S&P500 Future March 2007


Trading Metrics calculated at close of trading on 31-Oct-2006
Day Change Summary
Previous Current
30-Oct-2006 31-Oct-2006 Change Change % Previous Week
Open 1,392.5 1,394.0 1.5 0.1% 1,383.0
High 1,399.1 1,399.0 -0.1 0.0% 1,407.0
Low 1,390.6 1,390.0 -0.6 0.0% 1,382.0
Close 1,395.0 1,394.9 -0.1 0.0% 1,396.6
Range 8.5 9.0 0.5 5.9% 25.0
ATR 8.0 8.1 0.1 0.9% 0.0
Volume 538 1,112 574 106.7% 4,584
Daily Pivots for day following 31-Oct-2006
Classic Woodie Camarilla DeMark
R4 1,421.6 1,417.3 1,399.9
R3 1,412.6 1,408.3 1,397.4
R2 1,403.6 1,403.6 1,396.6
R1 1,399.3 1,399.3 1,395.7 1,401.5
PP 1,394.6 1,394.6 1,394.6 1,395.7
S1 1,390.3 1,390.3 1,394.1 1,392.5
S2 1,385.6 1,385.6 1,393.3
S3 1,376.6 1,381.3 1,392.4
S4 1,367.6 1,372.3 1,390.0
Weekly Pivots for week ending 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 1,470.2 1,458.4 1,410.4
R3 1,445.2 1,433.4 1,403.5
R2 1,420.2 1,420.2 1,401.2
R1 1,408.4 1,408.4 1,398.9 1,414.3
PP 1,395.2 1,395.2 1,395.2 1,398.2
S1 1,383.4 1,383.4 1,394.3 1,389.3
S2 1,370.2 1,370.2 1,392.0
S3 1,345.2 1,358.4 1,389.7
S4 1,320.2 1,333.4 1,382.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,407.0 1,390.0 17.0 1.2% 7.5 0.5% 29% False True 866
10 1,407.0 1,380.0 27.0 1.9% 7.8 0.6% 55% False False 775
20 1,407.0 1,352.3 54.7 3.9% 7.3 0.5% 78% False False 651
40 1,407.0 1,316.9 90.1 6.5% 6.2 0.4% 87% False False 355
60 1,407.0 1,287.7 119.3 8.6% 4.2 0.3% 90% False False 259
80 1,407.0 1,262.2 144.8 10.4% 3.3 0.2% 92% False False 209
100 1,407.0 1,253.3 153.7 11.0% 2.8 0.2% 92% False False 169
120 1,407.0 1,253.3 153.7 11.0% 2.6 0.2% 92% False False 143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,437.3
2.618 1,422.6
1.618 1,413.6
1.000 1,408.0
0.618 1,404.6
HIGH 1,399.0
0.618 1,395.6
0.500 1,394.5
0.382 1,393.4
LOW 1,390.0
0.618 1,384.4
1.000 1,381.0
1.618 1,375.4
2.618 1,366.4
4.250 1,351.8
Fisher Pivots for day following 31-Oct-2006
Pivot 1 day 3 day
R1 1,394.8 1,394.8
PP 1,394.6 1,394.7
S1 1,394.5 1,394.6

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.