CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 23-Aug-2007
Day Change Summary
Previous Current
22-Aug-2007 23-Aug-2007 Change Change % Previous Week
Open 802.0 808.0 6.0 0.7% 796.9
High 808.0 815.5 7.5 0.9% 811.9
Low 800.0 793.9 -6.1 -0.8% 743.5
Close 806.9 797.0 -9.9 -1.2% 795.4
Range 8.0 21.6 13.6 170.0% 68.4
ATR 21.4 21.4 0.0 0.1% 0.0
Volume 254 237 -17 -6.7% 1,245
Daily Pivots for day following 23-Aug-2007
Classic Woodie Camarilla DeMark
R4 866.9 853.6 808.9
R3 845.3 832.0 802.9
R2 823.7 823.7 801.0
R1 810.4 810.4 799.0 806.3
PP 802.1 802.1 802.1 800.1
S1 788.8 788.8 795.0 784.7
S2 780.5 780.5 793.0
S3 758.9 767.2 791.1
S4 737.3 745.6 785.1
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 988.8 960.5 833.0
R3 920.4 892.1 814.2
R2 852.0 852.0 807.9
R1 823.7 823.7 801.7 803.7
PP 783.6 783.6 783.6 773.6
S1 755.3 755.3 789.1 735.3
S2 715.2 715.2 782.9
S3 646.8 686.9 776.6
S4 578.4 618.5 757.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 815.5 767.1 48.4 6.1% 20.1 2.5% 62% True False 278
10 815.5 743.5 72.0 9.0% 24.4 3.1% 74% True False 239
20 815.5 743.5 72.0 9.0% 23.8 3.0% 74% True False 253
40 869.4 743.5 125.9 15.8% 18.1 2.3% 42% False False 307
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 907.3
2.618 872.0
1.618 850.4
1.000 837.1
0.618 828.8
HIGH 815.5
0.618 807.2
0.500 804.7
0.382 802.2
LOW 793.9
0.618 780.6
1.000 772.3
1.618 759.0
2.618 737.4
4.250 702.1
Fisher Pivots for day following 23-Aug-2007
Pivot 1 day 3 day
R1 804.7 803.0
PP 802.1 801.0
S1 799.6 799.0

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

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