CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 11-Sep-2007
Day Change Summary
Previous Current
10-Sep-2007 11-Sep-2007 Change Change % Previous Week
Open 778.8 774.9 -3.9 -0.5% 798.6
High 788.2 789.4 1.2 0.2% 813.2
Low 764.4 773.8 9.4 1.2% 778.8
Close 775.6 788.9 13.3 1.7% 786.0
Range 23.8 15.6 -8.2 -34.5% 34.4
ATR 19.0 18.7 -0.2 -1.3% 0.0
Volume 3,257 20,273 17,016 522.4% 13,082
Daily Pivots for day following 11-Sep-2007
Classic Woodie Camarilla DeMark
R4 830.8 825.5 797.5
R3 815.2 809.9 793.2
R2 799.6 799.6 791.8
R1 794.3 794.3 790.3 797.0
PP 784.0 784.0 784.0 785.4
S1 778.7 778.7 787.5 781.4
S2 768.4 768.4 786.0
S3 752.8 763.1 784.6
S4 737.2 747.5 780.3
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 895.9 875.3 804.9
R3 861.5 840.9 795.5
R2 827.1 827.1 792.3
R1 806.5 806.5 789.2 799.6
PP 792.7 792.7 792.7 789.2
S1 772.1 772.1 782.8 765.2
S2 758.3 758.3 779.7
S3 723.9 737.7 776.5
S4 689.5 703.3 767.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 806.3 764.4 41.9 5.3% 16.9 2.1% 58% False False 7,250
10 813.2 764.4 48.8 6.2% 17.1 2.2% 50% False False 3,849
20 815.5 743.5 72.0 9.1% 18.9 2.4% 63% False False 2,062
40 867.8 743.5 124.3 15.8% 20.3 2.6% 37% False False 1,214
60 869.4 743.5 125.9 16.0% 17.1 2.2% 36% False False 878
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 855.7
2.618 830.2
1.618 814.6
1.000 805.0
0.618 799.0
HIGH 789.4
0.618 783.4
0.500 781.6
0.382 779.8
LOW 773.8
0.618 764.2
1.000 758.2
1.618 748.6
2.618 733.0
4.250 707.5
Fisher Pivots for day following 11-Sep-2007
Pivot 1 day 3 day
R1 786.5 786.7
PP 784.0 784.4
S1 781.6 782.2

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

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