CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 19-Sep-2007
Day Change Summary
Previous Current
18-Sep-2007 19-Sep-2007 Change Change % Previous Week
Open 780.5 813.3 32.8 4.2% 778.8
High 814.3 829.2 14.9 1.8% 793.5
Low 777.5 813.1 35.6 4.6% 764.4
Close 814.0 824.5 10.5 1.3% 789.2
Range 36.8 16.1 -20.7 -56.3% 29.1
ATR 18.3 18.2 -0.2 -0.9% 0.0
Volume 265,130 388,595 123,465 46.6% 361,887
Daily Pivots for day following 19-Sep-2007
Classic Woodie Camarilla DeMark
R4 870.6 863.6 833.4
R3 854.5 847.5 828.9
R2 838.4 838.4 827.5
R1 831.4 831.4 826.0 834.9
PP 822.3 822.3 822.3 824.0
S1 815.3 815.3 823.0 818.8
S2 806.2 806.2 821.5
S3 790.1 799.2 820.1
S4 774.0 783.1 815.6
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 869.7 858.5 805.2
R3 840.6 829.4 797.2
R2 811.5 811.5 794.5
R1 800.3 800.3 791.9 805.9
PP 782.4 782.4 782.4 785.2
S1 771.2 771.2 786.5 776.8
S2 753.3 753.3 783.9
S3 724.2 742.1 781.2
S4 695.1 713.0 773.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 829.2 775.2 54.0 6.5% 18.3 2.2% 91% True False 238,186
10 829.2 764.4 64.8 7.9% 17.2 2.1% 93% True False 123,923
20 829.2 764.4 64.8 7.9% 16.2 2.0% 93% True False 62,323
40 832.2 743.5 88.7 10.8% 20.6 2.5% 91% False False 31,313
60 869.4 743.5 125.9 15.3% 17.5 2.1% 64% False False 20,977
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 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 897.6
2.618 871.3
1.618 855.2
1.000 845.3
0.618 839.1
HIGH 829.2
0.618 823.0
0.500 821.2
0.382 819.3
LOW 813.1
0.618 803.2
1.000 797.0
1.618 787.1
2.618 771.0
4.250 744.7
Fisher Pivots for day following 19-Sep-2007
Pivot 1 day 3 day
R1 823.4 817.5
PP 822.3 810.4
S1 821.2 803.4

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

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