E-mini S&P 500 Future September 2007


Trading Metrics calculated at close of trading on 12-Jul-2007
Day Change Summary
Previous Current
11-Jul-2007 12-Jul-2007 Change Change % Previous Week
Open 1,520.25 1,531.25 11.00 0.7% 1,515.25
High 1,531.75 1,559.00 27.25 1.8% 1,544.00
Low 1,515.25 1,529.75 14.50 1.0% 1,514.75
Close 1,531.00 1,555.75 24.75 1.6% 1,542.50
Range 16.50 29.25 12.75 77.3% 29.25
ATR 16.95 17.83 0.88 5.2% 0.00
Volume 1,735,981 1,606,676 -129,305 -7.4% 4,093,358
Daily Pivots for day following 12-Jul-2007
Classic Woodie Camarilla DeMark
R4 1,636.00 1,625.00 1,571.75
R3 1,606.75 1,595.75 1,563.75
R2 1,577.50 1,577.50 1,561.00
R1 1,566.50 1,566.50 1,558.50 1,572.00
PP 1,548.25 1,548.25 1,548.25 1,551.00
S1 1,537.25 1,537.25 1,553.00 1,542.75
S2 1,519.00 1,519.00 1,550.50
S3 1,489.75 1,508.00 1,547.75
S4 1,460.50 1,478.75 1,539.75
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 1,621.50 1,611.25 1,558.50
R3 1,592.25 1,582.00 1,550.50
R2 1,563.00 1,563.00 1,547.75
R1 1,552.75 1,552.75 1,545.25 1,558.00
PP 1,533.75 1,533.75 1,533.75 1,536.25
S1 1,523.50 1,523.50 1,539.75 1,528.50
S2 1,504.50 1,504.50 1,537.25
S3 1,475.25 1,494.25 1,534.50
S4 1,446.00 1,465.00 1,526.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,559.00 1,515.25 43.75 2.8% 18.25 1.2% 93% True False 1,176,896
10 1,559.00 1,504.50 54.50 3.5% 16.75 1.1% 94% True False 1,228,140
20 1,559.00 1,492.00 67.00 4.3% 18.00 1.2% 95% True False 1,433,161
40 1,559.00 1,492.00 67.00 4.3% 16.75 1.1% 95% True False 924,798
60 1,559.00 1,482.75 76.25 4.9% 15.25 1.0% 96% True False 616,946
80 1,559.00 1,431.75 127.25 8.2% 14.25 0.9% 97% True False 462,939
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.60
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1,683.25
2.618 1,635.50
1.618 1,606.25
1.000 1,588.25
0.618 1,577.00
HIGH 1,559.00
0.618 1,547.75
0.500 1,544.50
0.382 1,541.00
LOW 1,529.75
0.618 1,511.75
1.000 1,500.50
1.618 1,482.50
2.618 1,453.25
4.250 1,405.50
Fisher Pivots for day following 12-Jul-2007
Pivot 1 day 3 day
R1 1,552.00 1,549.50
PP 1,548.25 1,543.25
S1 1,544.50 1,537.00

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

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