E-mini S&P 500 Future March 2008


Trading Metrics calculated at close of trading on 19-Feb-2008
Day Change Summary
Previous Current
15-Feb-2008 19-Feb-2008 Change Change % Previous Week
Open 1,350.25 1,350.00 -0.25 0.0% 1,329.50
High 1,357.25 1,369.75 12.50 0.9% 1,371.50
Low 1,337.00 1,345.25 8.25 0.6% 1,320.25
Close 1,351.25 1,355.50 4.25 0.3% 1,351.25
Range 20.25 24.50 4.25 21.0% 51.25
ATR 31.91 31.38 -0.53 -1.7% 0.00
Volume 1,902,103 1,466,909 -435,194 -22.9% 9,540,815
Daily Pivots for day following 19-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,430.25 1,417.50 1,369.00
R3 1,405.75 1,393.00 1,362.25
R2 1,381.25 1,381.25 1,360.00
R1 1,368.50 1,368.50 1,357.75 1,375.00
PP 1,356.75 1,356.75 1,356.75 1,360.00
S1 1,344.00 1,344.00 1,353.25 1,350.50
S2 1,332.25 1,332.25 1,351.00
S3 1,307.75 1,319.50 1,348.75
S4 1,283.25 1,295.00 1,342.00
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,501.50 1,477.50 1,379.50
R3 1,450.25 1,426.25 1,365.25
R2 1,399.00 1,399.00 1,360.75
R1 1,375.00 1,375.00 1,356.00 1,387.00
PP 1,347.75 1,347.75 1,347.75 1,353.50
S1 1,323.75 1,323.75 1,346.50 1,335.75
S2 1,296.50 1,296.50 1,341.75
S3 1,245.25 1,272.50 1,337.25
S4 1,194.00 1,221.25 1,323.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,371.50 1,332.75 38.75 2.9% 25.25 1.9% 59% False False 1,859,801
10 1,381.25 1,312.75 68.50 5.1% 28.00 2.1% 62% False False 1,983,430
20 1,400.00 1,255.50 144.50 10.7% 35.75 2.6% 69% False False 2,428,577
40 1,511.00 1,255.50 255.50 18.8% 32.50 2.4% 39% False False 2,126,025
60 1,538.25 1,255.50 282.75 20.9% 30.25 2.2% 35% False False 1,545,632
80 1,569.00 1,255.50 313.50 23.1% 30.00 2.2% 32% False False 1,160,281
100 1,598.50 1,255.50 343.00 25.3% 27.75 2.0% 29% False False 928,474
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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,474.00
2.618 1,434.00
1.618 1,409.50
1.000 1,394.25
0.618 1,385.00
HIGH 1,369.75
0.618 1,360.50
0.500 1,357.50
0.382 1,354.50
LOW 1,345.25
0.618 1,330.00
1.000 1,320.75
1.618 1,305.50
2.618 1,281.00
4.250 1,241.00
Fisher Pivots for day following 19-Feb-2008
Pivot 1 day 3 day
R1 1,357.50 1,355.00
PP 1,356.75 1,354.75
S1 1,356.25 1,354.25

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

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