S&P500 Future March 2007


Trading Metrics calculated at close of trading on 19-Jan-2007
Day Change Summary
Previous Current
18-Jan-2007 19-Jan-2007 Change Change % Previous Week
Open 1,438.5 1,432.4 -6.1 -0.4% 1,440.9
High 1,442.1 1,438.7 -3.4 -0.2% 1,444.3
Low 1,431.0 1,431.5 0.5 0.0% 1,431.0
Close 1,433.2 1,436.7 3.5 0.2% 1,436.7
Range 11.1 7.2 -3.9 -35.1% 13.3
ATR 11.3 11.0 -0.3 -2.6% 0.0
Volume 35,713 31,294 -4,419 -12.4% 123,829
Daily Pivots for day following 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,457.2 1,454.2 1,440.7
R3 1,450.0 1,447.0 1,438.7
R2 1,442.8 1,442.8 1,438.0
R1 1,439.8 1,439.8 1,437.4 1,441.3
PP 1,435.6 1,435.6 1,435.6 1,436.4
S1 1,432.6 1,432.6 1,436.0 1,434.1
S2 1,428.4 1,428.4 1,435.4
S3 1,421.2 1,425.4 1,434.7
S4 1,414.0 1,418.2 1,432.7
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,477.2 1,470.3 1,444.0
R3 1,463.9 1,457.0 1,440.4
R2 1,450.6 1,450.6 1,439.1
R1 1,443.7 1,443.7 1,437.9 1,440.5
PP 1,437.3 1,437.3 1,437.3 1,435.8
S1 1,430.4 1,430.4 1,435.5 1,427.2
S2 1,424.0 1,424.0 1,434.3
S3 1,410.7 1,417.1 1,433.0
S4 1,397.4 1,403.8 1,429.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,444.3 1,428.2 16.1 1.1% 9.3 0.6% 53% False False 31,107
10 1,444.3 1,412.2 32.1 2.2% 11.3 0.8% 76% False False 30,815
20 1,444.3 1,412.2 32.1 2.2% 11.5 0.8% 76% False False 27,034
40 1,444.9 1,392.0 52.9 3.7% 10.7 0.7% 84% False False 38,285
60 1,444.9 1,377.5 67.4 4.7% 9.9 0.7% 88% False False 26,172
80 1,444.9 1,332.0 112.9 7.9% 9.3 0.6% 93% False False 19,717
100 1,444.9 1,316.9 128.0 8.9% 7.9 0.5% 94% False False 15,792
120 1,444.9 1,287.7 157.2 10.9% 6.6 0.5% 95% False False 13,172
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,469.3
2.618 1,457.5
1.618 1,450.3
1.000 1,445.9
0.618 1,443.1
HIGH 1,438.7
0.618 1,435.9
0.500 1,435.1
0.382 1,434.3
LOW 1,431.5
0.618 1,427.1
1.000 1,424.3
1.618 1,419.9
2.618 1,412.7
4.250 1,400.9
Fisher Pivots for day following 19-Jan-2007
Pivot 1 day 3 day
R1 1,436.2 1,436.9
PP 1,435.6 1,436.8
S1 1,435.1 1,436.8

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

View Archives - Comment on this page... - Back to Index of Symbols