E-mini S&P 500 Future December 2007

Trading Metrics calculated at close of trading on 06-Sep-2007

Day Change Summary
	Previous	Current
	05-Sep-2007	06-Sep-2007	Change	Change %	Previous Week
Open	1,502.00	1,489.25	-12.75	-0.8%	1,494.50
High	1,502.25	1,497.25	-5.00	-0.3%	1,497.25
Low	1,481.50	1,482.75	1.25	0.1%	1,446.75
Close	1,489.75	1,492.50	2.75	0.2%	1,489.50
Range	20.75	14.50	-6.25	-30.1%	50.50
ATR	28.81	27.79	-1.02	-3.5%	0.00
Volume	38,397	36,493	-1,904	-5.0%	117,339

Daily Pivots for day following 06-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,534.25	1,528.00	1,500.50
R3	1,519.75	1,513.50	1,496.50
R2	1,505.25	1,505.25	1,495.25
R1	1,499.00	1,499.00	1,493.75	1,502.00
PP	1,490.75	1,490.75	1,490.75	1,492.50
S1	1,484.50	1,484.50	1,491.25	1,487.50
S2	1,476.25	1,476.25	1,489.75
S3	1,461.75	1,470.00	1,488.50
S4	1,447.25	1,455.50	1,484.50

Weekly Pivots for week ending 31-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,629.25	1,610.00	1,517.25
R3	1,578.75	1,559.50	1,503.50
R2	1,528.25	1,528.25	1,498.75
R1	1,509.00	1,509.00	1,494.25	1,493.50
PP	1,477.75	1,477.75	1,477.75	1,470.00
S1	1,458.50	1,458.50	1,484.75	1,443.00
S2	1,427.25	1,427.25	1,480.25
S3	1,376.75	1,408.00	1,475.50
S4	1,326.25	1,357.50	1,461.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,512.25	1,465.00	47.25	3.2%	21.50	1.4%	58%	False	False	31,812
10	1,512.25	1,446.75	65.50	4.4%	24.00	1.6%	70%	False	False	24,437
20	1,516.50	1,385.00	131.50	8.8%	30.50	2.1%	82%	False	False	17,719
40	1,579.50	1,385.00	194.50	13.0%	29.00	1.9%	55%	False	False	10,116

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.33
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,559.00
2.618	1,535.25
1.618	1,520.75
1.000	1,511.75
0.618	1,506.25
HIGH	1,497.25
0.618	1,491.75
0.500	1,490.00
0.382	1,488.25
LOW	1,482.75
0.618	1,473.75
1.000	1,468.25
1.618	1,459.25
2.618	1,444.75
4.250	1,421.00

Fisher Pivots for day following 06-Sep-2007
Pivot	1 day	3 day
R1	1,491.75	1,497.00
PP	1,490.75	1,495.50
S1	1,490.00	1,494.00

Download as Excel Spreadsheet

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

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