E-mini S&P 500 Future September 2007


Trading Metrics calculated at close of trading on 23-Aug-2007
Day Change Summary
Previous Current
22-Aug-2007 23-Aug-2007 Change Change % Previous Week
Open 1,450.25 1,468.00 17.75 1.2% 1,454.50
High 1,469.50 1,483.75 14.25 1.0% 1,472.50
Low 1,448.75 1,457.00 8.25 0.6% 1,374.50
Close 1,468.75 1,466.50 -2.25 -0.2% 1,450.00
Range 20.75 26.75 6.00 28.9% 98.00
ATR 32.08 31.70 -0.38 -1.2% 0.00
Volume 1,790,908 1,577,659 -213,249 -11.9% 15,808,906
Daily Pivots for day following 23-Aug-2007
Classic Woodie Camarilla DeMark
R4 1,549.25 1,534.75 1,481.25
R3 1,522.50 1,508.00 1,473.75
R2 1,495.75 1,495.75 1,471.50
R1 1,481.25 1,481.25 1,469.00 1,475.00
PP 1,469.00 1,469.00 1,469.00 1,466.00
S1 1,454.50 1,454.50 1,464.00 1,448.50
S2 1,442.25 1,442.25 1,461.50
S3 1,415.50 1,427.75 1,459.25
S4 1,388.75 1,401.00 1,451.75
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 1,483.75 1,399.50 84.25 5.7% 32.25 2.2% 80% True False 2,652,415
10 1,483.75 1,374.50 109.25 7.4% 34.50 2.4% 84% True False 2,746,167
20 1,510.50 1,374.50 136.00 9.3% 35.25 2.4% 68% False False 2,772,014
40 1,566.25 1,374.50 191.75 13.1% 27.25 1.9% 48% False False 2,103,430
60 1,566.25 1,374.50 191.75 13.1% 24.50 1.7% 48% False False 1,813,392
80 1,566.25 1,374.50 191.75 13.1% 21.50 1.5% 48% False False 1,360,799
100 1,566.25 1,374.50 191.75 13.1% 19.25 1.3% 48% False False 1,088,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 10.60
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,597.50
2.618 1,553.75
1.618 1,527.00
1.000 1,510.50
0.618 1,500.25
HIGH 1,483.75
0.618 1,473.50
0.500 1,470.50
0.382 1,467.25
LOW 1,457.00
0.618 1,440.50
1.000 1,430.25
1.618 1,413.75
2.618 1,387.00
4.250 1,343.25
Fisher Pivots for day following 23-Aug-2007
Pivot 1 day 3 day
R1 1,470.50 1,465.00
PP 1,469.00 1,463.50
S1 1,467.75 1,462.00

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

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