E-mini S&P 500 Future March 2008

Trading Metrics calculated at close of trading on 22-Nov-2007

Day Change Summary
	Previous	Current
	21-Nov-2007	22-Nov-2007	Change	Change %	Previous Week
Open	1,456.25	1,426.00	-30.25	-2.1%	1,465.25
High	1,456.75	1,433.75	-23.00	-1.6%	1,506.00
Low	1,426.25	1,426.00	-0.25	0.0%	1,446.50
Close	1,426.50	1,432.75	6.25	0.4%	1,469.50
Range	30.50	7.75	-22.75	-74.6%	59.50
ATR	28.23	26.76	-1.46	-5.2%	0.00
Volume	13,180	13,180	0	0.0%	26,521

Daily Pivots for day following 22-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,454.00	1,451.25	1,437.00
R3	1,446.25	1,443.50	1,435.00
R2	1,438.50	1,438.50	1,434.25
R1	1,435.75	1,435.75	1,433.50	1,437.00
PP	1,430.75	1,430.75	1,430.75	1,431.50
S1	1,428.00	1,428.00	1,432.00	1,429.50
S2	1,423.00	1,423.00	1,431.25
S3	1,415.25	1,420.25	1,430.50
S4	1,407.50	1,412.50	1,428.50

Weekly Pivots for week ending 16-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,652.50	1,620.50	1,502.25
R3	1,593.00	1,561.00	1,485.75
R2	1,533.50	1,533.50	1,480.50
R1	1,501.50	1,501.50	1,475.00	1,517.50
PP	1,474.00	1,474.00	1,474.00	1,482.00
S1	1,442.00	1,442.00	1,464.00	1,458.00
S2	1,414.50	1,414.50	1,458.50
S3	1,355.00	1,382.50	1,453.25
S4	1,295.50	1,323.00	1,436.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,475.50	1,426.00	49.50	3.5%	24.50	1.7%	14%	False	True	9,611
10	1,506.00	1,426.00	80.00	5.6%	30.50	2.1%	8%	False	True	7,099
20	1,569.00	1,426.00	143.00	10.0%	28.25	2.0%	5%	False	True	4,627
40	1,598.50	1,426.00	172.50	12.0%	23.75	1.7%	4%	False	True	3,044

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	7.93
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	1,466.75
2.618	1,454.00
1.618	1,446.25
1.000	1,441.50
0.618	1,438.50
HIGH	1,433.75
0.618	1,430.75
0.500	1,430.00
0.382	1,429.00
LOW	1,426.00
0.618	1,421.25
1.000	1,418.25
1.618	1,413.50
2.618	1,405.75
4.250	1,393.00

Fisher Pivots for day following 22-Nov-2007
Pivot	1 day	3 day
R1	1,431.75	1,445.75
PP	1,430.75	1,441.50
S1	1,430.00	1,437.00

Download as Excel Spreadsheet

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

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