E-mini S&P 500 Future June 2008


Trading Metrics calculated at close of trading on 30-May-2008
Day Change Summary
Previous Current
29-May-2008 30-May-2008 Change Change % Previous Week
Open 1,390.00 1,397.75 7.75 0.6% 1,374.25
High 1,407.00 1,405.00 -2.00 -0.1% 1,407.00
Low 1,386.75 1,395.00 8.25 0.6% 1,370.50
Close 1,397.75 1,400.50 2.75 0.2% 1,400.50
Range 20.25 10.00 -10.25 -50.6% 36.50
ATR 20.28 19.55 -0.73 -3.6% 0.00
Volume 1,703,573 1,722,211 18,638 1.1% 6,521,162
Daily Pivots for day following 30-May-2008
Classic Woodie Camarilla DeMark
R4 1,430.25 1,425.25 1,406.00
R3 1,420.25 1,415.25 1,403.25
R2 1,410.25 1,410.25 1,402.25
R1 1,405.25 1,405.25 1,401.50 1,407.75
PP 1,400.25 1,400.25 1,400.25 1,401.50
S1 1,395.25 1,395.25 1,399.50 1,397.75
S2 1,390.25 1,390.25 1,398.75
S3 1,380.25 1,385.25 1,397.75
S4 1,370.25 1,375.25 1,395.00
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 1,502.25 1,487.75 1,420.50
R3 1,465.75 1,451.25 1,410.50
R2 1,429.25 1,429.25 1,407.25
R1 1,414.75 1,414.75 1,403.75 1,422.00
PP 1,392.75 1,392.75 1,392.75 1,396.25
S1 1,378.25 1,378.25 1,397.25 1,385.50
S2 1,356.25 1,356.25 1,393.75
S3 1,319.75 1,341.75 1,390.50
S4 1,283.25 1,305.25 1,380.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,407.00 1,370.50 36.50 2.6% 17.00 1.2% 82% False False 1,650,020
10 1,441.00 1,370.50 70.50 5.0% 18.25 1.3% 43% False False 1,781,747
20 1,441.00 1,370.50 70.50 5.0% 19.00 1.4% 43% False False 1,744,805
40 1,441.00 1,325.00 116.00 8.3% 20.00 1.4% 65% False False 1,727,720
60 1,441.00 1,253.00 188.00 13.4% 25.25 1.8% 78% False False 1,714,394
80 1,441.00 1,253.00 188.00 13.4% 25.25 1.8% 78% False False 1,288,672
100 1,442.50 1,253.00 189.50 13.5% 27.75 2.0% 78% False False 1,032,315
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,447.50
2.618 1,431.25
1.618 1,421.25
1.000 1,415.00
0.618 1,411.25
HIGH 1,405.00
0.618 1,401.25
0.500 1,400.00
0.382 1,398.75
LOW 1,395.00
0.618 1,388.75
1.000 1,385.00
1.618 1,378.75
2.618 1,368.75
4.250 1,352.50
Fisher Pivots for day following 30-May-2008
Pivot 1 day 3 day
R1 1,400.25 1,397.75
PP 1,400.25 1,395.00
S1 1,400.00 1,392.50

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

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