S&P500 Future September 2007


Trading Metrics calculated at close of trading on 26-Jun-2007
Day Change Summary
Previous Current
25-Jun-2007 26-Jun-2007 Change Change % Previous Week
Open 1,519.0 1,513.7 -5.3 -0.3% 1,546.9
High 1,527.8 1,519.2 -8.6 -0.6% 1,554.2
Low 1,505.5 1,497.5 -8.0 -0.5% 1,513.5
Close 1,513.6 1,497.8 -15.8 -1.0% 1,520.5
Range 22.3 21.7 -0.6 -2.7% 40.7
ATR 16.6 17.0 0.4 2.2% 0.0
Volume 35,273 35,834 561 1.6% 171,801
Daily Pivots for day following 26-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,569.9 1,555.6 1,509.7
R3 1,548.2 1,533.9 1,503.8
R2 1,526.5 1,526.5 1,501.8
R1 1,512.2 1,512.2 1,499.8 1,508.5
PP 1,504.8 1,504.8 1,504.8 1,503.0
S1 1,490.5 1,490.5 1,495.8 1,486.8
S2 1,483.1 1,483.1 1,493.8
S3 1,461.4 1,468.8 1,491.8
S4 1,439.7 1,447.1 1,485.9
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,651.5 1,626.7 1,542.9
R3 1,610.8 1,586.0 1,531.7
R2 1,570.1 1,570.1 1,528.0
R1 1,545.3 1,545.3 1,524.2 1,537.4
PP 1,529.4 1,529.4 1,529.4 1,525.4
S1 1,504.6 1,504.6 1,516.8 1,496.7
S2 1,488.7 1,488.7 1,513.0
S3 1,448.0 1,463.9 1,509.3
S4 1,407.3 1,423.2 1,498.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,554.2 1,497.5 56.7 3.8% 22.8 1.5% 1% False True 35,723
10 1,554.2 1,497.5 56.7 3.8% 19.0 1.3% 1% False True 55,726
20 1,557.7 1,494.5 63.2 4.2% 17.4 1.2% 5% False False 60,666
40 1,557.7 1,494.5 63.2 4.2% 13.4 0.9% 5% False False 31,759
60 1,557.7 1,459.0 98.7 6.6% 11.0 0.7% 39% False False 21,303
80 1,557.7 1,388.4 169.3 11.3% 9.9 0.7% 65% False False 16,021
100 1,557.7 1,388.4 169.3 11.3% 8.7 0.6% 65% False False 12,857
120 1,557.7 1,388.4 169.3 11.3% 7.6 0.5% 65% False False 10,770
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 4.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,611.4
2.618 1,576.0
1.618 1,554.3
1.000 1,540.9
0.618 1,532.6
HIGH 1,519.2
0.618 1,510.9
0.500 1,508.4
0.382 1,505.8
LOW 1,497.5
0.618 1,484.1
1.000 1,475.8
1.618 1,462.4
2.618 1,440.7
4.250 1,405.3
Fisher Pivots for day following 26-Jun-2007
Pivot 1 day 3 day
R1 1,508.4 1,516.8
PP 1,504.8 1,510.4
S1 1,501.3 1,504.1

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.