E-mini S&P 500 Future March 2008


Trading Metrics calculated at close of trading on 22-Nov-2007
Day Change Summary
Previous Current
21-Nov-2007 22-Nov-2007 Change Change % Previous Week
Open 1,456.25 1,426.00 -30.25 -2.1% 1,465.25
High 1,456.75 1,433.75 -23.00 -1.6% 1,506.00
Low 1,426.25 1,426.00 -0.25 0.0% 1,446.50
Close 1,426.50 1,432.75 6.25 0.4% 1,469.50
Range 30.50 7.75 -22.75 -74.6% 59.50
ATR 28.23 26.76 -1.46 -5.2% 0.00
Volume 13,180 13,180 0 0.0% 26,521
Daily Pivots for day following 22-Nov-2007
Classic Woodie Camarilla DeMark
R4 1,454.00 1,451.25 1,437.00
R3 1,446.25 1,443.50 1,435.00
R2 1,438.50 1,438.50 1,434.25
R1 1,435.75 1,435.75 1,433.50 1,437.00
PP 1,430.75 1,430.75 1,430.75 1,431.50
S1 1,428.00 1,428.00 1,432.00 1,429.50
S2 1,423.00 1,423.00 1,431.25
S3 1,415.25 1,420.25 1,430.50
S4 1,407.50 1,412.50 1,428.50
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 1,652.50 1,620.50 1,502.25
R3 1,593.00 1,561.00 1,485.75
R2 1,533.50 1,533.50 1,480.50
R1 1,501.50 1,501.50 1,475.00 1,517.50
PP 1,474.00 1,474.00 1,474.00 1,482.00
S1 1,442.00 1,442.00 1,464.00 1,458.00
S2 1,414.50 1,414.50 1,458.50
S3 1,355.00 1,382.50 1,453.25
S4 1,295.50 1,323.00 1,436.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,475.50 1,426.00 49.50 3.5% 24.50 1.7% 14% False True 9,611
10 1,506.00 1,426.00 80.00 5.6% 30.50 2.1% 8% False True 7,099
20 1,569.00 1,426.00 143.00 10.0% 28.25 2.0% 5% False True 4,627
40 1,598.50 1,426.00 172.50 12.0% 23.75 1.7% 4% False True 3,044
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 7.93
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1,466.75
2.618 1,454.00
1.618 1,446.25
1.000 1,441.50
0.618 1,438.50
HIGH 1,433.75
0.618 1,430.75
0.500 1,430.00
0.382 1,429.00
LOW 1,426.00
0.618 1,421.25
1.000 1,418.25
1.618 1,413.50
2.618 1,405.75
4.250 1,393.00
Fisher Pivots for day following 22-Nov-2007
Pivot 1 day 3 day
R1 1,431.75 1,445.75
PP 1,430.75 1,441.50
S1 1,430.00 1,437.00

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

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