E-mini S&P 500 Future March 2008


Trading Metrics calculated at close of trading on 02-Jan-2008
Day Change Summary
Previous Current
31-Dec-2007 02-Jan-2008 Change Change % Previous Week
Open 1,485.25 1,478.75 -6.50 -0.4% 1,497.00
High 1,489.00 1,482.75 -6.25 -0.4% 1,511.00
Low 1,471.00 1,449.00 -22.00 -1.5% 1,481.00
Close 1,477.25 1,458.50 -18.75 -1.3% 1,485.50
Range 18.00 33.75 15.75 87.5% 30.00
ATR 24.07 24.76 0.69 2.9% 0.00
Volume 792,586 671,363 -121,223 -15.3% 2,713,464
Daily Pivots for day following 02-Jan-2008
Classic Woodie Camarilla DeMark
R4 1,564.75 1,545.25 1,477.00
R3 1,531.00 1,511.50 1,467.75
R2 1,497.25 1,497.25 1,464.75
R1 1,477.75 1,477.75 1,461.50 1,470.50
PP 1,463.50 1,463.50 1,463.50 1,459.75
S1 1,444.00 1,444.00 1,455.50 1,437.00
S2 1,429.75 1,429.75 1,452.25
S3 1,396.00 1,410.25 1,449.25
S4 1,362.25 1,376.50 1,440.00
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 1,582.50 1,564.00 1,502.00
R3 1,552.50 1,534.00 1,493.75
R2 1,522.50 1,522.50 1,491.00
R1 1,504.00 1,504.00 1,488.25 1,498.25
PP 1,492.50 1,492.50 1,492.50 1,489.50
S1 1,474.00 1,474.00 1,482.75 1,468.25
S2 1,462.50 1,462.50 1,480.00
S3 1,432.50 1,444.00 1,477.25
S4 1,402.50 1,414.00 1,469.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,511.00 1,449.00 62.00 4.3% 22.25 1.5% 15% False True 596,395
10 1,511.00 1,445.75 65.25 4.5% 21.75 1.5% 20% False False 1,166,178
20 1,538.25 1,445.75 92.50 6.3% 24.50 1.7% 14% False False 768,404
40 1,538.25 1,415.75 122.50 8.4% 27.50 1.9% 35% False False 388,690
60 1,598.50 1,415.75 182.75 12.5% 25.75 1.8% 23% False False 259,641
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 5.48
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,626.25
2.618 1,571.00
1.618 1,537.25
1.000 1,516.50
0.618 1,503.50
HIGH 1,482.75
0.618 1,469.75
0.500 1,466.00
0.382 1,462.00
LOW 1,449.00
0.618 1,428.25
1.000 1,415.25
1.618 1,394.50
2.618 1,360.75
4.250 1,305.50
Fisher Pivots for day following 02-Jan-2008
Pivot 1 day 3 day
R1 1,466.00 1,476.00
PP 1,463.50 1,470.25
S1 1,461.00 1,464.25

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

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