CME eMini Russell 2000 Future December 2007


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Trading Metrics calculated at close of trading on 02-Oct-2007
Day Change Summary
Previous Current
01-Oct-2007 02-Oct-2007 Change Change % Previous Week
Open 810.5 829.7 19.2 2.4% 815.9
High 831.7 838.3 6.6 0.8% 821.5
Low 808.1 828.4 20.3 2.5% 801.8
Close 829.8 835.0 5.2 0.6% 813.2
Range 23.6 9.9 -13.7 -58.1% 19.7
ATR 15.8 15.3 -0.4 -2.7% 0.0
Volume 216,195 227,254 11,059 5.1% 920,926
Daily Pivots for day following 02-Oct-2007
Classic Woodie Camarilla DeMark
R4 863.6 859.2 840.4
R3 853.7 849.3 837.7
R2 843.8 843.8 836.8
R1 839.4 839.4 835.9 841.6
PP 833.9 833.9 833.9 835.0
S1 829.5 829.5 834.1 831.7
S2 824.0 824.0 833.2
S3 814.1 819.6 832.3
S4 804.2 809.7 829.6
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
5 838.3 808.0 30.3 3.6% 12.6 1.5% 89% True False 200,550
10 838.3 801.8 36.5 4.4% 12.5 1.5% 91% True False 237,789
20 838.3 764.4 73.9 8.9% 14.6 1.8% 96% True False 161,606
40 838.3 743.5 94.8 11.4% 18.0 2.2% 97% True False 80,970
60 869.4 743.5 125.9 15.1% 17.9 2.1% 73% False False 54,102
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 1.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 880.4
2.618 864.2
1.618 854.3
1.000 848.2
0.618 844.4
HIGH 838.3
0.618 834.5
0.500 833.4
0.382 832.2
LOW 828.4
0.618 822.3
1.000 818.5
1.618 812.4
2.618 802.5
4.250 786.3
Fisher Pivots for day following 02-Oct-2007
Pivot 1 day 3 day
R1 834.5 831.1
PP 833.9 827.1
S1 833.4 823.2

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

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