E-mini S&P 500 Future June 2008


Trading Metrics calculated at close of trading on 14-Feb-2008
Day Change Summary
Previous Current
13-Feb-2008 14-Feb-2008 Change Change % Previous Week
Open 1,352.00 1,367.25 15.25 1.1% 1,401.00
High 1,372.75 1,373.50 0.75 0.1% 1,402.50
Low 1,346.00 1,350.25 4.25 0.3% 1,315.50
Close 1,366.25 1,353.75 -12.50 -0.9% 1,332.50
Range 26.75 23.25 -3.50 -13.1% 87.00
ATR 32.40 31.74 -0.65 -2.0% 0.00
Volume 5,194 5,845 651 12.5% 40,578
Daily Pivots for day following 14-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,429.00 1,414.50 1,366.50
R3 1,405.75 1,391.25 1,360.25
R2 1,382.50 1,382.50 1,358.00
R1 1,368.00 1,368.00 1,356.00 1,363.50
PP 1,359.25 1,359.25 1,359.25 1,357.00
S1 1,344.75 1,344.75 1,351.50 1,340.50
S2 1,336.00 1,336.00 1,349.50
S3 1,312.75 1,321.50 1,347.25
S4 1,289.50 1,298.25 1,341.00
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,611.25 1,558.75 1,380.25
R3 1,524.25 1,471.75 1,356.50
R2 1,437.25 1,437.25 1,348.50
R1 1,384.75 1,384.75 1,340.50 1,367.50
PP 1,350.25 1,350.25 1,350.25 1,341.50
S1 1,297.75 1,297.75 1,324.50 1,280.50
S2 1,263.25 1,263.25 1,316.50
S3 1,176.25 1,210.75 1,308.50
S4 1,089.25 1,123.75 1,284.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,373.50 1,323.00 50.50 3.7% 24.75 1.8% 61% True False 4,906
10 1,402.50 1,315.50 87.00 6.4% 27.75 2.1% 44% False False 6,388
20 1,402.50 1,260.00 142.50 10.5% 37.75 2.8% 66% False False 7,537
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 6.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,472.25
2.618 1,434.25
1.618 1,411.00
1.000 1,396.75
0.618 1,387.75
HIGH 1,373.50
0.618 1,364.50
0.500 1,362.00
0.382 1,359.25
LOW 1,350.25
0.618 1,336.00
1.000 1,327.00
1.618 1,312.75
2.618 1,289.50
4.250 1,251.50
Fisher Pivots for day following 14-Feb-2008
Pivot 1 day 3 day
R1 1,362.00 1,354.50
PP 1,359.25 1,354.25
S1 1,356.50 1,354.00

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

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