E-mini S&P 500 Future December 2007


Trading Metrics calculated at close of trading on 12-Oct-2007
Day Change Summary
Previous Current
11-Oct-2007 12-Oct-2007 Change Change % Previous Week
Open 1,573.00 1,565.00 -8.00 -0.5% 1,570.25
High 1,586.75 1,575.00 -11.75 -0.7% 1,586.75
Low 1,556.25 1,559.00 2.75 0.2% 1,556.25
Close 1,565.25 1,574.50 9.25 0.6% 1,574.50
Range 30.50 16.00 -14.50 -47.5% 30.50
ATR 18.50 18.32 -0.18 -1.0% 0.00
Volume 1,306,369 2,280,665 974,296 74.6% 7,286,093
Daily Pivots for day following 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 1,617.50 1,612.00 1,583.25
R3 1,601.50 1,596.00 1,579.00
R2 1,585.50 1,585.50 1,577.50
R1 1,580.00 1,580.00 1,576.00 1,582.75
PP 1,569.50 1,569.50 1,569.50 1,571.00
S1 1,564.00 1,564.00 1,573.00 1,566.75
S2 1,553.50 1,553.50 1,571.50
S3 1,537.50 1,548.00 1,570.00
S4 1,521.50 1,532.00 1,565.75
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 1,664.00 1,649.75 1,591.25
R3 1,633.50 1,619.25 1,583.00
R2 1,603.00 1,603.00 1,580.00
R1 1,588.75 1,588.75 1,577.25 1,596.00
PP 1,572.50 1,572.50 1,572.50 1,576.00
S1 1,558.25 1,558.25 1,571.75 1,565.50
S2 1,542.00 1,542.00 1,569.00
S3 1,511.50 1,527.75 1,566.00
S4 1,481.00 1,497.25 1,557.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,586.75 1,556.25 30.50 1.9% 17.00 1.1% 60% False False 1,457,218
10 1,586.75 1,535.25 51.50 3.3% 16.00 1.0% 76% False False 1,402,767
20 1,586.75 1,485.00 101.75 6.5% 16.75 1.1% 88% False False 1,583,035
40 1,586.75 1,410.75 176.00 11.2% 21.00 1.3% 93% False False 839,805
60 1,586.75 1,385.00 201.75 12.8% 25.50 1.6% 94% False False 561,755
80 1,586.75 1,385.00 201.75 12.8% 23.25 1.5% 94% False False 421,618
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.90
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,643.00
2.618 1,617.00
1.618 1,601.00
1.000 1,591.00
0.618 1,585.00
HIGH 1,575.00
0.618 1,569.00
0.500 1,567.00
0.382 1,565.00
LOW 1,559.00
0.618 1,549.00
1.000 1,543.00
1.618 1,533.00
2.618 1,517.00
4.250 1,491.00
Fisher Pivots for day following 12-Oct-2007
Pivot 1 day 3 day
R1 1,572.00 1,573.50
PP 1,569.50 1,572.50
S1 1,567.00 1,571.50

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

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