E-mini S&P 500 Future March 2008


Trading Metrics calculated at close of trading on 19-Dec-2007
Day Change Summary
Previous Current
18-Dec-2007 19-Dec-2007 Change Change % Previous Week
Open 1,457.50 1,466.50 9.00 0.6% 1,517.00
High 1,472.00 1,475.50 3.50 0.2% 1,538.25
Low 1,445.75 1,455.75 10.00 0.7% 1,478.00
Close 1,466.50 1,465.00 -1.50 -0.1% 1,478.50
Range 26.25 19.75 -6.50 -24.8% 60.25
ATR 27.60 27.04 -0.56 -2.0% 0.00
Volume 1,758,866 2,122,635 363,769 20.7% 2,103,065
Daily Pivots for day following 19-Dec-2007
Classic Woodie Camarilla DeMark
R4 1,524.75 1,514.50 1,475.75
R3 1,505.00 1,494.75 1,470.50
R2 1,485.25 1,485.25 1,468.50
R1 1,475.00 1,475.00 1,466.75 1,470.25
PP 1,465.50 1,465.50 1,465.50 1,463.00
S1 1,455.25 1,455.25 1,463.25 1,450.50
S2 1,445.75 1,445.75 1,461.50
S3 1,426.00 1,435.50 1,459.50
S4 1,406.25 1,415.75 1,454.25
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 1,679.00 1,639.00 1,511.75
R3 1,618.75 1,578.75 1,495.00
R2 1,558.50 1,558.50 1,489.50
R1 1,518.50 1,518.50 1,484.00 1,508.50
PP 1,498.25 1,498.25 1,498.25 1,493.25
S1 1,458.25 1,458.25 1,473.00 1,448.00
S2 1,438.00 1,438.00 1,467.50
S3 1,377.75 1,398.00 1,462.00
S4 1,317.50 1,337.75 1,445.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,505.25 1,445.75 59.50 4.1% 23.75 1.6% 32% False False 1,416,594
10 1,538.25 1,445.75 92.50 6.3% 28.00 1.9% 21% False False 754,708
20 1,538.25 1,415.75 122.50 8.4% 26.25 1.8% 40% False False 384,847
40 1,569.00 1,415.75 153.25 10.5% 27.75 1.9% 32% False False 194,538
60 1,598.50 1,415.75 182.75 12.5% 24.75 1.7% 27% False False 130,106
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 6.50
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,559.50
2.618 1,527.25
1.618 1,507.50
1.000 1,495.25
0.618 1,487.75
HIGH 1,475.50
0.618 1,468.00
0.500 1,465.50
0.382 1,463.25
LOW 1,455.75
0.618 1,443.50
1.000 1,436.00
1.618 1,423.75
2.618 1,404.00
4.250 1,371.75
Fisher Pivots for day following 19-Dec-2007
Pivot 1 day 3 day
R1 1,465.50 1,464.00
PP 1,465.50 1,462.75
S1 1,465.25 1,461.75

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

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