E-mini S&P 500 Future March 2008


Trading Metrics calculated at close of trading on 08-Jan-2008
Day Change Summary
Previous Current
07-Jan-2008 08-Jan-2008 Change Change % Previous Week
Open 1,422.50 1,421.75 -0.75 -0.1% 1,485.25
High 1,432.25 1,437.75 5.50 0.4% 1,489.00
Low 1,410.00 1,393.00 -17.00 -1.2% 1,417.50
Close 1,421.50 1,397.00 -24.50 -1.7% 1,423.00
Range 22.25 44.75 22.50 101.1% 71.50
ATR 25.29 26.68 1.39 5.5% 0.00
Volume 2,199,479 2,436,934 237,455 10.8% 4,353,694
Daily Pivots for day following 08-Jan-2008
Classic Woodie Camarilla DeMark
R4 1,543.50 1,515.00 1,421.50
R3 1,498.75 1,470.25 1,409.25
R2 1,454.00 1,454.00 1,405.25
R1 1,425.50 1,425.50 1,401.00 1,417.50
PP 1,409.25 1,409.25 1,409.25 1,405.25
S1 1,380.75 1,380.75 1,393.00 1,372.50
S2 1,364.50 1,364.50 1,388.75
S3 1,319.75 1,336.00 1,384.75
S4 1,275.00 1,291.25 1,372.50
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 1,657.75 1,611.75 1,462.25
R3 1,586.25 1,540.25 1,442.75
R2 1,514.75 1,514.75 1,436.00
R1 1,468.75 1,468.75 1,429.50 1,456.00
PP 1,443.25 1,443.25 1,443.25 1,436.75
S1 1,397.25 1,397.25 1,416.50 1,384.50
S2 1,371.75 1,371.75 1,410.00
S3 1,300.25 1,325.75 1,403.25
S4 1,228.75 1,254.25 1,383.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,482.75 1,393.00 89.75 6.4% 32.00 2.3% 4% False True 1,639,504
10 1,511.00 1,393.00 118.00 8.4% 25.25 1.8% 3% False True 1,170,357
20 1,538.25 1,393.00 145.25 10.4% 26.75 1.9% 3% False True 1,139,423
40 1,538.25 1,393.00 145.25 10.4% 27.25 2.0% 3% False True 576,356
60 1,587.75 1,393.00 194.75 13.9% 26.75 1.9% 2% False True 384,963
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 6.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,628.00
2.618 1,555.00
1.618 1,510.25
1.000 1,482.50
0.618 1,465.50
HIGH 1,437.75
0.618 1,420.75
0.500 1,415.50
0.382 1,410.00
LOW 1,393.00
0.618 1,365.25
1.000 1,348.25
1.618 1,320.50
2.618 1,275.75
4.250 1,202.75
Fisher Pivots for day following 08-Jan-2008
Pivot 1 day 3 day
R1 1,415.50 1,428.00
PP 1,409.25 1,417.75
S1 1,403.00 1,407.50

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

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