507.8

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.