CME eMini Russell 2000 Future December 2007


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Trading Metrics calculated at close of trading on 18-Oct-2007
Day Change Summary
Previous Current
17-Oct-2007 18-Oct-2007 Change Change % Previous Week
Open 828.5 831.1 2.6 0.3% 850.0
High 837.5 832.3 -5.2 -0.6% 858.0
Low 818.5 821.7 3.2 0.4% 835.0
Close 830.4 828.5 -1.9 -0.2% 846.8
Range 19.0 10.6 -8.4 -44.2% 23.0
ATR 14.8 14.5 -0.3 -2.0% 0.0
Volume 204,696 251,553 46,857 22.9% 949,577
Daily Pivots for day following 18-Oct-2007
Classic Woodie Camarilla DeMark
R4 859.3 854.5 834.3
R3 848.7 843.9 831.4
R2 838.1 838.1 830.4
R1 833.3 833.3 829.5 830.4
PP 827.5 827.5 827.5 826.1
S1 822.7 822.7 827.5 819.8
S2 816.9 816.9 826.6
S3 806.3 812.1 825.6
S4 795.7 801.5 822.7
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
5 849.7 818.5 31.2 3.8% 14.9 1.8% 32% False False 241,653
10 858.0 818.5 39.5 4.8% 14.7 1.8% 25% False False 199,034
20 858.0 801.8 56.2 6.8% 12.9 1.6% 48% False False 200,576
40 858.0 764.4 93.6 11.3% 14.7 1.8% 68% False False 140,211
60 858.0 743.5 114.5 13.8% 17.9 2.2% 74% False False 93,572
80 869.4 743.5 125.9 15.2% 16.2 2.0% 68% False False 70,258
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.9
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 877.4
2.618 860.1
1.618 849.5
1.000 842.9
0.618 838.9
HIGH 832.3
0.618 828.3
0.500 827.0
0.382 825.7
LOW 821.7
0.618 815.1
1.000 811.1
1.618 804.5
2.618 793.9
4.250 776.7
Fisher Pivots for day following 18-Oct-2007
Pivot 1 day 3 day
R1 828.0 829.1
PP 827.5 828.9
S1 827.0 828.7

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

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