CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 28-Sep-2007
Day Change Summary
Previous Current
27-Sep-2007 28-Sep-2007 Change Change % Previous Week
Open 814.4 818.6 4.2 0.5% 815.9
High 820.1 821.3 1.2 0.1% 821.5
Low 814.2 808.2 -6.0 -0.7% 801.8
Close 818.7 813.2 -5.5 -0.7% 813.2
Range 5.9 13.1 7.2 122.0% 19.7
ATR 15.3 15.2 -0.2 -1.0% 0.0
Volume 199,805 167,957 -31,848 -15.9% 920,926
Daily Pivots for day following 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 853.5 846.5 820.4
R3 840.4 833.4 816.8
R2 827.3 827.3 815.6
R1 820.3 820.3 814.4 817.3
PP 814.2 814.2 814.2 812.7
S1 807.2 807.2 812.0 804.2
S2 801.1 801.1 810.8
S3 788.0 794.1 809.6
S4 774.9 781.0 806.0
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 871.3 861.9 824.0
R3 851.6 842.2 818.6
R2 831.9 831.9 816.8
R1 822.5 822.5 815.0 817.4
PP 812.2 812.2 812.2 809.6
S1 802.8 802.8 811.4 797.7
S2 792.5 792.5 809.6
S3 772.8 783.1 807.8
S4 753.1 763.4 802.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 821.5 801.8 19.7 2.4% 10.5 1.3% 58% False False 184,185
10 829.2 777.5 51.7 6.4% 13.8 1.7% 69% False False 241,407
20 829.2 764.4 64.8 8.0% 14.4 1.8% 75% False False 139,493
40 829.2 743.5 85.7 10.5% 18.6 2.3% 81% False False 69,889
60 869.4 743.5 125.9 15.5% 17.6 2.2% 55% False False 46,721
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 877.0
2.618 855.6
1.618 842.5
1.000 834.4
0.618 829.4
HIGH 821.3
0.618 816.3
0.500 814.8
0.382 813.2
LOW 808.2
0.618 800.1
1.000 795.1
1.618 787.0
2.618 773.9
4.250 752.5
Fisher Pivots for day following 28-Sep-2007
Pivot 1 day 3 day
R1 814.8 814.7
PP 814.2 814.2
S1 813.7 813.7

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

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