E-mini S&P 500 Future June 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 1,340.75 1,357.00 16.25 1.2% 1,358.75
High 1,361.50 1,365.00 3.50 0.3% 1,371.50
Low 1,337.00 1,349.25 12.25 0.9% 1,331.00
Close 1,357.50 1,357.75 0.25 0.0% 1,357.50
Range 24.50 15.75 -8.75 -35.7% 40.50
ATR 23.11 22.58 -0.53 -2.3% 0.00
Volume 1,417,461 746,590 -670,871 -47.3% 11,135,731
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 1,404.50 1,397.00 1,366.50
R3 1,388.75 1,381.25 1,362.00
R2 1,373.00 1,373.00 1,360.75
R1 1,365.50 1,365.50 1,359.25 1,369.25
PP 1,357.25 1,357.25 1,357.25 1,359.25
S1 1,349.75 1,349.75 1,356.25 1,353.50
S2 1,341.50 1,341.50 1,354.75
S3 1,325.75 1,334.00 1,353.50
S4 1,310.00 1,318.25 1,349.00
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 1,474.75 1,456.75 1,379.75
R3 1,434.25 1,416.25 1,368.75
R2 1,393.75 1,393.75 1,365.00
R1 1,375.75 1,375.75 1,361.25 1,364.50
PP 1,353.25 1,353.25 1,353.25 1,347.75
S1 1,335.25 1,335.25 1,353.75 1,324.00
S2 1,312.75 1,312.75 1,350.00
S3 1,272.25 1,294.75 1,346.25
S4 1,231.75 1,254.25 1,335.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,367.25 1,331.00 36.25 2.7% 22.25 1.6% 74% False False 1,822,577
10 1,411.00 1,331.00 80.00 5.9% 25.75 1.9% 33% False False 1,982,356
20 1,441.00 1,331.00 110.00 8.1% 22.50 1.6% 24% False False 1,853,720
40 1,441.00 1,331.00 110.00 8.1% 21.00 1.5% 24% False False 1,774,214
60 1,441.00 1,309.50 131.50 9.7% 21.75 1.6% 37% False False 1,772,976
80 1,441.00 1,253.00 188.00 13.8% 25.25 1.9% 56% False False 1,550,433
100 1,441.00 1,253.00 188.00 13.8% 26.25 1.9% 56% False False 1,241,721
120 1,520.00 1,253.00 267.00 19.7% 27.50 2.0% 39% False False 1,035,450
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 5.93
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,432.00
2.618 1,406.25
1.618 1,390.50
1.000 1,380.75
0.618 1,374.75
HIGH 1,365.00
0.618 1,359.00
0.500 1,357.00
0.382 1,355.25
LOW 1,349.25
0.618 1,339.50
1.000 1,333.50
1.618 1,323.75
2.618 1,308.00
4.250 1,282.25
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 1,357.50 1,354.50
PP 1,357.25 1,351.25
S1 1,357.00 1,348.00

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

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