CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 12-Sep-2007
Day Change Summary
Previous Current
11-Sep-2007 12-Sep-2007 Change Change % Previous Week
Open 774.9 788.6 13.7 1.8% 798.6
High 789.4 790.1 0.7 0.1% 813.2
Low 773.8 782.2 8.4 1.1% 778.8
Close 788.9 783.7 -5.2 -0.7% 786.0
Range 15.6 7.9 -7.7 -49.4% 34.4
ATR 18.7 17.9 -0.8 -4.1% 0.0
Volume 20,273 15,644 -4,629 -22.8% 13,082
Daily Pivots for day following 12-Sep-2007
Classic Woodie Camarilla DeMark
R4 809.0 804.3 788.0
R3 801.1 796.4 785.9
R2 793.2 793.2 785.1
R1 788.5 788.5 784.4 786.9
PP 785.3 785.3 785.3 784.6
S1 780.6 780.6 783.0 779.0
S2 777.4 777.4 782.3
S3 769.5 772.7 781.5
S4 761.6 764.8 779.4
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
5 803.4 764.4 39.0 5.0% 16.0 2.0% 49% False False 9,659
10 813.2 764.4 48.8 6.2% 15.7 2.0% 40% False False 5,395
20 815.5 743.5 72.0 9.2% 18.2 2.3% 56% False False 2,839
40 866.0 743.5 122.5 15.6% 20.3 2.6% 33% False False 1,592
60 869.4 743.5 125.9 16.1% 17.0 2.2% 32% False False 1,137
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 3.0
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 823.7
2.618 810.8
1.618 802.9
1.000 798.0
0.618 795.0
HIGH 790.1
0.618 787.1
0.500 786.2
0.382 785.2
LOW 782.2
0.618 777.3
1.000 774.3
1.618 769.4
2.618 761.5
4.250 748.6
Fisher Pivots for day following 12-Sep-2007
Pivot 1 day 3 day
R1 786.2 781.6
PP 785.3 779.4
S1 784.5 777.3

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

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