CME eMini Russell 2000 Future December 2007


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Trading Metrics calculated at close of trading on 19-Oct-2007
Day Change Summary
Previous Current
18-Oct-2007 19-Oct-2007 Change Change % Previous Week
Open 831.1 828.2 -2.9 -0.3% 847.6
High 832.3 829.6 -2.7 -0.3% 848.8
Low 821.7 797.6 -24.1 -2.9% 797.6
Close 828.5 798.2 -30.3 -3.7% 798.2
Range 10.6 32.0 21.4 201.9% 51.2
ATR 14.5 15.8 1.2 8.6% 0.0
Volume 251,553 191,498 -60,055 -23.9% 1,107,284
Daily Pivots for day following 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 904.5 883.3 815.8
R3 872.5 851.3 807.0
R2 840.5 840.5 804.1
R1 819.3 819.3 801.1 813.9
PP 808.5 808.5 808.5 805.8
S1 787.3 787.3 795.3 781.9
S2 776.5 776.5 792.3
S3 744.5 755.3 789.4
S4 712.5 723.3 780.6
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 968.5 934.5 826.4
R3 917.3 883.3 812.3
R2 866.1 866.1 807.6
R1 832.1 832.1 802.9 823.5
PP 814.9 814.9 814.9 810.6
S1 780.9 780.9 793.5 772.3
S2 763.7 763.7 788.8
S3 712.5 729.7 784.1
S4 661.3 678.5 770.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 848.8 797.6 51.2 6.4% 18.9 2.4% 1% False True 221,456
10 858.0 797.6 60.4 7.6% 15.8 2.0% 1% False True 205,686
20 858.0 797.6 60.4 7.6% 14.0 1.8% 1% False True 196,440
40 858.0 764.4 93.6 11.7% 14.9 1.9% 36% False False 144,992
60 858.0 743.5 114.5 14.3% 17.9 2.2% 48% False False 96,746
80 869.4 743.5 125.9 15.8% 16.5 2.1% 43% False False 72,650
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 965.6
2.618 913.4
1.618 881.4
1.000 861.6
0.618 849.4
HIGH 829.6
0.618 817.4
0.500 813.6
0.382 809.8
LOW 797.6
0.618 777.8
1.000 765.6
1.618 745.8
2.618 713.8
4.250 661.6
Fisher Pivots for day following 19-Oct-2007
Pivot 1 day 3 day
R1 813.6 817.6
PP 808.5 811.1
S1 803.3 804.7

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

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