E-mini S&P 500 Future December 2007

Trading Metrics calculated at close of trading on 11-Sep-2007

Day Change Summary
	Previous	Current
	10-Sep-2007	11-Sep-2007	Change	Change %	Previous Week
Open	1,470.50	1,467.50	-3.00	-0.2%	1,489.50
High	1,478.00	1,487.50	9.50	0.6%	1,512.25
Low	1,453.50	1,465.75	12.25	0.8%	1,463.00
Close	1,468.00	1,485.75	17.75	1.2%	1,472.50
Range	24.50	21.75	-2.75	-11.2%	49.25
ATR	27.69	27.26	-0.42	-1.5%	0.00
Volume	67,229	104,431	37,202	55.3%	131,063

Daily Pivots for day following 11-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,545.00	1,537.00	1,497.75
R3	1,523.25	1,515.25	1,491.75
R2	1,501.50	1,501.50	1,489.75
R1	1,493.50	1,493.50	1,487.75	1,497.50
PP	1,479.75	1,479.75	1,479.75	1,481.50
S1	1,471.75	1,471.75	1,483.75	1,475.75
S2	1,458.00	1,458.00	1,481.75
S3	1,436.25	1,450.00	1,479.75
S4	1,414.50	1,428.25	1,473.75

Weekly Pivots for week ending 07-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,630.25	1,600.75	1,499.50
R3	1,581.00	1,551.50	1,486.00
R2	1,531.75	1,531.75	1,481.50
R1	1,502.25	1,502.25	1,477.00	1,492.50
PP	1,482.50	1,482.50	1,482.50	1,477.75
S1	1,453.00	1,453.00	1,468.00	1,443.00
S2	1,433.25	1,433.25	1,463.50
S3	1,384.00	1,403.75	1,459.00
S4	1,334.75	1,354.50	1,445.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,502.25	1,453.50	48.75	3.3%	22.25	1.5%	66%	False	False	57,264
10	1,512.25	1,446.75	65.50	4.4%	25.25	1.7%	60%	False	False	39,942
20	1,512.25	1,385.00	127.25	8.6%	29.00	2.0%	79%	False	False	27,264
40	1,578.75	1,385.00	193.75	13.0%	29.75	2.0%	52%	False	False	15,287

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	3.65
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,580.00
2.618	1,544.50
1.618	1,522.75
1.000	1,509.25
0.618	1,501.00
HIGH	1,487.50
0.618	1,479.25
0.500	1,476.50
0.382	1,474.00
LOW	1,465.75
0.618	1,452.25
1.000	1,444.00
1.618	1,430.50
2.618	1,408.75
4.250	1,373.25

Fisher Pivots for day following 11-Sep-2007
Pivot	1 day	3 day
R1	1,482.75	1,481.50
PP	1,479.75	1,477.25
S1	1,476.50	1,473.00

Download as Excel Spreadsheet

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

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