E-mini S&P 500 Future March 2008


Trading Metrics calculated at close of trading on 03-Mar-2008
Day Change Summary
Previous Current
29-Feb-2008 03-Mar-2008 Change Change % Previous Week
Open 1,366.00 1,329.50 -36.50 -2.7% 1,354.50
High 1,367.00 1,335.75 -31.25 -2.3% 1,390.00
Low 1,325.25 1,320.00 -5.25 -0.4% 1,325.25
Close 1,331.25 1,332.00 0.75 0.1% 1,331.25
Range 41.75 15.75 -26.00 -62.3% 64.75
ATR 29.90 28.89 -1.01 -3.4% 0.00
Volume 1,796,976 2,302,716 505,740 28.1% 9,794,735
Daily Pivots for day following 03-Mar-2008
Classic Woodie Camarilla DeMark
R4 1,376.50 1,370.00 1,340.75
R3 1,360.75 1,354.25 1,336.25
R2 1,345.00 1,345.00 1,335.00
R1 1,338.50 1,338.50 1,333.50 1,341.75
PP 1,329.25 1,329.25 1,329.25 1,331.00
S1 1,322.75 1,322.75 1,330.50 1,326.00
S2 1,313.50 1,313.50 1,329.00
S3 1,297.75 1,307.00 1,327.75
S4 1,282.00 1,291.25 1,323.25
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 1,320.00 70.00 5.3% 23.75 1.8% 17% False True 2,014,543
10 1,390.00 1,320.00 70.00 5.3% 26.50 2.0% 17% False True 1,952,825
20 1,400.00 1,312.75 87.25 6.6% 27.25 2.0% 22% False False 2,009,329
40 1,463.25 1,255.50 207.75 15.6% 33.75 2.5% 37% False False 2,342,464
60 1,538.25 1,255.50 282.75 21.2% 30.75 2.3% 27% False False 1,844,704
80 1,538.25 1,255.50 282.75 21.2% 30.50 2.3% 27% False False 1,385,832
100 1,598.50 1,255.50 343.00 25.8% 29.00 2.2% 22% False False 1,109,004
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6.90
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1,402.75
2.618 1,377.00
1.618 1,361.25
1.000 1,351.50
0.618 1,345.50
HIGH 1,335.75
0.618 1,329.75
0.500 1,328.00
0.382 1,326.00
LOW 1,320.00
0.618 1,310.25
1.000 1,304.25
1.618 1,294.50
2.618 1,278.75
4.250 1,253.00
Fisher Pivots for day following 03-Mar-2008
Pivot 1 day 3 day
R1 1,330.50 1,350.75
PP 1,329.25 1,344.50
S1 1,328.00 1,338.25

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

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