E-mini S&P 500 Future December 2007


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 1,497.25 1,490.25 -7.00 -0.5% 1,470.50
High 1,497.50 1,534.25 36.75 2.5% 1,504.25
Low 1,485.00 1,485.00 0.00 0.0% 1,453.50
Close 1,489.75 1,533.00 43.25 2.9% 1,498.00
Range 12.50 49.25 36.75 294.0% 50.75
ATR 24.25 26.03 1.79 7.4% 0.00
Volume 1,397,778 1,352,552 -45,226 -3.2% 1,609,657
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 1,665.25 1,648.25 1,560.00
R3 1,616.00 1,599.00 1,546.50
R2 1,566.75 1,566.75 1,542.00
R1 1,549.75 1,549.75 1,537.50 1,558.25
PP 1,517.50 1,517.50 1,517.50 1,521.50
S1 1,500.50 1,500.50 1,528.50 1,509.00
S2 1,468.25 1,468.25 1,524.00
S3 1,419.00 1,451.25 1,519.50
S4 1,369.75 1,402.00 1,506.00
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 1,637.50 1,618.50 1,526.00
R3 1,586.75 1,567.75 1,512.00
R2 1,536.00 1,536.00 1,507.25
R1 1,517.00 1,517.00 1,502.75 1,526.50
PP 1,485.25 1,485.25 1,485.25 1,490.00
S1 1,466.25 1,466.25 1,493.25 1,475.75
S2 1,434.50 1,434.50 1,488.75
S3 1,383.75 1,415.50 1,484.00
S4 1,333.00 1,364.75 1,470.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,534.25 1,479.00 55.25 3.6% 22.25 1.5% 98% True False 837,665
10 1,534.25 1,453.50 80.75 5.3% 22.25 1.5% 98% True False 447,465
20 1,534.25 1,446.75 87.50 5.7% 23.50 1.5% 99% True False 233,053
40 1,564.75 1,385.00 179.75 11.7% 30.50 2.0% 82% False False 119,825
60 1,579.50 1,385.00 194.50 12.7% 25.75 1.7% 76% False False 80,294
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 3.40
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1,743.50
2.618 1,663.25
1.618 1,614.00
1.000 1,583.50
0.618 1,564.75
HIGH 1,534.25
0.618 1,515.50
0.500 1,509.50
0.382 1,503.75
LOW 1,485.00
0.618 1,454.50
1.000 1,435.75
1.618 1,405.25
2.618 1,356.00
4.250 1,275.75
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 1,525.25 1,525.25
PP 1,517.50 1,517.50
S1 1,509.50 1,509.50

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

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