E-mini S&P 500 Future December 2007


Trading Metrics calculated at close of trading on 20-Sep-2007
Day Change Summary
Previous Current
19-Sep-2007 20-Sep-2007 Change Change % Previous Week
Open 1,532.25 1,540.75 8.50 0.6% 1,470.50
High 1,552.00 1,542.25 -9.75 -0.6% 1,504.25
Low 1,531.50 1,528.75 -2.75 -0.2% 1,453.50
Close 1,541.50 1,531.75 -9.75 -0.6% 1,498.00
Range 20.50 13.50 -7.00 -34.1% 50.75
ATR 25.64 24.77 -0.87 -3.4% 0.00
Volume 2,602,689 2,651,718 49,029 1.9% 1,609,657
Daily Pivots for day following 20-Sep-2007
Classic Woodie Camarilla DeMark
R4 1,574.75 1,566.75 1,539.25
R3 1,561.25 1,553.25 1,535.50
R2 1,547.75 1,547.75 1,534.25
R1 1,539.75 1,539.75 1,533.00 1,537.00
PP 1,534.25 1,534.25 1,534.25 1,533.00
S1 1,526.25 1,526.25 1,530.50 1,523.50
S2 1,520.75 1,520.75 1,529.25
S3 1,507.25 1,512.75 1,528.00
S4 1,493.75 1,499.25 1,524.25
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 1,637.50 1,618.50 1,526.00
R3 1,586.75 1,567.75 1,512.00
R2 1,536.00 1,536.00 1,507.25
R1 1,517.00 1,517.00 1,502.75 1,526.50
PP 1,485.25 1,485.25 1,485.25 1,490.00
S1 1,466.25 1,466.25 1,493.25 1,475.75
S2 1,434.50 1,434.50 1,488.75
S3 1,383.75 1,415.50 1,484.00
S4 1,333.00 1,364.75 1,470.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,552.00 1,485.00 67.00 4.4% 22.00 1.4% 70% False False 1,830,500
10 1,552.00 1,453.50 98.50 6.4% 22.00 1.4% 79% False False 965,416
20 1,552.00 1,446.75 105.25 6.9% 23.00 1.5% 81% False False 494,927
40 1,552.00 1,385.00 167.00 10.9% 30.00 2.0% 88% False False 251,052
60 1,579.50 1,385.00 194.50 12.7% 25.75 1.7% 75% False False 167,840
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2.95
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,599.50
2.618 1,577.50
1.618 1,564.00
1.000 1,555.75
0.618 1,550.50
HIGH 1,542.25
0.618 1,537.00
0.500 1,535.50
0.382 1,534.00
LOW 1,528.75
0.618 1,520.50
1.000 1,515.25
1.618 1,507.00
2.618 1,493.50
4.250 1,471.50
Fisher Pivots for day following 20-Sep-2007
Pivot 1 day 3 day
R1 1,535.50 1,527.25
PP 1,534.25 1,523.00
S1 1,533.00 1,518.50

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

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