CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 14-May-2007
Day Change Summary
Previous Current
11-May-2007 14-May-2007 Change Change % Previous Week
Open 830.2 838.1 7.9 1.0% 844.8
High 840.0 841.7 1.7 0.2% 848.4
Low 829.9 830.2 0.3 0.0% 828.0
Close 839.4 832.2 -7.2 -0.9% 839.4
Range 10.1 11.5 1.4 13.9% 20.4
ATR 9.9 10.0 0.1 1.2% 0.0
Volume 506 442 -64 -12.6% 865
Daily Pivots for day following 14-May-2007
Classic Woodie Camarilla DeMark
R4 869.2 862.2 838.5
R3 857.7 850.7 835.4
R2 846.2 846.2 834.3
R1 839.2 839.2 833.3 837.0
PP 834.7 834.7 834.7 833.6
S1 827.7 827.7 831.1 825.5
S2 823.2 823.2 830.1
S3 811.7 816.2 829.0
S4 800.2 804.7 825.9
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 899.8 890.0 850.6
R3 879.4 869.6 845.0
R2 859.0 859.0 843.1
R1 849.2 849.2 841.3 843.9
PP 838.6 838.6 838.6 836.0
S1 828.8 828.8 837.5 823.5
S2 818.2 818.2 835.7
S3 797.8 808.4 833.8
S4 777.4 788.0 828.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 848.4 828.0 20.4 2.5% 11.5 1.4% 21% False False 237
10 848.4 818.2 30.2 3.6% 10.0 1.2% 46% False False 292
20 848.4 818.2 30.2 3.6% 9.7 1.2% 46% False False 210
40 848.4 798.4 50.0 6.0% 8.9 1.1% 68% False False 154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 890.6
2.618 871.8
1.618 860.3
1.000 853.2
0.618 848.8
HIGH 841.7
0.618 837.3
0.500 836.0
0.382 834.6
LOW 830.2
0.618 823.1
1.000 818.7
1.618 811.6
2.618 800.1
4.250 781.3
Fisher Pivots for day following 14-May-2007
Pivot 1 day 3 day
R1 836.0 834.9
PP 834.7 834.0
S1 833.5 833.1

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

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