E-mini S&P 500 Future March 2008


Trading Metrics calculated at close of trading on 15-Oct-2007
Day Change Summary
Previous Current
12-Oct-2007 15-Oct-2007 Change Change % Previous Week
Open 1,574.25 1,587.00 12.75 0.8% 1,579.50
High 1,586.00 1,587.75 1.75 0.1% 1,598.50
Low 1,571.00 1,561.75 -9.25 -0.6% 1,568.00
Close 1,586.00 1,571.50 -14.50 -0.9% 1,586.00
Range 15.00 26.00 11.00 73.3% 30.50
ATR 13.84 14.71 0.87 6.3% 0.00
Volume 560 388 -172 -30.7% 9,441
Daily Pivots for day following 15-Oct-2007
Classic Woodie Camarilla DeMark
R4 1,651.75 1,637.50 1,585.75
R3 1,625.75 1,611.50 1,578.75
R2 1,599.75 1,599.75 1,576.25
R1 1,585.50 1,585.50 1,574.00 1,579.50
PP 1,573.75 1,573.75 1,573.75 1,570.75
S1 1,559.50 1,559.50 1,569.00 1,553.50
S2 1,547.75 1,547.75 1,566.75
S3 1,521.75 1,533.50 1,564.25
S4 1,495.75 1,507.50 1,557.25
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 1,675.75 1,661.25 1,602.75
R3 1,645.25 1,630.75 1,594.50
R2 1,614.75 1,614.75 1,591.50
R1 1,600.25 1,600.25 1,588.75 1,607.50
PP 1,584.25 1,584.25 1,584.25 1,587.75
S1 1,569.75 1,569.75 1,583.25 1,577.00
S2 1,553.75 1,553.75 1,580.50
S3 1,523.25 1,539.25 1,577.50
S4 1,492.75 1,508.75 1,569.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,598.50 1,561.75 36.75 2.3% 19.50 1.2% 27% False True 1,441
10 1,598.50 1,558.00 40.50 2.6% 15.25 1.0% 33% False False 1,367
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,698.25
2.618 1,655.75
1.618 1,629.75
1.000 1,613.75
0.618 1,603.75
HIGH 1,587.75
0.618 1,577.75
0.500 1,574.75
0.382 1,571.75
LOW 1,561.75
0.618 1,545.75
1.000 1,535.75
1.618 1,519.75
2.618 1,493.75
4.250 1,451.25
Fisher Pivots for day following 15-Oct-2007
Pivot 1 day 3 day
R1 1,574.75 1,580.00
PP 1,573.75 1,577.25
S1 1,572.50 1,574.50

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

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