E-mini S&P 500 Future September 2007


Trading Metrics calculated at close of trading on 17-Sep-2007
Day Change Summary
Previous Current
14-Sep-2007 17-Sep-2007 Change Change % Previous Week
Open 1,484.75 1,484.50 -0.25 0.0% 1,458.50
High 1,487.00 1,484.50 -2.50 -0.2% 1,491.00
Low 1,473.25 1,472.25 -1.00 -0.1% 1,440.75
Close 1,485.00 1,477.00 -8.00 -0.5% 1,485.00
Range 13.75 12.25 -1.50 -10.9% 50.25
ATR 25.11 24.23 -0.88 -3.5% 0.00
Volume 865,138 560,738 -304,400 -35.2% 9,077,423
Daily Pivots for day following 17-Sep-2007
Classic Woodie Camarilla DeMark
R4 1,514.75 1,508.00 1,483.75
R3 1,502.50 1,495.75 1,480.25
R2 1,490.25 1,490.25 1,479.25
R1 1,483.50 1,483.50 1,478.00 1,480.75
PP 1,478.00 1,478.00 1,478.00 1,476.50
S1 1,471.25 1,471.25 1,476.00 1,468.50
S2 1,465.75 1,465.75 1,474.75
S3 1,453.50 1,459.00 1,473.75
S4 1,441.25 1,446.75 1,470.25
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 1,623.00 1,604.25 1,512.75
R3 1,572.75 1,554.00 1,498.75
R2 1,522.50 1,522.50 1,494.25
R1 1,503.75 1,503.75 1,489.50 1,513.00
PP 1,472.25 1,472.25 1,472.25 1,477.00
S1 1,453.50 1,453.50 1,480.50 1,463.00
S2 1,422.00 1,422.00 1,475.75
S3 1,371.75 1,403.25 1,471.25
S4 1,321.50 1,353.00 1,457.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,491.00 1,453.25 37.75 2.6% 16.50 1.1% 63% False False 1,435,037
10 1,499.25 1,440.75 58.50 4.0% 20.50 1.4% 62% False False 1,642,183
20 1,499.25 1,434.50 64.75 4.4% 22.25 1.5% 66% False False 1,722,642
40 1,556.25 1,374.50 181.75 12.3% 29.75 2.0% 56% False False 2,231,916
60 1,566.25 1,374.50 191.75 13.0% 25.75 1.7% 53% False False 1,959,550
80 1,566.25 1,374.50 191.75 13.0% 23.75 1.6% 53% False False 1,685,501
100 1,566.25 1,374.50 191.75 13.0% 21.25 1.4% 53% False False 1,348,756
120 1,566.25 1,374.50 191.75 13.0% 19.50 1.3% 53% False False 1,124,115
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.78
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 1,536.50
2.618 1,516.50
1.618 1,504.25
1.000 1,496.75
0.618 1,492.00
HIGH 1,484.50
0.618 1,479.75
0.500 1,478.50
0.382 1,477.00
LOW 1,472.25
0.618 1,464.75
1.000 1,460.00
1.618 1,452.50
2.618 1,440.25
4.250 1,420.25
Fisher Pivots for day following 17-Sep-2007
Pivot 1 day 3 day
R1 1,478.50 1,481.00
PP 1,478.00 1,479.75
S1 1,477.50 1,478.25

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

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