CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 15-Oct-2007
Day Change Summary
Previous Current
12-Oct-2007 15-Oct-2007 Change Change % Previous Week
Open 840.3 847.6 7.3 0.9% 850.0
High 849.7 848.8 -0.9 -0.1% 858.0
Low 837.5 828.5 -9.0 -1.1% 835.0
Close 846.8 837.5 -9.3 -1.1% 846.8
Range 12.2 20.3 8.1 66.4% 23.0
ATR 14.2 14.6 0.4 3.1% 0.0
Volume 292,480 204,363 -88,117 -30.1% 949,577
Daily Pivots for day following 15-Oct-2007
Classic Woodie Camarilla DeMark
R4 899.2 888.6 848.7
R3 878.9 868.3 843.1
R2 858.6 858.6 841.2
R1 848.0 848.0 839.4 843.2
PP 838.3 838.3 838.3 835.8
S1 827.7 827.7 835.6 822.9
S2 818.0 818.0 833.8
S3 797.7 807.4 831.9
S4 777.4 787.1 826.3
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 915.6 904.2 859.5
R3 892.6 881.2 853.1
R2 869.6 869.6 851.0
R1 858.2 858.2 848.9 852.4
PP 846.6 846.6 846.6 843.7
S1 835.2 835.2 844.7 829.4
S2 823.6 823.6 842.6
S3 800.6 812.2 840.5
S4 777.6 789.2 834.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 858.0 828.5 29.5 3.5% 14.9 1.8% 31% False True 189,500
10 858.0 828.4 29.6 3.5% 13.0 1.6% 31% False False 188,876
20 858.0 777.5 80.5 9.6% 14.1 1.7% 75% False False 215,227
40 858.0 764.4 93.6 11.2% 14.5 1.7% 78% False False 122,443
60 858.0 743.5 114.5 13.7% 18.1 2.2% 82% False False 81,738
80 869.4 743.5 125.9 15.0% 16.3 1.9% 75% False False 61,373
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 935.1
2.618 901.9
1.618 881.6
1.000 869.1
0.618 861.3
HIGH 848.8
0.618 841.0
0.500 838.7
0.382 836.3
LOW 828.5
0.618 816.0
1.000 808.2
1.618 795.7
2.618 775.4
4.250 742.2
Fisher Pivots for day following 15-Oct-2007
Pivot 1 day 3 day
R1 838.7 843.3
PP 838.3 841.3
S1 837.9 839.4

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

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