E-mini S&P 500 Future March 2008


Trading Metrics calculated at close of trading on 20-Mar-2008
Day Change Summary
Previous Current
19-Mar-2008 20-Mar-2008 Change Change % Previous Week
Open 1,331.00 1,300.00 -31.00 -2.3% 1,292.00
High 1,342.25 1,306.50 -35.75 -2.7% 1,334.25
Low 1,296.00 1,288.25 -7.75 -0.6% 1,272.25
Close 1,298.50 1,302.64 4.14 0.3% 1,291.50
Range 46.25 18.25 -28.00 -60.5% 62.00
ATR 37.73 36.34 -1.39 -3.7% 0.00
Volume 753,289 534,141 -219,148 -29.1% 13,081,515
Daily Pivots for day following 20-Mar-2008
Classic Woodie Camarilla DeMark
R4 1,354.00 1,346.50 1,312.75
R3 1,335.75 1,328.25 1,307.75
R2 1,317.50 1,317.50 1,306.00
R1 1,310.00 1,310.00 1,304.25 1,313.75
PP 1,299.25 1,299.25 1,299.25 1,301.00
S1 1,291.75 1,291.75 1,301.00 1,295.50
S2 1,281.00 1,281.00 1,299.25
S3 1,262.75 1,273.50 1,297.50
S4 1,244.50 1,255.25 1,292.50
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 1,342.25 1,253.00 89.25 6.9% 48.25 3.7% 56% False False 1,092,918
10 1,342.25 1,253.00 89.25 6.9% 42.25 3.2% 56% False False 1,920,923
20 1,390.00 1,253.00 137.00 10.5% 35.00 2.7% 36% False False 2,025,819
40 1,400.00 1,253.00 147.00 11.3% 33.00 2.5% 34% False False 2,126,619
60 1,511.00 1,253.00 258.00 19.8% 33.50 2.6% 19% False False 2,098,096
80 1,538.25 1,253.00 285.25 21.9% 32.00 2.5% 17% False False 1,714,605
100 1,569.00 1,253.00 316.00 24.3% 31.25 2.4% 16% False False 1,372,638
120 1,598.50 1,253.00 345.50 26.5% 29.25 2.2% 14% False False 1,144,115
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 11.15
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,384.00
2.618 1,354.25
1.618 1,336.00
1.000 1,324.75
0.618 1,317.75
HIGH 1,306.50
0.618 1,299.50
0.500 1,297.50
0.382 1,295.25
LOW 1,288.25
0.618 1,277.00
1.000 1,270.00
1.618 1,258.75
2.618 1,240.50
4.250 1,210.75
Fisher Pivots for day following 20-Mar-2008
Pivot 1 day 3 day
R1 1,301.00 1,310.00
PP 1,299.25 1,307.75
S1 1,297.50 1,305.25

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

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