E-mini S&P 500 Future December 2007


Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 1,502.50 1,467.25 -35.25 -2.3% 1,558.00
High 1,508.50 1,496.50 -12.00 -0.8% 1,569.50
Low 1,470.00 1,467.25 -2.75 -0.2% 1,470.00
Close 1,470.00 1,493.00 23.00 1.6% 1,470.00
Range 38.50 29.25 -9.25 -24.0% 99.50
ATR 22.28 22.78 0.50 2.2% 0.00
Volume 3,589 3,746 157 4.4% 13,553
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 1,573.25 1,562.50 1,509.00
R3 1,544.00 1,533.25 1,501.00
R2 1,514.75 1,514.75 1,498.25
R1 1,504.00 1,504.00 1,495.75 1,509.50
PP 1,485.50 1,485.50 1,485.50 1,488.25
S1 1,474.75 1,474.75 1,490.25 1,480.00
S2 1,456.25 1,456.25 1,487.75
S3 1,427.00 1,445.50 1,485.00
S4 1,397.75 1,416.25 1,477.00
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 1,801.75 1,735.25 1,524.75
R3 1,702.25 1,635.75 1,497.25
R2 1,602.75 1,602.75 1,488.25
R1 1,536.25 1,536.25 1,479.00 1,519.75
PP 1,503.25 1,503.25 1,503.25 1,495.00
S1 1,436.75 1,436.75 1,461.00 1,420.25
S2 1,403.75 1,403.75 1,451.75
S3 1,304.25 1,337.25 1,442.75
S4 1,204.75 1,237.75 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 1,564.75 1,467.25 97.50 6.5% 36.50 2.4% 26% False True 3,287
10 1,578.75 1,467.25 111.50 7.5% 26.00 1.7% 23% False True 2,324
20 1,579.50 1,467.25 112.25 7.5% 20.25 1.4% 23% False True 1,761
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 4.58
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,620.75
2.618 1,573.00
1.618 1,543.75
1.000 1,525.75
0.618 1,514.50
HIGH 1,496.50
0.618 1,485.25
0.500 1,482.00
0.382 1,478.50
LOW 1,467.25
0.618 1,449.25
1.000 1,438.00
1.618 1,420.00
2.618 1,390.75
4.250 1,343.00
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 1,489.25 1,504.50
PP 1,485.50 1,500.75
S1 1,482.00 1,497.00

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

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