CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 20-Sep-2007
Day Change Summary
Previous Current
19-Sep-2007 20-Sep-2007 Change Change % Previous Week
Open 813.3 824.1 10.8 1.3% 778.8
High 829.2 824.3 -4.9 -0.6% 793.5
Low 813.1 810.3 -2.8 -0.3% 764.4
Close 824.5 816.1 -8.4 -1.0% 789.2
Range 16.1 14.0 -2.1 -13.0% 29.1
ATR 18.2 17.9 -0.3 -1.6% 0.0
Volume 388,595 350,702 -37,893 -9.8% 361,887
Daily Pivots for day following 20-Sep-2007
Classic Woodie Camarilla DeMark
R4 858.9 851.5 823.8
R3 844.9 837.5 820.0
R2 830.9 830.9 818.7
R1 823.5 823.5 817.4 820.2
PP 816.9 816.9 816.9 815.3
S1 809.5 809.5 814.8 806.2
S2 802.9 802.9 813.5
S3 788.9 795.5 812.3
S4 774.9 781.5 808.4
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 6.6% 18.3 2.2% 76% False False 292,609
10 829.2 764.4 64.8 7.9% 17.4 2.1% 80% False False 158,736
20 829.2 764.4 64.8 7.9% 16.5 2.0% 80% False False 79,846
40 829.2 743.5 85.7 10.5% 20.5 2.5% 85% False False 40,070
60 869.4 743.5 125.9 15.4% 17.3 2.1% 58% False False 26,819
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 2.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 883.8
2.618 861.0
1.618 847.0
1.000 838.3
0.618 833.0
HIGH 824.3
0.618 819.0
0.500 817.3
0.382 815.6
LOW 810.3
0.618 801.6
1.000 796.3
1.618 787.6
2.618 773.6
4.250 750.8
Fisher Pivots for day following 20-Sep-2007
Pivot 1 day 3 day
R1 817.3 811.9
PP 816.9 807.6
S1 816.5 803.4

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

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