E-mini S&P 500 Future December 2007


Trading Metrics calculated at close of trading on 10-Dec-2007
Day Change Summary
Previous Current
07-Dec-2007 10-Dec-2007 Change Change % Previous Week
Open 1,507.00 1,506.50 -0.50 0.0% 1,484.00
High 1,515.25 1,520.75 5.50 0.4% 1,515.25
Low 1,500.75 1,501.00 0.25 0.0% 1,462.50
Close 1,507.25 1,518.75 11.50 0.8% 1,507.25
Range 14.50 19.75 5.25 36.2% 52.75
ATR 26.57 26.08 -0.49 -1.8% 0.00
Volume 1,720,838 1,283,732 -437,106 -25.4% 8,325,334
Daily Pivots for day following 10-Dec-2007
Classic Woodie Camarilla DeMark
R4 1,572.75 1,565.50 1,529.50
R3 1,553.00 1,545.75 1,524.25
R2 1,533.25 1,533.25 1,522.25
R1 1,526.00 1,526.00 1,520.50 1,529.50
PP 1,513.50 1,513.50 1,513.50 1,515.25
S1 1,506.25 1,506.25 1,517.00 1,510.00
S2 1,493.75 1,493.75 1,515.25
S3 1,474.00 1,486.50 1,513.25
S4 1,454.25 1,466.75 1,508.00
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 1,653.25 1,633.00 1,536.25
R3 1,600.50 1,580.25 1,521.75
R2 1,547.75 1,547.75 1,517.00
R1 1,527.50 1,527.50 1,512.00 1,537.50
PP 1,495.00 1,495.00 1,495.00 1,500.00
S1 1,474.75 1,474.75 1,502.50 1,485.00
S2 1,442.25 1,442.25 1,497.50
S3 1,389.50 1,422.00 1,492.75
S4 1,336.75 1,369.25 1,478.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,520.75 1,462.50 58.25 3.8% 20.50 1.3% 97% True False 1,518,086
10 1,520.75 1,406.25 114.50 7.5% 23.75 1.6% 98% True False 1,872,308
20 1,520.75 1,406.25 114.50 7.5% 28.50 1.9% 98% True False 1,965,694
40 1,576.00 1,406.25 169.75 11.2% 27.25 1.8% 66% False False 2,004,777
60 1,586.75 1,406.25 180.50 11.9% 23.75 1.6% 62% False False 1,864,196
80 1,586.75 1,406.25 180.50 11.9% 24.25 1.6% 62% False False 1,422,291
100 1,586.75 1,385.00 201.75 13.3% 26.25 1.7% 66% False False 1,138,964
120 1,586.75 1,385.00 201.75 13.3% 24.50 1.6% 66% False False 949,338
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,604.75
2.618 1,572.50
1.618 1,552.75
1.000 1,540.50
0.618 1,533.00
HIGH 1,520.75
0.618 1,513.25
0.500 1,511.00
0.382 1,508.50
LOW 1,501.00
0.618 1,488.75
1.000 1,481.25
1.618 1,469.00
2.618 1,449.25
4.250 1,417.00
Fisher Pivots for day following 10-Dec-2007
Pivot 1 day 3 day
R1 1,516.00 1,513.00
PP 1,513.50 1,507.25
S1 1,511.00 1,501.50

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

View Archives - Comment on this page... - Back to Index of Symbols