E-mini S&P 500 Future December 2007

Trading Metrics calculated at close of trading on 03-Dec-2007

Day Change Summary
	Previous	Current
	30-Nov-2007	03-Dec-2007	Change	Change %	Previous Week
Open	1,470.50	1,484.00	13.50	0.9%	1,442.00
High	1,492.25	1,486.25	-6.00	-0.4%	1,492.25
Low	1,468.50	1,472.00	3.50	0.2%	1,406.25
Close	1,483.75	1,475.50	-8.25	-0.6%	1,483.75
Range	23.75	14.25	-9.50	-40.0%	86.00
ATR	29.69	28.58	-1.10	-3.7%	0.00
Volume	1,815,242	2,018,633	203,391	11.2%	9,807,728

Daily Pivots for day following 03-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,520.75	1,512.25	1,483.25
R3	1,506.50	1,498.00	1,479.50
R2	1,492.25	1,492.25	1,478.00
R1	1,483.75	1,483.75	1,476.75	1,481.00
PP	1,478.00	1,478.00	1,478.00	1,476.50
S1	1,469.50	1,469.50	1,474.25	1,466.50
S2	1,463.75	1,463.75	1,473.00
S3	1,449.50	1,455.25	1,471.50
S4	1,435.25	1,441.00	1,467.75

Weekly Pivots for week ending 30-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,718.75	1,687.25	1,531.00
R3	1,632.75	1,601.25	1,507.50
R2	1,546.75	1,546.75	1,499.50
R1	1,515.25	1,515.25	1,491.75	1,531.00
PP	1,460.75	1,460.75	1,460.75	1,468.50
S1	1,429.25	1,429.25	1,475.75	1,445.00
S2	1,374.75	1,374.75	1,468.00
S3	1,288.75	1,343.25	1,460.00
S4	1,202.75	1,257.25	1,436.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,492.25	1,406.25	86.00	5.8%	27.00	1.8%	81%	False	False	2,226,531
10	1,492.25	1,406.25	86.00	5.8%	30.75	2.1%	81%	False	False	2,103,190
20	1,526.00	1,406.25	119.75	8.1%	31.25	2.1%	58%	False	False	2,201,671
40	1,586.75	1,406.25	180.50	12.2%	26.75	1.8%	38%	False	False	1,997,168
60	1,586.75	1,406.25	180.50	12.2%	23.75	1.6%	38%	False	False	1,764,517
80	1,586.75	1,385.00	201.75	13.7%	25.25	1.7%	45%	False	False	1,328,259
100	1,586.75	1,385.00	201.75	13.7%	25.75	1.7%	45%	False	False	1,063,149

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	5.80
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1,546.75
2.618	1,523.50
1.618	1,509.25
1.000	1,500.50
0.618	1,495.00
HIGH	1,486.25
0.618	1,480.75
0.500	1,479.00
0.382	1,477.50
LOW	1,472.00
0.618	1,463.25
1.000	1,457.75
1.618	1,449.00
2.618	1,434.75
4.250	1,411.50

Fisher Pivots for day following 03-Dec-2007
Pivot	1 day	3 day
R1	1,479.00	1,476.50
PP	1,478.00	1,476.25
S1	1,476.75	1,475.75

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