E-mini S&P 500 Future March 2008


Trading Metrics calculated at close of trading on 03-Jan-2008
Day Change Summary
Previous Current
02-Jan-2008 03-Jan-2008 Change Change % Previous Week
Open 1,478.75 1,458.50 -20.25 -1.4% 1,497.00
High 1,482.75 1,464.75 -18.00 -1.2% 1,511.00
Low 1,449.00 1,451.00 2.00 0.1% 1,481.00
Close 1,458.50 1,458.75 0.25 0.0% 1,485.50
Range 33.75 13.75 -20.00 -59.3% 30.00
ATR 24.76 23.97 -0.79 -3.2% 0.00
Volume 671,363 1,623,508 952,145 141.8% 2,713,464
Daily Pivots for day following 03-Jan-2008
Classic Woodie Camarilla DeMark
R4 1,499.50 1,492.75 1,466.25
R3 1,485.75 1,479.00 1,462.50
R2 1,472.00 1,472.00 1,461.25
R1 1,465.25 1,465.25 1,460.00 1,468.50
PP 1,458.25 1,458.25 1,458.25 1,459.75
S1 1,451.50 1,451.50 1,457.50 1,455.00
S2 1,444.50 1,444.50 1,456.25
S3 1,430.75 1,437.75 1,455.00
S4 1,417.00 1,424.00 1,451.25
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 1,582.50 1,564.00 1,502.00
R3 1,552.50 1,534.00 1,493.75
R2 1,522.50 1,522.50 1,491.00
R1 1,504.00 1,504.00 1,488.25 1,498.25
PP 1,492.50 1,492.50 1,492.50 1,489.50
S1 1,474.00 1,474.00 1,482.75 1,468.25
S2 1,462.50 1,462.50 1,480.00
S3 1,432.50 1,444.00 1,477.25
S4 1,402.50 1,414.00 1,469.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,511.00 1,449.00 62.00 4.3% 22.75 1.6% 16% False False 870,418
10 1,511.00 1,449.00 62.00 4.3% 20.50 1.4% 16% False False 1,152,643
20 1,538.25 1,445.75 92.50 6.3% 24.50 1.7% 14% False False 849,184
40 1,538.25 1,415.75 122.50 8.4% 27.25 1.9% 35% False False 429,200
60 1,598.50 1,415.75 182.75 12.5% 25.75 1.8% 24% False False 286,697
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.93
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,523.25
2.618 1,500.75
1.618 1,487.00
1.000 1,478.50
0.618 1,473.25
HIGH 1,464.75
0.618 1,459.50
0.500 1,458.00
0.382 1,456.25
LOW 1,451.00
0.618 1,442.50
1.000 1,437.25
1.618 1,428.75
2.618 1,415.00
4.250 1,392.50
Fisher Pivots for day following 03-Jan-2008
Pivot 1 day 3 day
R1 1,458.50 1,469.00
PP 1,458.25 1,465.50
S1 1,458.00 1,462.25

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

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