E-mini S&P 500 Future March 2008


Trading Metrics calculated at close of trading on 17-Mar-2008
Day Change Summary
Previous Current
14-Mar-2008 17-Mar-2008 Change Change % Previous Week
Open 1,312.75 1,291.00 -21.75 -1.7% 1,292.00
High 1,333.75 1,315.00 -18.75 -1.4% 1,334.25
Low 1,274.25 1,253.00 -21.25 -1.7% 1,272.25
Close 1,291.50 1,278.50 -13.00 -1.0% 1,291.50
Range 59.50 62.00 2.50 4.2% 62.00
ATR 33.70 35.72 2.02 6.0% 0.00
Volume 1,853,949 1,347,641 -506,308 -27.3% 13,081,515
Daily Pivots for day following 17-Mar-2008
Classic Woodie Camarilla DeMark
R4 1,468.25 1,435.25 1,312.50
R3 1,406.25 1,373.25 1,295.50
R2 1,344.25 1,344.25 1,289.75
R1 1,311.25 1,311.25 1,284.25 1,296.75
PP 1,282.25 1,282.25 1,282.25 1,275.00
S1 1,249.25 1,249.25 1,272.75 1,234.75
S2 1,220.25 1,220.25 1,267.25
S3 1,158.25 1,187.25 1,261.50
S4 1,096.25 1,125.25 1,244.50
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 1,485.25 1,450.50 1,325.50
R3 1,423.25 1,388.50 1,308.50
R2 1,361.25 1,361.25 1,302.75
R1 1,326.50 1,326.50 1,297.25 1,313.00
PP 1,299.25 1,299.25 1,299.25 1,292.50
S1 1,264.50 1,264.50 1,285.75 1,251.00
S2 1,237.25 1,237.25 1,280.25
S3 1,175.25 1,202.50 1,274.50
S4 1,113.25 1,140.50 1,257.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,334.25 1,253.00 81.25 6.4% 48.00 3.8% 31% False True 2,270,192
10 1,345.00 1,253.00 92.00 7.2% 40.00 3.1% 28% False True 2,412,328
20 1,390.00 1,253.00 137.00 10.7% 33.25 2.6% 19% False True 2,182,576
40 1,400.00 1,253.00 147.00 11.5% 35.00 2.7% 17% False True 2,354,009
60 1,511.00 1,253.00 258.00 20.2% 32.50 2.5% 10% False True 2,155,804
80 1,538.25 1,253.00 285.25 22.3% 31.25 2.4% 9% False True 1,686,697
100 1,569.00 1,253.00 316.00 24.7% 30.75 2.4% 8% False True 1,350,082
120 1,598.50 1,253.00 345.50 27.0% 28.50 2.2% 7% False True 1,125,272
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 11.20
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 1,578.50
2.618 1,477.25
1.618 1,415.25
1.000 1,377.00
0.618 1,353.25
HIGH 1,315.00
0.618 1,291.25
0.500 1,284.00
0.382 1,276.75
LOW 1,253.00
0.618 1,214.75
1.000 1,191.00
1.618 1,152.75
2.618 1,090.75
4.250 989.50
Fisher Pivots for day following 17-Mar-2008
Pivot 1 day 3 day
R1 1,284.00 1,293.50
PP 1,282.25 1,288.50
S1 1,280.25 1,283.50

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

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