E-mini S&P 500 Future December 2007


Trading Metrics calculated at close of trading on 06-Sep-2007
Day Change Summary
Previous Current
05-Sep-2007 06-Sep-2007 Change Change % Previous Week
Open 1,502.00 1,489.25 -12.75 -0.8% 1,494.50
High 1,502.25 1,497.25 -5.00 -0.3% 1,497.25
Low 1,481.50 1,482.75 1.25 0.1% 1,446.75
Close 1,489.75 1,492.50 2.75 0.2% 1,489.50
Range 20.75 14.50 -6.25 -30.1% 50.50
ATR 28.81 27.79 -1.02 -3.5% 0.00
Volume 38,397 36,493 -1,904 -5.0% 117,339
Daily Pivots for day following 06-Sep-2007
Classic Woodie Camarilla DeMark
R4 1,534.25 1,528.00 1,500.50
R3 1,519.75 1,513.50 1,496.50
R2 1,505.25 1,505.25 1,495.25
R1 1,499.00 1,499.00 1,493.75 1,502.00
PP 1,490.75 1,490.75 1,490.75 1,492.50
S1 1,484.50 1,484.50 1,491.25 1,487.50
S2 1,476.25 1,476.25 1,489.75
S3 1,461.75 1,470.00 1,488.50
S4 1,447.25 1,455.50 1,484.50
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 1,629.25 1,610.00 1,517.25
R3 1,578.75 1,559.50 1,503.50
R2 1,528.25 1,528.25 1,498.75
R1 1,509.00 1,509.00 1,494.25 1,493.50
PP 1,477.75 1,477.75 1,477.75 1,470.00
S1 1,458.50 1,458.50 1,484.75 1,443.00
S2 1,427.25 1,427.25 1,480.25
S3 1,376.75 1,408.00 1,475.50
S4 1,326.25 1,357.50 1,461.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,512.25 1,465.00 47.25 3.2% 21.50 1.4% 58% False False 31,812
10 1,512.25 1,446.75 65.50 4.4% 24.00 1.6% 70% False False 24,437
20 1,516.50 1,385.00 131.50 8.8% 30.50 2.1% 82% False False 17,719
40 1,579.50 1,385.00 194.50 13.0% 29.00 1.9% 55% False False 10,116
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.33
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,559.00
2.618 1,535.25
1.618 1,520.75
1.000 1,511.75
0.618 1,506.25
HIGH 1,497.25
0.618 1,491.75
0.500 1,490.00
0.382 1,488.25
LOW 1,482.75
0.618 1,473.75
1.000 1,468.25
1.618 1,459.25
2.618 1,444.75
4.250 1,421.00
Fisher Pivots for day following 06-Sep-2007
Pivot 1 day 3 day
R1 1,491.75 1,497.00
PP 1,490.75 1,495.50
S1 1,490.00 1,494.00

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

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