CME eMini Russell 2000 Future December 2007


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Trading Metrics calculated at close of trading on 27-Sep-2007
Day Change Summary
Previous Current
26-Sep-2007 27-Sep-2007 Change Change % Previous Week
Open 808.0 814.4 6.4 0.8% 788.9
High 818.6 820.1 1.5 0.2% 829.2
Low 808.0 814.2 6.2 0.8% 777.5
Close 814.4 818.7 4.3 0.5% 816.9
Range 10.6 5.9 -4.7 -44.3% 51.7
ATR 16.0 15.3 -0.7 -4.5% 0.0
Volume 191,541 199,805 8,264 4.3% 1,493,148
Daily Pivots for day following 27-Sep-2007
Classic Woodie Camarilla DeMark
R4 835.4 832.9 821.9
R3 829.5 827.0 820.3
R2 823.6 823.6 819.8
R1 821.1 821.1 819.2 822.4
PP 817.7 817.7 817.7 818.3
S1 815.2 815.2 818.2 816.5
S2 811.8 811.8 817.6
S3 805.9 809.3 817.1
S4 800.0 803.4 815.5
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
5 823.6 801.8 21.8 2.7% 9.7 1.2% 78% False False 205,438
10 829.2 775.2 54.0 6.6% 14.0 1.7% 81% False False 249,024
20 829.2 764.4 64.8 7.9% 14.5 1.8% 84% False False 131,108
40 829.2 743.5 85.7 10.5% 18.5 2.3% 88% False False 65,697
60 869.4 743.5 125.9 15.4% 17.5 2.1% 60% False False 43,923
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 845.2
2.618 835.5
1.618 829.6
1.000 826.0
0.618 823.7
HIGH 820.1
0.618 817.8
0.500 817.2
0.382 816.5
LOW 814.2
0.618 810.6
1.000 808.3
1.618 804.7
2.618 798.8
4.250 789.1
Fisher Pivots for day following 27-Sep-2007
Pivot 1 day 3 day
R1 818.2 816.1
PP 817.7 813.5
S1 817.2 811.0

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

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