E-mini S&P 500 Future December 2007


Trading Metrics calculated at close of trading on 28-Nov-2007
Day Change Summary
Previous Current
27-Nov-2007 28-Nov-2007 Change Change % Previous Week
Open 1,409.50 1,426.50 17.00 1.2% 1,460.25
High 1,432.75 1,475.00 42.25 2.9% 1,465.75
Low 1,406.25 1,420.50 14.25 1.0% 1,417.00
Close 1,426.50 1,470.50 44.00 3.1% 1,442.00
Range 26.50 54.50 28.00 105.7% 48.75
ATR 29.42 31.21 1.79 6.1% 0.00
Volume 2,322,802 2,558,722 235,920 10.2% 9,205,541
Daily Pivots for day following 28-Nov-2007
Classic Woodie Camarilla DeMark
R4 1,618.75 1,599.25 1,500.50
R3 1,564.25 1,544.75 1,485.50
R2 1,509.75 1,509.75 1,480.50
R1 1,490.25 1,490.25 1,475.50 1,500.00
PP 1,455.25 1,455.25 1,455.25 1,460.25
S1 1,435.75 1,435.75 1,465.50 1,445.50
S2 1,400.75 1,400.75 1,460.50
S3 1,346.25 1,381.25 1,455.50
S4 1,291.75 1,326.75 1,440.50
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 1,587.75 1,563.75 1,468.75
R3 1,539.00 1,515.00 1,455.50
R2 1,490.25 1,490.25 1,451.00
R1 1,466.25 1,466.25 1,446.50 1,454.00
PP 1,441.50 1,441.50 1,441.50 1,435.50
S1 1,417.50 1,417.50 1,437.50 1,405.00
S2 1,392.75 1,392.75 1,433.00
S3 1,344.00 1,368.75 1,428.50
S4 1,295.25 1,320.00 1,415.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,475.00 1,406.25 68.75 4.7% 37.00 2.5% 93% True False 2,108,411
10 1,496.75 1,406.25 90.50 6.2% 33.50 2.3% 71% False False 2,099,274
20 1,558.75 1,406.25 152.50 10.4% 33.25 2.3% 42% False False 2,164,547
40 1,586.75 1,406.25 180.50 12.3% 26.50 1.8% 36% False False 1,930,506
60 1,586.75 1,406.25 180.50 12.3% 23.75 1.6% 36% False False 1,662,242
80 1,586.75 1,385.00 201.75 13.7% 25.75 1.8% 42% False False 1,250,267
100 1,586.75 1,385.00 201.75 13.7% 26.00 1.8% 42% False False 1,000,675
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 7.38
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 1,706.50
2.618 1,617.75
1.618 1,563.25
1.000 1,529.50
0.618 1,508.75
HIGH 1,475.00
0.618 1,454.25
0.500 1,447.75
0.382 1,441.25
LOW 1,420.50
0.618 1,386.75
1.000 1,366.00
1.618 1,332.25
2.618 1,277.75
4.250 1,189.00
Fisher Pivots for day following 28-Nov-2007
Pivot 1 day 3 day
R1 1,463.00 1,460.50
PP 1,455.25 1,450.50
S1 1,447.75 1,440.50

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

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