E-mini S&P 500 Future December 2007


Trading Metrics calculated at close of trading on 16-Nov-2007
Day Change Summary
Previous Current
15-Nov-2007 16-Nov-2007 Change Change % Previous Week
Open 1,478.00 1,457.75 -20.25 -1.4% 1,453.75
High 1,482.00 1,466.75 -15.25 -1.0% 1,496.75
Low 1,446.75 1,447.50 0.75 0.1% 1,437.25
Close 1,458.00 1,460.25 2.25 0.2% 1,460.25
Range 35.25 19.25 -16.00 -45.4% 59.50
ATR 28.01 27.38 -0.63 -2.2% 0.00
Volume 1,892,319 2,256,322 364,003 19.2% 10,691,558
Daily Pivots for day following 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 1,516.00 1,507.25 1,470.75
R3 1,496.75 1,488.00 1,465.50
R2 1,477.50 1,477.50 1,463.75
R1 1,468.75 1,468.75 1,462.00 1,473.00
PP 1,458.25 1,458.25 1,458.25 1,460.25
S1 1,449.50 1,449.50 1,458.50 1,454.00
S2 1,439.00 1,439.00 1,456.75
S3 1,419.75 1,430.25 1,455.00
S4 1,400.50 1,411.00 1,449.75
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 1,643.25 1,611.25 1,493.00
R3 1,583.75 1,551.75 1,476.50
R2 1,524.25 1,524.25 1,471.25
R1 1,492.25 1,492.25 1,465.75 1,508.25
PP 1,464.75 1,464.75 1,464.75 1,472.75
S1 1,432.75 1,432.75 1,454.75 1,448.75
S2 1,405.25 1,405.25 1,449.25
S3 1,345.75 1,373.25 1,444.00
S4 1,286.25 1,313.75 1,427.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,496.75 1,437.25 59.50 4.1% 32.00 2.2% 39% False False 2,138,311
10 1,526.00 1,437.25 88.75 6.1% 31.50 2.2% 26% False False 2,300,153
20 1,558.75 1,437.25 121.50 8.3% 27.75 1.9% 19% False False 2,128,051
40 1,586.75 1,437.25 149.50 10.2% 22.50 1.5% 15% False False 1,825,581
60 1,586.75 1,437.25 149.50 10.2% 22.50 1.5% 15% False False 1,418,527
80 1,586.75 1,385.00 201.75 13.8% 25.75 1.8% 37% False False 1,065,788
100 1,586.75 1,385.00 201.75 13.8% 24.25 1.7% 37% False False 852,939
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.95
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,548.50
2.618 1,517.25
1.618 1,498.00
1.000 1,486.00
0.618 1,478.75
HIGH 1,466.75
0.618 1,459.50
0.500 1,457.00
0.382 1,454.75
LOW 1,447.50
0.618 1,435.50
1.000 1,428.25
1.618 1,416.25
2.618 1,397.00
4.250 1,365.75
Fisher Pivots for day following 16-Nov-2007
Pivot 1 day 3 day
R1 1,459.25 1,471.75
PP 1,458.25 1,468.00
S1 1,457.00 1,464.00

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

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