CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 26-Jun-2007
Day Change Summary
Previous Current
25-Jun-2007 26-Jun-2007 Change Change % Previous Week
Open 840.4 835.6 -4.8 -0.6% 856.3
High 845.4 839.4 -6.0 -0.7% 860.0
Low 830.2 828.5 -1.7 -0.2% 834.6
Close 835.5 829.1 -6.4 -0.8% 840.6
Range 15.2 10.9 -4.3 -28.3% 25.4
ATR 12.9 12.8 -0.1 -1.1% 0.0
Volume 275,625 282,081 6,456 2.3% 1,113,760
Daily Pivots for day following 26-Jun-2007
Classic Woodie Camarilla DeMark
R4 865.0 858.0 835.1
R3 854.1 847.1 832.1
R2 843.2 843.2 831.1
R1 836.2 836.2 830.1 834.3
PP 832.3 832.3 832.3 831.4
S1 825.3 825.3 828.1 823.4
S2 821.4 821.4 827.1
S3 810.5 814.4 826.1
S4 799.6 803.5 823.1
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 921.3 906.3 854.6
R3 895.9 880.9 847.6
R2 870.5 870.5 845.3
R1 855.5 855.5 842.9 850.3
PP 845.1 845.1 845.1 842.5
S1 830.1 830.1 838.3 824.9
S2 819.7 819.7 835.9
S3 794.3 804.7 833.6
S4 768.9 779.3 826.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 859.6 828.5 31.1 3.8% 14.0 1.7% 2% False True 255,053
10 860.0 825.0 35.0 4.2% 13.3 1.6% 12% False False 265,387
20 865.8 825.0 40.8 4.9% 13.1 1.6% 10% False False 183,637
40 865.8 818.2 47.6 5.7% 12.0 1.5% 23% False False 92,379
60 865.8 814.9 50.9 6.1% 10.8 1.3% 28% False False 61,619
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 2.9
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 885.7
2.618 867.9
1.618 857.0
1.000 850.3
0.618 846.1
HIGH 839.4
0.618 835.2
0.500 834.0
0.382 832.7
LOW 828.5
0.618 821.8
1.000 817.6
1.618 810.9
2.618 800.0
4.250 782.2
Fisher Pivots for day following 26-Jun-2007
Pivot 1 day 3 day
R1 834.0 837.8
PP 832.3 834.9
S1 830.7 832.0

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

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