CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 06-Jul-2007
Day Change Summary
Previous Current
05-Jul-2007 06-Jul-2007 Change Change % Previous Week
Open 853.2 855.1 1.9 0.2% 840.1
High 857.9 860.0 2.1 0.2% 860.0
Low 849.2 851.0 1.8 0.2% 839.4
Close 855.7 859.0 3.3 0.4% 859.0
Range 8.7 9.0 0.3 3.4% 20.6
ATR 12.6 12.3 -0.3 -2.0% 0.0
Volume 85,983 139,400 53,417 62.1% 656,282
Daily Pivots for day following 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 883.7 880.3 864.0
R3 874.7 871.3 861.5
R2 865.7 865.7 860.7
R1 862.3 862.3 859.8 864.0
PP 856.7 856.7 856.7 857.5
S1 853.3 853.3 858.2 855.0
S2 847.7 847.7 857.4
S3 838.7 844.3 856.5
S4 829.7 835.3 854.1
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 914.6 907.4 870.3
R3 894.0 886.8 864.7
R2 873.4 873.4 862.8
R1 866.2 866.2 860.9 869.8
PP 852.8 852.8 852.8 854.6
S1 845.6 845.6 857.1 849.2
S2 832.2 832.2 855.2
S3 811.6 825.0 853.3
S4 791.0 804.4 847.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 860.0 834.4 25.6 3.0% 10.8 1.3% 96% True False 174,375
10 860.0 824.2 35.8 4.2% 12.4 1.4% 97% True False 226,579
20 860.0 824.2 35.8 4.2% 13.1 1.5% 97% True False 250,412
40 865.8 819.5 46.3 5.4% 12.6 1.5% 85% False False 127,994
60 865.8 814.9 50.9 5.9% 11.6 1.3% 87% False False 85,385
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 898.3
2.618 883.6
1.618 874.6
1.000 869.0
0.618 865.6
HIGH 860.0
0.618 856.6
0.500 855.5
0.382 854.4
LOW 851.0
0.618 845.4
1.000 842.0
1.618 836.4
2.618 827.4
4.250 812.8
Fisher Pivots for day following 06-Jul-2007
Pivot 1 day 3 day
R1 857.8 857.5
PP 856.7 856.1
S1 855.5 854.6

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

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