CME eMini Russell 2000 Future December 2007


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Trading Metrics calculated at close of trading on 10-Oct-2007
Day Change Summary
Previous Current
09-Oct-2007 10-Oct-2007 Change Change % Previous Week
Open 844.2 851.4 7.2 0.9% 810.5
High 852.4 851.7 -0.7 -0.1% 853.2
Low 841.8 843.4 1.6 0.2% 808.1
Close 851.6 850.3 -1.3 -0.2% 850.2
Range 10.6 8.3 -2.3 -21.7% 45.1
ATR 14.1 13.7 -0.4 -2.9% 0.0
Volume 117,061 167,266 50,205 42.9% 951,023
Daily Pivots for day following 10-Oct-2007
Classic Woodie Camarilla DeMark
R4 873.4 870.1 854.9
R3 865.1 861.8 852.6
R2 856.8 856.8 851.8
R1 853.5 853.5 851.1 851.0
PP 848.5 848.5 848.5 847.2
S1 845.2 845.2 849.5 842.7
S2 840.2 840.2 848.8
S3 831.9 836.9 848.0
S4 823.6 828.6 845.7
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 972.5 956.4 875.0
R3 927.4 911.3 862.6
R2 882.3 882.3 858.5
R1 866.2 866.2 854.3 874.3
PP 837.2 837.2 837.2 841.2
S1 821.1 821.1 846.1 829.2
S2 792.1 792.1 841.9
S3 747.0 776.0 837.8
S4 701.9 730.9 825.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 853.2 828.7 24.5 2.9% 11.3 1.3% 88% False False 159,193
10 853.2 808.1 45.1 5.3% 11.7 1.4% 94% False False 180,955
20 853.2 775.2 78.0 9.2% 13.3 1.6% 96% False False 208,928
40 853.2 743.5 109.7 12.9% 15.7 1.9% 97% False False 105,884
60 866.0 743.5 122.5 14.4% 17.9 2.1% 87% False False 70,704
80 869.4 743.5 125.9 14.8% 16.1 1.9% 85% False False 53,085
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 887.0
2.618 873.4
1.618 865.1
1.000 860.0
0.618 856.8
HIGH 851.7
0.618 848.5
0.500 847.6
0.382 846.6
LOW 843.4
0.618 838.3
1.000 835.1
1.618 830.0
2.618 821.7
4.250 808.1
Fisher Pivots for day following 10-Oct-2007
Pivot 1 day 3 day
R1 849.4 849.2
PP 848.5 848.0
S1 847.6 846.9

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

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