E-mini S&P 500 Future March 2008


Trading Metrics calculated at close of trading on 24-Dec-2007
Day Change Summary
Previous Current
21-Dec-2007 24-Dec-2007 Change Change % Previous Week
Open 1,474.00 1,497.00 23.00 1.6% 1,477.75
High 1,499.00 1,509.75 10.75 0.7% 1,499.00
Low 1,471.25 1,495.00 23.75 1.6% 1,445.75
Close 1,498.00 1,506.50 8.50 0.6% 1,498.00
Range 27.75 14.75 -13.00 -46.8% 53.25
ATR 26.46 25.62 -0.84 -3.2% 0.00
Volume 1,606,569 1,195,437 -411,132 -25.6% 8,981,841
Daily Pivots for day following 24-Dec-2007
Classic Woodie Camarilla DeMark
R4 1,548.00 1,542.00 1,514.50
R3 1,533.25 1,527.25 1,510.50
R2 1,518.50 1,518.50 1,509.25
R1 1,512.50 1,512.50 1,507.75 1,515.50
PP 1,503.75 1,503.75 1,503.75 1,505.25
S1 1,497.75 1,497.75 1,505.25 1,500.75
S2 1,489.00 1,489.00 1,503.75
S3 1,474.25 1,483.00 1,502.50
S4 1,459.50 1,468.25 1,498.50
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 1,640.75 1,622.50 1,527.25
R3 1,587.50 1,569.25 1,512.75
R2 1,534.25 1,534.25 1,507.75
R1 1,516.00 1,516.00 1,503.00 1,525.00
PP 1,481.00 1,481.00 1,481.00 1,485.50
S1 1,462.75 1,462.75 1,493.00 1,472.00
S2 1,427.75 1,427.75 1,488.25
S3 1,374.50 1,409.50 1,483.25
S4 1,321.25 1,356.25 1,468.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,509.75 1,445.75 64.00 4.2% 21.25 1.4% 95% True False 1,735,962
10 1,538.25 1,445.75 92.50 6.1% 28.00 1.9% 66% False False 1,220,460
20 1,538.25 1,415.75 122.50 8.1% 26.00 1.7% 74% False False 623,802
40 1,569.00 1,415.75 153.25 10.2% 28.00 1.9% 59% False False 314,305
60 1,598.50 1,415.75 182.75 12.1% 25.00 1.7% 50% False False 210,049
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.08
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,572.50
2.618 1,548.25
1.618 1,533.50
1.000 1,524.50
0.618 1,518.75
HIGH 1,509.75
0.618 1,504.00
0.500 1,502.50
0.382 1,500.75
LOW 1,495.00
0.618 1,486.00
1.000 1,480.25
1.618 1,471.25
2.618 1,456.50
4.250 1,432.25
Fisher Pivots for day following 24-Dec-2007
Pivot 1 day 3 day
R1 1,505.00 1,499.00
PP 1,503.75 1,491.25
S1 1,502.50 1,483.50

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

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