E-mini S&P 500 Future December 2007

Trading Metrics calculated at close of trading on 28-Nov-2007

Day Change Summary
	Previous	Current
	27-Nov-2007	28-Nov-2007	Change	Change %	Previous Week
Open	1,409.50	1,426.50	17.00	1.2%	1,460.25
High	1,432.75	1,475.00	42.25	2.9%	1,465.75
Low	1,406.25	1,420.50	14.25	1.0%	1,417.00
Close	1,426.50	1,470.50	44.00	3.1%	1,442.00
Range	26.50	54.50	28.00	105.7%	48.75
ATR	29.42	31.21	1.79	6.1%	0.00
Volume	2,322,802	2,558,722	235,920	10.2%	9,205,541

Daily Pivots for day following 28-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,618.75	1,599.25	1,500.50
R3	1,564.25	1,544.75	1,485.50
R2	1,509.75	1,509.75	1,480.50
R1	1,490.25	1,490.25	1,475.50	1,500.00
PP	1,455.25	1,455.25	1,455.25	1,460.25
S1	1,435.75	1,435.75	1,465.50	1,445.50
S2	1,400.75	1,400.75	1,460.50
S3	1,346.25	1,381.25	1,455.50
S4	1,291.75	1,326.75	1,440.50

Weekly Pivots for week ending 23-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,587.75	1,563.75	1,468.75
R3	1,539.00	1,515.00	1,455.50
R2	1,490.25	1,490.25	1,451.00
R1	1,466.25	1,466.25	1,446.50	1,454.00
PP	1,441.50	1,441.50	1,441.50	1,435.50
S1	1,417.50	1,417.50	1,437.50	1,405.00
S2	1,392.75	1,392.75	1,433.00
S3	1,344.00	1,368.75	1,428.50
S4	1,295.25	1,320.00	1,415.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,475.00	1,406.25	68.75	4.7%	37.00	2.5%	93%	True	False	2,108,411
10	1,496.75	1,406.25	90.50	6.2%	33.50	2.3%	71%	False	False	2,099,274
20	1,558.75	1,406.25	152.50	10.4%	33.25	2.3%	42%	False	False	2,164,547
40	1,586.75	1,406.25	180.50	12.3%	26.50	1.8%	36%	False	False	1,930,506
60	1,586.75	1,406.25	180.50	12.3%	23.75	1.6%	36%	False	False	1,662,242
80	1,586.75	1,385.00	201.75	13.7%	25.75	1.8%	42%	False	False	1,250,267
100	1,586.75	1,385.00	201.75	13.7%	26.00	1.8%	42%	False	False	1,000,675

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.38
Widest range in 71 trading days

Fibonacci Retracements and Extensions
4.250	1,706.50
2.618	1,617.75
1.618	1,563.25
1.000	1,529.50
0.618	1,508.75
HIGH	1,475.00
0.618	1,454.25
0.500	1,447.75
0.382	1,441.25
LOW	1,420.50
0.618	1,386.75
1.000	1,366.00
1.618	1,332.25
2.618	1,277.75
4.250	1,189.00

Fisher Pivots for day following 28-Nov-2007
Pivot	1 day	3 day
R1	1,463.00	1,460.50
PP	1,455.25	1,450.50
S1	1,447.75	1,440.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols