CME eMini Russell 2000 Future December 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 862.1 862.6 0.5 0.1% 850.0
High 864.1 866.6 2.5 0.3% 866.6
Low 856.4 858.5 2.1 0.2% 847.3
Close 862.8 866.1 3.3 0.4% 866.1
Range 7.7 8.1 0.4 5.2% 19.3
ATR 10.9 10.7 -0.2 -1.8% 0.0
Volume 91 292 201 220.9% 801
Daily Pivots for day following 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 888.0 885.2 870.6
R3 879.9 877.1 868.3
R2 871.8 871.8 867.6
R1 869.0 869.0 866.8 870.4
PP 863.7 863.7 863.7 864.5
S1 860.9 860.9 865.4 862.3
S2 855.6 855.6 864.6
S3 847.5 852.8 863.9
S4 839.4 844.7 861.6
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 917.9 911.3 876.7
R3 898.6 892.0 871.4
R2 879.3 879.3 869.6
R1 872.7 872.7 867.9 876.0
PP 860.0 860.0 860.0 861.7
S1 853.4 853.4 864.3 856.7
S2 840.7 840.7 862.6
S3 821.4 834.1 860.8
S4 802.1 814.8 855.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 866.6 847.3 19.3 2.2% 6.1 0.7% 97% True False 160
10 866.6 832.3 34.3 4.0% 10.2 1.2% 99% True False 190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 901.0
2.618 887.8
1.618 879.7
1.000 874.7
0.618 871.6
HIGH 866.6
0.618 863.5
0.500 862.6
0.382 861.6
LOW 858.5
0.618 853.5
1.000 850.4
1.618 845.4
2.618 837.3
4.250 824.1
Fisher Pivots for day following 06-Jul-2007
Pivot 1 day 3 day
R1 864.9 864.6
PP 863.7 863.0
S1 862.6 861.5

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

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