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CME eMini Russell 2000 Future December 2007


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Trading Metrics calculated at close of trading on 03-Oct-2007
Day Change Summary
Previous Current
02-Oct-2007 03-Oct-2007 Change Change % Previous Week
Open 829.7 835.0 5.3 0.6% 815.9
High 838.3 836.8 -1.5 -0.2% 821.5
Low 828.4 828.4 0.0 0.0% 801.8
Close 835.0 832.4 -2.6 -0.3% 813.2
Range 9.9 8.4 -1.5 -15.2% 19.7
ATR 15.3 14.8 -0.5 -3.2% 0.0
Volume 227,254 202,372 -24,882 -10.9% 920,926
Daily Pivots for day following 03-Oct-2007
Classic Woodie Camarilla DeMark
R4 857.7 853.5 837.0
R3 849.3 845.1 834.7
R2 840.9 840.9 833.9
R1 836.7 836.7 833.2 834.6
PP 832.5 832.5 832.5 831.5
S1 828.3 828.3 831.6 826.2
S2 824.1 824.1 830.9
S3 815.7 819.9 830.1
S4 807.3 811.5 827.8
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
5 838.3 808.1 30.2 3.6% 12.2 1.5% 80% False False 202,716
10 838.3 801.8 36.5 4.4% 11.8 1.4% 84% False False 219,167
20 838.3 764.4 73.9 8.9% 14.5 1.7% 92% False False 171,545
40 838.3 743.5 94.8 11.4% 17.6 2.1% 94% False False 86,020
60 869.4 743.5 125.9 15.1% 17.8 2.1% 71% False False 57,472
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 1.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 872.5
2.618 858.8
1.618 850.4
1.000 845.2
0.618 842.0
HIGH 836.8
0.618 833.6
0.500 832.6
0.382 831.6
LOW 828.4
0.618 823.2
1.000 820.0
1.618 814.8
2.618 806.4
4.250 792.7
Fisher Pivots for day following 03-Oct-2007
Pivot 1 day 3 day
R1 832.6 829.3
PP 832.5 826.3
S1 832.5 823.2

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

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