CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 24-Sep-2007
Day Change Summary
Previous Current
21-Sep-2007 24-Sep-2007 Change Change % Previous Week
Open 815.4 815.9 0.5 0.1% 788.9
High 823.6 821.5 -2.1 -0.3% 829.2
Low 814.6 808.2 -6.4 -0.8% 777.5
Close 816.9 811.6 -5.3 -0.6% 816.9
Range 9.0 13.3 4.3 47.8% 51.7
ATR 17.3 17.0 -0.3 -1.6% 0.0
Volume 274,225 158,154 -116,071 -42.3% 1,493,148
Daily Pivots for day following 24-Sep-2007
Classic Woodie Camarilla DeMark
R4 853.7 845.9 818.9
R3 840.4 832.6 815.3
R2 827.1 827.1 814.0
R1 819.3 819.3 812.8 816.6
PP 813.8 813.8 813.8 812.4
S1 806.0 806.0 810.4 803.3
S2 800.5 800.5 809.2
S3 787.2 792.7 807.9
S4 773.9 779.4 804.3
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 6.4% 17.8 2.2% 66% False False 287,361
10 829.2 773.8 55.4 6.8% 15.1 1.9% 68% False False 200,993
20 829.2 764.4 64.8 8.0% 15.9 2.0% 73% False False 101,431
40 829.2 743.5 85.7 10.6% 19.4 2.4% 79% False False 50,844
60 869.4 743.5 125.9 15.5% 17.3 2.1% 54% False False 34,016
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 878.0
2.618 856.3
1.618 843.0
1.000 834.8
0.618 829.7
HIGH 821.5
0.618 816.4
0.500 814.9
0.382 813.3
LOW 808.2
0.618 800.0
1.000 794.9
1.618 786.7
2.618 773.4
4.250 751.7
Fisher Pivots for day following 24-Sep-2007
Pivot 1 day 3 day
R1 814.9 816.3
PP 813.8 814.7
S1 812.7 813.2

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

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