CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 25-Sep-2007
Day Change Summary
Previous Current
24-Sep-2007 25-Sep-2007 Change Change % Previous Week
Open 815.9 811.5 -4.4 -0.5% 788.9
High 821.5 811.5 -10.0 -1.2% 829.2
Low 808.2 801.8 -6.4 -0.8% 777.5
Close 811.6 808.3 -3.3 -0.4% 816.9
Range 13.3 9.7 -3.6 -27.1% 51.7
ATR 17.0 16.5 -0.5 -3.0% 0.0
Volume 158,154 203,469 45,315 28.7% 1,493,148
Daily Pivots for day following 25-Sep-2007
Classic Woodie Camarilla DeMark
R4 836.3 832.0 813.6
R3 826.6 822.3 811.0
R2 816.9 816.9 810.1
R1 812.6 812.6 809.2 809.9
PP 807.2 807.2 807.2 805.9
S1 802.9 802.9 807.4 800.2
S2 797.5 797.5 806.5
S3 787.8 793.2 805.6
S4 778.1 783.5 803.0
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
5 829.2 801.8 27.4 3.4% 12.4 1.5% 24% False True 275,029
10 829.2 775.2 54.0 6.7% 14.5 1.8% 61% False False 219,312
20 829.2 764.4 64.8 8.0% 15.8 2.0% 68% False False 111,581
40 829.2 743.5 85.7 10.6% 19.2 2.4% 76% False False 55,924
60 869.4 743.5 125.9 15.6% 17.3 2.1% 51% False False 37,404
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 2.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 852.7
2.618 836.9
1.618 827.2
1.000 821.2
0.618 817.5
HIGH 811.5
0.618 807.8
0.500 806.7
0.382 805.5
LOW 801.8
0.618 795.8
1.000 792.1
1.618 786.1
2.618 776.4
4.250 760.6
Fisher Pivots for day following 25-Sep-2007
Pivot 1 day 3 day
R1 807.8 812.7
PP 807.2 811.2
S1 806.7 809.8

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

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