E-mini S&P 500 Future December 2007


Trading Metrics calculated at close of trading on 01-Nov-2007
Day Change Summary
Previous Current
31-Oct-2007 01-Nov-2007 Change Change % Previous Week
Open 1,536.25 1,552.50 16.25 1.1% 1,505.25
High 1,558.75 1,555.00 -3.75 -0.2% 1,543.25
Low 1,533.75 1,510.50 -23.25 -1.5% 1,492.50
Close 1,555.00 1,515.75 -39.25 -2.5% 1,542.50
Range 25.00 44.50 19.50 78.0% 50.75
ATR 20.59 22.30 1.71 8.3% 0.00
Volume 1,024,638 1,961,311 936,673 91.4% 11,480,463
Daily Pivots for day following 01-Nov-2007
Classic Woodie Camarilla DeMark
R4 1,660.50 1,632.75 1,540.25
R3 1,616.00 1,588.25 1,528.00
R2 1,571.50 1,571.50 1,524.00
R1 1,543.75 1,543.75 1,519.75 1,535.50
PP 1,527.00 1,527.00 1,527.00 1,523.00
S1 1,499.25 1,499.25 1,511.75 1,491.00
S2 1,482.50 1,482.50 1,507.50
S3 1,438.00 1,454.75 1,503.50
S4 1,393.50 1,410.25 1,491.25
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 1,678.25 1,661.25 1,570.50
R3 1,627.50 1,610.50 1,556.50
R2 1,576.75 1,576.75 1,551.75
R1 1,559.75 1,559.75 1,547.25 1,568.25
PP 1,526.00 1,526.00 1,526.00 1,530.50
S1 1,509.00 1,509.00 1,537.75 1,517.50
S2 1,475.25 1,475.25 1,533.25
S3 1,424.50 1,458.25 1,528.50
S4 1,373.75 1,407.50 1,514.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,558.75 1,510.50 48.25 3.2% 23.00 1.5% 11% False True 1,502,151
10 1,558.75 1,492.50 66.25 4.4% 25.25 1.7% 35% False False 1,859,312
20 1,586.75 1,492.50 94.25 6.2% 22.25 1.5% 25% False False 1,712,795
40 1,586.75 1,453.50 133.25 8.8% 20.00 1.3% 47% False False 1,483,866
60 1,586.75 1,385.00 201.75 13.3% 23.50 1.5% 65% False False 995,150
80 1,586.75 1,385.00 201.75 13.3% 24.50 1.6% 65% False False 746,991
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 3.83
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,744.00
2.618 1,671.50
1.618 1,627.00
1.000 1,599.50
0.618 1,582.50
HIGH 1,555.00
0.618 1,538.00
0.500 1,532.75
0.382 1,527.50
LOW 1,510.50
0.618 1,483.00
1.000 1,466.00
1.618 1,438.50
2.618 1,394.00
4.250 1,321.50
Fisher Pivots for day following 01-Nov-2007
Pivot 1 day 3 day
R1 1,532.75 1,534.50
PP 1,527.00 1,528.25
S1 1,521.50 1,522.00

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

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