CME eMini Russell 2000 Future December 2007


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Trading Metrics calculated at close of trading on 22-Oct-2007
Day Change Summary
Previous Current
19-Oct-2007 22-Oct-2007 Change Change % Previous Week
Open 828.2 798.0 -30.2 -3.6% 847.6
High 829.6 816.5 -13.1 -1.6% 848.8
Low 797.6 785.3 -12.3 -1.5% 797.6
Close 798.2 814.8 16.6 2.1% 798.2
Range 32.0 31.2 -0.8 -2.5% 51.2
ATR 15.8 16.9 1.1 7.0% 0.0
Volume 191,498 306,993 115,495 60.3% 1,107,284
Daily Pivots for day following 22-Oct-2007
Classic Woodie Camarilla DeMark
R4 899.1 888.2 832.0
R3 867.9 857.0 823.4
R2 836.7 836.7 820.5
R1 825.8 825.8 817.7 831.3
PP 805.5 805.5 805.5 808.3
S1 794.6 794.6 811.9 800.1
S2 774.3 774.3 809.1
S3 743.1 763.4 806.2
S4 711.9 732.2 797.6
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
5 839.6 785.3 54.3 6.7% 21.1 2.6% 54% False True 241,982
10 858.0 785.3 72.7 8.9% 18.0 2.2% 41% False True 215,741
20 858.0 785.3 72.7 8.9% 14.9 1.8% 41% False True 203,882
40 858.0 764.4 93.6 11.5% 15.4 1.9% 54% False False 152,657
60 858.0 743.5 114.5 14.1% 17.9 2.2% 62% False False 101,856
80 869.4 743.5 125.9 15.5% 16.7 2.0% 57% False False 76,483
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 4.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 949.1
2.618 898.2
1.618 867.0
1.000 847.7
0.618 835.8
HIGH 816.5
0.618 804.6
0.500 800.9
0.382 797.2
LOW 785.3
0.618 766.0
1.000 754.1
1.618 734.8
2.618 703.6
4.250 652.7
Fisher Pivots for day following 22-Oct-2007
Pivot 1 day 3 day
R1 810.2 812.8
PP 805.5 810.8
S1 800.9 808.8

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

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