E-mini S&P 500 Future March 2008


Trading Metrics calculated at close of trading on 22-Feb-2008
Day Change Summary
Previous Current
21-Feb-2008 22-Feb-2008 Change Change % Previous Week
Open 1,358.25 1,346.50 -11.75 -0.9% 1,350.00
High 1,369.25 1,357.50 -11.75 -0.9% 1,369.75
Low 1,339.25 1,327.00 -12.25 -0.9% 1,327.00
Close 1,347.00 1,355.50 8.50 0.6% 1,355.50
Range 30.00 30.50 0.50 1.7% 42.75
ATR 31.33 31.27 -0.06 -0.2% 0.00
Volume 2,212,665 2,032,644 -180,021 -8.1% 7,430,803
Daily Pivots for day following 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,438.25 1,427.25 1,372.25
R3 1,407.75 1,396.75 1,364.00
R2 1,377.25 1,377.25 1,361.00
R1 1,366.25 1,366.25 1,358.25 1,371.75
PP 1,346.75 1,346.75 1,346.75 1,349.50
S1 1,335.75 1,335.75 1,352.75 1,341.25
S2 1,316.25 1,316.25 1,350.00
S3 1,285.75 1,305.25 1,347.00
S4 1,255.25 1,274.75 1,338.75
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,479.00 1,460.00 1,379.00
R3 1,436.25 1,417.25 1,367.25
R2 1,393.50 1,393.50 1,363.25
R1 1,374.50 1,374.50 1,359.50 1,384.00
PP 1,350.75 1,350.75 1,350.75 1,355.50
S1 1,331.75 1,331.75 1,351.50 1,341.25
S2 1,308.00 1,308.00 1,347.75
S3 1,265.25 1,289.00 1,343.75
S4 1,222.50 1,246.25 1,332.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,369.75 1,327.00 42.75 3.2% 27.50 2.0% 67% False True 1,866,581
10 1,371.50 1,320.25 51.25 3.8% 26.50 1.9% 69% False False 1,989,904
20 1,400.00 1,310.25 89.75 6.6% 31.25 2.3% 50% False False 2,123,061
40 1,511.00 1,255.50 255.50 18.8% 33.25 2.4% 39% False False 2,155,165
60 1,538.25 1,255.50 282.75 20.9% 30.75 2.3% 35% False False 1,644,710
80 1,569.00 1,255.50 313.50 23.1% 30.50 2.3% 32% False False 1,234,735
100 1,598.50 1,255.50 343.00 25.3% 28.25 2.1% 29% False False 988,095
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,487.00
2.618 1,437.25
1.618 1,406.75
1.000 1,388.00
0.618 1,376.25
HIGH 1,357.50
0.618 1,345.75
0.500 1,342.25
0.382 1,338.75
LOW 1,327.00
0.618 1,308.25
1.000 1,296.50
1.618 1,277.75
2.618 1,247.25
4.250 1,197.50
Fisher Pivots for day following 22-Feb-2008
Pivot 1 day 3 day
R1 1,351.00 1,353.00
PP 1,346.75 1,350.50
S1 1,342.25 1,348.00

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

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