E-mini S&P 500 Future December 2007


Trading Metrics calculated at close of trading on 24-Sep-2007
Day Change Summary
Previous Current
21-Sep-2007 24-Sep-2007 Change Change % Previous Week
Open 1,531.00 1,533.25 2.25 0.1% 1,497.25
High 1,544.00 1,542.75 -1.25 -0.1% 1,552.00
Low 1,528.50 1,528.00 -0.50 0.0% 1,485.00
Close 1,534.50 1,531.75 -2.75 -0.2% 1,534.50
Range 15.50 14.75 -0.75 -4.8% 67.00
ATR 24.11 23.44 -0.67 -2.8% 0.00
Volume 2,201,481 1,346,720 -854,761 -38.8% 10,206,218
Daily Pivots for day following 24-Sep-2007
Classic Woodie Camarilla DeMark
R4 1,578.50 1,569.75 1,539.75
R3 1,563.75 1,555.00 1,535.75
R2 1,549.00 1,549.00 1,534.50
R1 1,540.25 1,540.25 1,533.00 1,537.25
PP 1,534.25 1,534.25 1,534.25 1,532.50
S1 1,525.50 1,525.50 1,530.50 1,522.50
S2 1,519.50 1,519.50 1,529.00
S3 1,504.75 1,510.75 1,527.75
S4 1,490.00 1,496.00 1,523.75
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 1,724.75 1,696.75 1,571.25
R3 1,657.75 1,629.75 1,553.00
R2 1,590.75 1,590.75 1,546.75
R1 1,562.75 1,562.75 1,540.75 1,576.75
PP 1,523.75 1,523.75 1,523.75 1,531.00
S1 1,495.75 1,495.75 1,528.25 1,509.75
S2 1,456.75 1,456.75 1,522.25
S3 1,389.75 1,428.75 1,516.00
S4 1,322.75 1,361.75 1,497.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,552.00 1,485.00 67.00 4.4% 22.75 1.5% 70% False False 2,031,032
10 1,552.00 1,465.75 86.25 5.6% 19.75 1.3% 77% False False 1,309,536
20 1,552.00 1,446.75 105.25 6.9% 22.00 1.4% 81% False False 670,549
40 1,552.00 1,385.00 167.00 10.9% 28.25 1.8% 88% False False 339,573
60 1,579.50 1,385.00 194.50 12.7% 25.50 1.7% 75% False False 226,950
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.95
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,605.50
2.618 1,581.25
1.618 1,566.50
1.000 1,557.50
0.618 1,551.75
HIGH 1,542.75
0.618 1,537.00
0.500 1,535.50
0.382 1,533.75
LOW 1,528.00
0.618 1,519.00
1.000 1,513.25
1.618 1,504.25
2.618 1,489.50
4.250 1,465.25
Fisher Pivots for day following 24-Sep-2007
Pivot 1 day 3 day
R1 1,535.50 1,536.00
PP 1,534.25 1,534.50
S1 1,533.00 1,533.25

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

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