E-mini S&P 500 Future December 2007


Trading Metrics calculated at close of trading on 04-Dec-2007
Day Change Summary
Previous Current
03-Dec-2007 04-Dec-2007 Change Change % Previous Week
Open 1,484.00 1,474.75 -9.25 -0.6% 1,442.00
High 1,486.25 1,476.00 -10.25 -0.7% 1,492.25
Low 1,472.00 1,462.50 -9.50 -0.6% 1,406.25
Close 1,475.50 1,463.25 -12.25 -0.8% 1,483.75
Range 14.25 13.50 -0.75 -5.3% 86.00
ATR 28.58 27.51 -1.08 -3.8% 0.00
Volume 2,018,633 1,471,676 -546,957 -27.1% 9,807,728
Daily Pivots for day following 04-Dec-2007
Classic Woodie Camarilla DeMark
R4 1,507.75 1,499.00 1,470.75
R3 1,494.25 1,485.50 1,467.00
R2 1,480.75 1,480.75 1,465.75
R1 1,472.00 1,472.00 1,464.50 1,469.50
PP 1,467.25 1,467.25 1,467.25 1,466.00
S1 1,458.50 1,458.50 1,462.00 1,456.00
S2 1,453.75 1,453.75 1,460.75
S3 1,440.25 1,445.00 1,459.50
S4 1,426.75 1,431.50 1,455.75
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 1,718.75 1,687.25 1,531.00
R3 1,632.75 1,601.25 1,507.50
R2 1,546.75 1,546.75 1,499.50
R1 1,515.25 1,515.25 1,491.75 1,531.00
PP 1,460.75 1,460.75 1,460.75 1,468.50
S1 1,429.25 1,429.25 1,475.75 1,445.00
S2 1,374.75 1,374.75 1,468.00
S3 1,288.75 1,343.25 1,460.00
S4 1,202.75 1,257.25 1,436.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,492.25 1,420.50 71.75 4.9% 24.50 1.7% 60% False False 2,056,305
10 1,492.25 1,406.25 86.00 5.9% 28.75 2.0% 66% False False 2,036,771
20 1,526.00 1,406.25 119.75 8.2% 30.75 2.1% 48% False False 2,136,304
40 1,586.75 1,406.25 180.50 12.3% 27.00 1.8% 32% False False 1,991,500
60 1,586.75 1,406.25 180.50 12.3% 23.50 1.6% 32% False False 1,787,924
80 1,586.75 1,385.00 201.75 13.8% 24.75 1.7% 39% False False 1,346,574
100 1,586.75 1,385.00 201.75 13.8% 25.75 1.8% 39% False False 1,077,850
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.38
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1,533.50
2.618 1,511.25
1.618 1,497.75
1.000 1,489.50
0.618 1,484.25
HIGH 1,476.00
0.618 1,470.75
0.500 1,469.25
0.382 1,467.75
LOW 1,462.50
0.618 1,454.25
1.000 1,449.00
1.618 1,440.75
2.618 1,427.25
4.250 1,405.00
Fisher Pivots for day following 04-Dec-2007
Pivot 1 day 3 day
R1 1,469.25 1,477.50
PP 1,467.25 1,472.75
S1 1,465.25 1,468.00

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

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