CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 25-May-2007
Day Change Summary
Previous Current
24-May-2007 25-May-2007 Change Change % Previous Week
Open 844.0 833.9 -10.1 -1.2% 831.6
High 849.7 841.0 -8.7 -1.0% 855.6
Low 829.7 833.9 4.2 0.5% 829.7
Close 833.8 839.4 5.6 0.7% 839.4
Range 20.0 7.1 -12.9 -64.5% 25.9
ATR 11.4 11.1 -0.3 -2.6% 0.0
Volume 484 816 332 68.6% 3,372
Daily Pivots for day following 25-May-2007
Classic Woodie Camarilla DeMark
R4 859.4 856.5 843.3
R3 852.3 849.4 841.4
R2 845.2 845.2 840.7
R1 842.3 842.3 840.1 843.8
PP 838.1 838.1 838.1 838.8
S1 835.2 835.2 838.7 836.7
S2 831.0 831.0 838.1
S3 823.9 828.1 837.4
S4 816.8 821.0 835.5
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 919.3 905.2 853.6
R3 893.4 879.3 846.5
R2 867.5 867.5 844.1
R1 853.4 853.4 841.8 860.5
PP 841.6 841.6 841.6 845.1
S1 827.5 827.5 837.0 834.6
S2 815.7 815.7 834.7
S3 789.8 801.6 832.3
S4 763.9 775.7 825.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 855.6 829.7 25.9 3.1% 12.9 1.5% 37% False False 674
10 855.6 819.5 36.1 4.3% 12.2 1.5% 55% False False 1,964
20 855.6 818.2 37.4 4.5% 11.5 1.4% 57% False False 1,118
40 855.6 810.7 44.9 5.3% 9.5 1.1% 64% False False 605
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.9
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 871.2
2.618 859.6
1.618 852.5
1.000 848.1
0.618 845.4
HIGH 841.0
0.618 838.3
0.500 837.5
0.382 836.6
LOW 833.9
0.618 829.5
1.000 826.8
1.618 822.4
2.618 815.3
4.250 803.7
Fisher Pivots for day following 25-May-2007
Pivot 1 day 3 day
R1 838.8 842.7
PP 838.1 841.6
S1 837.5 840.5

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

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