E-mini S&P 500 Future March 2008


Trading Metrics calculated at close of trading on 29-Feb-2008
Day Change Summary
Previous Current
28-Feb-2008 29-Feb-2008 Change Change % Previous Week
Open 1,380.00 1,366.00 -14.00 -1.0% 1,354.50
High 1,381.50 1,367.00 -14.50 -1.0% 1,390.00
Low 1,363.50 1,325.25 -38.25 -2.8% 1,325.25
Close 1,365.75 1,331.25 -34.50 -2.5% 1,331.25
Range 18.00 41.75 23.75 131.9% 64.75
ATR 28.99 29.90 0.91 3.1% 0.00
Volume 1,835,677 1,796,976 -38,701 -2.1% 9,794,735
Daily Pivots for day following 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,466.50 1,440.50 1,354.25
R3 1,424.75 1,398.75 1,342.75
R2 1,383.00 1,383.00 1,339.00
R1 1,357.00 1,357.00 1,335.00 1,349.00
PP 1,341.25 1,341.25 1,341.25 1,337.25
S1 1,315.25 1,315.25 1,327.50 1,307.50
S2 1,299.50 1,299.50 1,323.50
S3 1,257.75 1,273.50 1,319.75
S4 1,216.00 1,231.75 1,308.25
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,543.00 1,502.00 1,366.75
R3 1,478.25 1,437.25 1,349.00
R2 1,413.50 1,413.50 1,343.00
R1 1,372.50 1,372.50 1,337.25 1,360.50
PP 1,348.75 1,348.75 1,348.75 1,343.00
S1 1,307.75 1,307.75 1,325.25 1,296.00
S2 1,284.00 1,284.00 1,319.50
S3 1,219.25 1,243.00 1,313.50
S4 1,154.50 1,178.25 1,295.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,390.00 1,325.25 64.75 4.9% 26.50 2.0% 9% False True 1,958,947
10 1,390.00 1,325.25 64.75 4.9% 27.00 2.0% 9% False True 1,912,764
20 1,400.00 1,312.75 87.25 6.6% 27.75 2.1% 21% False False 2,053,813
40 1,464.75 1,255.50 209.25 15.7% 33.75 2.5% 36% False False 2,325,484
60 1,538.25 1,255.50 282.75 21.2% 30.75 2.3% 27% False False 1,806,457
80 1,538.25 1,255.50 282.75 21.2% 30.50 2.3% 27% False False 1,357,087
100 1,598.50 1,255.50 343.00 25.8% 29.00 2.2% 22% False False 1,085,978
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 6.98
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1,544.50
2.618 1,476.25
1.618 1,434.50
1.000 1,408.75
0.618 1,392.75
HIGH 1,367.00
0.618 1,351.00
0.500 1,346.00
0.382 1,341.25
LOW 1,325.25
0.618 1,299.50
1.000 1,283.50
1.618 1,257.75
2.618 1,216.00
4.250 1,147.75
Fisher Pivots for day following 29-Feb-2008
Pivot 1 day 3 day
R1 1,346.00 1,357.50
PP 1,341.25 1,348.75
S1 1,336.25 1,340.00

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

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