E-mini S&P 500 Future December 2007


Trading Metrics calculated at close of trading on 14-Sep-2007
Day Change Summary
Previous Current
13-Sep-2007 14-Sep-2007 Change Change % Previous Week
Open 1,488.25 1,497.75 9.50 0.6% 1,470.50
High 1,504.25 1,500.00 -4.25 -0.3% 1,504.25
Low 1,484.25 1,485.75 1.50 0.1% 1,453.50
Close 1,498.00 1,498.00 0.00 0.0% 1,498.00
Range 20.00 14.25 -5.75 -28.8% 50.75
ATR 25.95 25.11 -0.84 -3.2% 0.00
Volume 196,990 1,147,767 950,777 482.7% 1,609,657
Daily Pivots for day following 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 1,537.25 1,532.00 1,505.75
R3 1,523.00 1,517.75 1,502.00
R2 1,508.75 1,508.75 1,500.50
R1 1,503.50 1,503.50 1,499.25 1,506.00
PP 1,494.50 1,494.50 1,494.50 1,496.00
S1 1,489.25 1,489.25 1,496.75 1,492.00
S2 1,480.25 1,480.25 1,495.50
S3 1,466.00 1,475.00 1,494.00
S4 1,451.75 1,460.75 1,490.25
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 1,637.50 1,618.50 1,526.00
R3 1,586.75 1,567.75 1,512.00
R2 1,536.00 1,536.00 1,507.25
R1 1,517.00 1,517.00 1,502.75 1,526.50
PP 1,485.25 1,485.25 1,485.25 1,490.00
S1 1,466.25 1,466.25 1,493.25 1,475.75
S2 1,434.50 1,434.50 1,488.75
S3 1,383.75 1,415.50 1,484.00
S4 1,333.00 1,364.75 1,470.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,504.25 1,453.50 50.75 3.4% 19.25 1.3% 88% False False 321,931
10 1,512.25 1,453.50 58.75 3.9% 21.50 1.4% 76% False False 178,772
20 1,512.25 1,410.75 101.50 6.8% 25.25 1.7% 86% False False 96,576
40 1,575.00 1,385.00 190.00 12.7% 30.00 2.0% 59% False False 51,116
60 1,579.50 1,385.00 194.50 13.0% 25.50 1.7% 58% False False 34,479
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.65
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 1,560.50
2.618 1,537.25
1.618 1,523.00
1.000 1,514.25
0.618 1,508.75
HIGH 1,500.00
0.618 1,494.50
0.500 1,493.00
0.382 1,491.25
LOW 1,485.75
0.618 1,477.00
1.000 1,471.50
1.618 1,462.75
2.618 1,448.50
4.250 1,425.25
Fisher Pivots for day following 14-Sep-2007
Pivot 1 day 3 day
R1 1,496.25 1,496.00
PP 1,494.50 1,493.75
S1 1,493.00 1,491.50

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

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