E-mini S&P 500 Future September 2007


Trading Metrics calculated at close of trading on 17-Aug-2007
Day Change Summary
Previous Current
16-Aug-2007 17-Aug-2007 Change Change % Previous Week
Open 1,414.50 1,424.75 10.25 0.7% 1,454.50
High 1,433.00 1,471.50 38.50 2.7% 1,472.50
Low 1,374.50 1,399.50 25.00 1.8% 1,374.50
Close 1,424.50 1,450.00 25.50 1.8% 1,450.00
Range 58.50 72.00 13.50 23.1% 98.00
ATR 32.00 34.85 2.86 8.9% 0.00
Volume 2,962,153 4,817,982 1,855,829 62.7% 15,808,906
Daily Pivots for day following 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 1,656.25 1,625.25 1,489.50
R3 1,584.25 1,553.25 1,469.75
R2 1,512.25 1,512.25 1,463.25
R1 1,481.25 1,481.25 1,456.50 1,496.75
PP 1,440.25 1,440.25 1,440.25 1,448.00
S1 1,409.25 1,409.25 1,443.50 1,424.75
S2 1,368.25 1,368.25 1,436.75
S3 1,296.25 1,337.25 1,430.25
S4 1,224.25 1,265.25 1,410.50
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 1,726.25 1,686.25 1,504.00
R3 1,628.25 1,588.25 1,477.00
R2 1,530.25 1,530.25 1,468.00
R1 1,490.25 1,490.25 1,459.00 1,461.25
PP 1,432.25 1,432.25 1,432.25 1,418.00
S1 1,392.25 1,392.25 1,441.00 1,363.25
S2 1,334.25 1,334.25 1,432.00
S3 1,236.25 1,294.25 1,423.00
S4 1,138.25 1,196.25 1,396.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,472.50 1,374.50 98.00 6.8% 44.00 3.0% 77% False False 3,161,781
10 1,510.50 1,374.50 136.00 9.4% 41.00 2.8% 56% False False 2,988,020
20 1,556.25 1,374.50 181.75 12.5% 37.25 2.6% 42% False False 2,741,189
40 1,566.25 1,374.50 191.75 13.2% 27.50 1.9% 39% False False 2,078,003
60 1,566.25 1,374.50 191.75 13.2% 24.00 1.7% 39% False False 1,673,121
80 1,566.25 1,374.50 191.75 13.2% 21.00 1.4% 39% False False 1,255,285
100 1,566.25 1,374.50 191.75 13.2% 19.00 1.3% 39% False False 1,004,409
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 9.53
Widest range in 108 trading days
Fibonacci Retracements and Extensions
4.250 1,777.50
2.618 1,660.00
1.618 1,588.00
1.000 1,543.50
0.618 1,516.00
HIGH 1,471.50
0.618 1,444.00
0.500 1,435.50
0.382 1,427.00
LOW 1,399.50
0.618 1,355.00
1.000 1,327.50
1.618 1,283.00
2.618 1,211.00
4.250 1,093.50
Fisher Pivots for day following 17-Aug-2007
Pivot 1 day 3 day
R1 1,445.25 1,441.00
PP 1,440.25 1,432.00
S1 1,435.50 1,423.00

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

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