E-mini S&P 500 Future June 2008


Trading Metrics calculated at close of trading on 03-Jun-2008
Day Change Summary
Previous Current
02-Jun-2008 03-Jun-2008 Change Change % Previous Week
Open 1,400.75 1,385.75 -15.00 -1.1% 1,374.25
High 1,401.00 1,393.50 -7.50 -0.5% 1,407.00
Low 1,377.50 1,369.25 -8.25 -0.6% 1,370.50
Close 1,385.50 1,378.50 -7.00 -0.5% 1,400.50
Range 23.50 24.25 0.75 3.2% 36.50
ATR 19.83 20.14 0.32 1.6% 0.00
Volume 1,179,341 1,706,127 526,786 44.7% 6,521,162
Daily Pivots for day following 03-Jun-2008
Classic Woodie Camarilla DeMark
R4 1,453.25 1,440.00 1,391.75
R3 1,429.00 1,415.75 1,385.25
R2 1,404.75 1,404.75 1,383.00
R1 1,391.50 1,391.50 1,380.75 1,386.00
PP 1,380.50 1,380.50 1,380.50 1,377.50
S1 1,367.25 1,367.25 1,376.25 1,361.75
S2 1,356.25 1,356.25 1,374.00
S3 1,332.00 1,343.00 1,371.75
S4 1,307.75 1,318.75 1,365.25
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 1,369.25 37.75 2.7% 18.75 1.4% 25% False True 1,576,816
10 1,429.25 1,369.25 60.00 4.4% 19.50 1.4% 15% False True 1,716,490
20 1,441.00 1,369.25 71.75 5.2% 19.50 1.4% 13% False True 1,697,642
40 1,441.00 1,325.00 116.00 8.4% 20.00 1.5% 46% False False 1,711,904
60 1,441.00 1,253.00 188.00 13.6% 25.00 1.8% 67% False False 1,760,187
80 1,441.00 1,253.00 188.00 13.6% 25.00 1.8% 67% False False 1,324,598
100 1,441.00 1,253.00 188.00 13.6% 27.75 2.0% 67% False False 1,061,117
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 3.35
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,496.50
2.618 1,457.00
1.618 1,432.75
1.000 1,417.75
0.618 1,408.50
HIGH 1,393.50
0.618 1,384.25
0.500 1,381.50
0.382 1,378.50
LOW 1,369.25
0.618 1,354.25
1.000 1,345.00
1.618 1,330.00
2.618 1,305.75
4.250 1,266.25
Fisher Pivots for day following 03-Jun-2008
Pivot 1 day 3 day
R1 1,381.50 1,387.00
PP 1,380.50 1,384.25
S1 1,379.50 1,381.50

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

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