CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 03-Jul-2007
Day Change Summary
Previous Current
02-Jul-2007 03-Jul-2007 Change Change % Previous Week
Open 840.1 850.7 10.6 1.3% 840.4
High 852.1 855.7 3.6 0.4% 853.3
Low 839.4 850.4 11.0 1.3% 824.2
Close 851.0 854.6 3.6 0.4% 842.1
Range 12.7 5.3 -7.4 -58.3% 29.1
ATR 13.4 12.8 -0.6 -4.3% 0.0
Volume 262,430 168,469 -93,961 -35.8% 1,327,917
Daily Pivots for day following 03-Jul-2007
Classic Woodie Camarilla DeMark
R4 869.5 867.3 857.5
R3 864.2 862.0 856.1
R2 858.9 858.9 855.6
R1 856.7 856.7 855.1 857.8
PP 853.6 853.6 853.6 854.1
S1 851.4 851.4 854.1 852.5
S2 848.3 848.3 853.6
S3 843.0 846.1 853.1
S4 837.7 840.8 851.7
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 927.2 913.7 858.1
R3 898.1 884.6 850.1
R2 869.0 869.0 847.4
R1 855.5 855.5 844.8 862.3
PP 839.9 839.9 839.9 843.2
S1 826.4 826.4 839.4 833.2
S2 810.8 810.8 836.8
S3 781.7 797.3 834.1
S4 752.6 768.2 826.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 855.7 824.2 31.5 3.7% 13.5 1.6% 97% True False 240,222
10 859.6 824.2 35.4 4.1% 13.7 1.6% 86% False False 247,637
20 860.0 824.2 35.8 4.2% 14.0 1.6% 85% False False 242,787
40 865.8 819.5 46.3 5.4% 12.7 1.5% 76% False False 122,363
60 865.8 814.9 50.9 6.0% 11.6 1.4% 78% False False 81,633
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.3
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 878.2
2.618 869.6
1.618 864.3
1.000 861.0
0.618 859.0
HIGH 855.7
0.618 853.7
0.500 853.1
0.382 852.4
LOW 850.4
0.618 847.1
1.000 845.1
1.618 841.8
2.618 836.5
4.250 827.9
Fisher Pivots for day following 03-Jul-2007
Pivot 1 day 3 day
R1 854.1 851.4
PP 853.6 848.2
S1 853.1 845.1

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

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