E-mini S&P 500 Future March 2008


Trading Metrics calculated at close of trading on 07-Jan-2008
Day Change Summary
Previous Current
04-Jan-2008 07-Jan-2008 Change Change % Previous Week
Open 1,458.75 1,422.50 -36.25 -2.5% 1,485.25
High 1,463.25 1,432.25 -31.00 -2.1% 1,489.00
Low 1,417.50 1,410.00 -7.50 -0.5% 1,417.50
Close 1,423.00 1,421.50 -1.50 -0.1% 1,423.00
Range 45.75 22.25 -23.50 -51.4% 71.50
ATR 25.53 25.29 -0.23 -0.9% 0.00
Volume 1,266,237 2,199,479 933,242 73.7% 4,353,694
Daily Pivots for day following 07-Jan-2008
Classic Woodie Camarilla DeMark
R4 1,488.00 1,477.00 1,433.75
R3 1,465.75 1,454.75 1,427.50
R2 1,443.50 1,443.50 1,425.50
R1 1,432.50 1,432.50 1,423.50 1,427.00
PP 1,421.25 1,421.25 1,421.25 1,418.50
S1 1,410.25 1,410.25 1,419.50 1,404.50
S2 1,399.00 1,399.00 1,417.50
S3 1,376.75 1,388.00 1,415.50
S4 1,354.50 1,365.75 1,409.25
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 1,657.75 1,611.75 1,462.25
R3 1,586.25 1,540.25 1,442.75
R2 1,514.75 1,514.75 1,436.00
R1 1,468.75 1,468.75 1,429.50 1,456.00
PP 1,443.25 1,443.25 1,443.25 1,436.75
S1 1,397.25 1,397.25 1,416.50 1,384.50
S2 1,371.75 1,371.75 1,410.00
S3 1,300.25 1,325.75 1,403.25
S4 1,228.75 1,254.25 1,383.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,489.00 1,410.00 79.00 5.6% 26.75 1.9% 15% False True 1,310,634
10 1,511.00 1,410.00 101.00 7.1% 23.50 1.7% 11% False True 1,087,320
20 1,538.25 1,410.00 128.25 9.0% 25.25 1.8% 9% False True 1,019,390
40 1,538.25 1,410.00 128.25 9.0% 27.00 1.9% 9% False True 515,606
60 1,587.75 1,410.00 177.75 12.5% 26.25 1.8% 6% False True 344,357
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 4.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,526.75
2.618 1,490.50
1.618 1,468.25
1.000 1,454.50
0.618 1,446.00
HIGH 1,432.25
0.618 1,423.75
0.500 1,421.00
0.382 1,418.50
LOW 1,410.00
0.618 1,396.25
1.000 1,387.75
1.618 1,374.00
2.618 1,351.75
4.250 1,315.50
Fisher Pivots for day following 07-Jan-2008
Pivot 1 day 3 day
R1 1,421.50 1,437.50
PP 1,421.25 1,432.00
S1 1,421.00 1,426.75

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

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