CME eMini Russell 2000 Future December 2007


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Trading Metrics calculated at close of trading on 21-Sep-2007
Day Change Summary
Previous Current
20-Sep-2007 21-Sep-2007 Change Change % Previous Week
Open 824.1 815.4 -8.7 -1.1% 788.9
High 824.3 823.6 -0.7 -0.1% 829.2
Low 810.3 814.6 4.3 0.5% 777.5
Close 816.1 816.9 0.8 0.1% 816.9
Range 14.0 9.0 -5.0 -35.7% 51.7
ATR 17.9 17.3 -0.6 -3.5% 0.0
Volume 350,702 274,225 -76,477 -21.8% 1,493,148
Daily Pivots for day following 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 845.4 840.1 821.9
R3 836.4 831.1 819.4
R2 827.4 827.4 818.6
R1 822.1 822.1 817.7 824.8
PP 818.4 818.4 818.4 819.7
S1 813.1 813.1 816.1 815.8
S2 809.4 809.4 815.3
S3 800.4 804.1 814.4
S4 791.4 795.1 812.0
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 963.0 941.6 845.3
R3 911.3 889.9 831.1
R2 859.6 859.6 826.4
R1 838.2 838.2 821.6 848.9
PP 807.9 807.9 807.9 813.2
S1 786.5 786.5 812.2 797.2
S2 756.2 756.2 807.4
S3 704.5 734.8 802.7
S4 652.8 683.1 788.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 829.2 777.5 51.7 6.3% 17.0 2.1% 76% False False 298,629
10 829.2 764.4 64.8 7.9% 16.2 2.0% 81% False False 185,503
20 829.2 764.4 64.8 7.9% 15.9 1.9% 81% False False 93,545
40 829.2 743.5 85.7 10.5% 19.8 2.4% 86% False False 46,899
60 869.4 743.5 125.9 15.4% 17.4 2.1% 58% False False 31,387
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 861.9
2.618 847.2
1.618 838.2
1.000 832.6
0.618 829.2
HIGH 823.6
0.618 820.2
0.500 819.1
0.382 818.0
LOW 814.6
0.618 809.0
1.000 805.6
1.618 800.0
2.618 791.0
4.250 776.4
Fisher Pivots for day following 21-Sep-2007
Pivot 1 day 3 day
R1 819.1 819.8
PP 818.4 818.8
S1 817.6 817.9

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

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