CME eMini Russell 2000 Future December 2007


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Trading Metrics calculated at close of trading on 25-Oct-2007
Day Change Summary
Previous Current
24-Oct-2007 25-Oct-2007 Change Change % Previous Week
Open 819.3 815.2 -4.1 -0.5% 847.6
High 819.4 821.2 1.8 0.2% 848.8
Low 797.8 802.2 4.4 0.6% 797.6
Close 815.2 813.5 -1.7 -0.2% 798.2
Range 21.6 19.0 -2.6 -12.0% 51.2
ATR 17.1 17.2 0.1 0.8% 0.0
Volume 231,799 350,417 118,618 51.2% 1,107,284
Daily Pivots for day following 25-Oct-2007
Classic Woodie Camarilla DeMark
R4 869.3 860.4 824.0
R3 850.3 841.4 818.7
R2 831.3 831.3 817.0
R1 822.4 822.4 815.2 817.4
PP 812.3 812.3 812.3 809.8
S1 803.4 803.4 811.8 798.4
S2 793.3 793.3 810.0
S3 774.3 784.4 808.3
S4 755.3 765.4 803.1
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
5 829.6 785.3 44.3 5.4% 23.5 2.9% 64% False False 275,923
10 849.7 785.3 64.4 7.9% 19.2 2.4% 44% False False 258,788
20 858.0 785.3 72.7 8.9% 16.3 2.0% 39% False False 218,198
40 858.0 764.4 93.6 11.5% 15.4 1.9% 52% False False 174,653
60 858.0 743.5 114.5 14.1% 17.8 2.2% 61% False False 116,530
80 869.4 743.5 125.9 15.5% 17.2 2.1% 56% False False 87,492
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 4.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 902.0
2.618 870.9
1.618 851.9
1.000 840.2
0.618 832.9
HIGH 821.2
0.618 813.9
0.500 811.7
0.382 809.5
LOW 802.2
0.618 790.5
1.000 783.2
1.618 771.5
2.618 752.5
4.250 721.5
Fisher Pivots for day following 25-Oct-2007
Pivot 1 day 3 day
R1 812.9 812.4
PP 812.3 811.3
S1 811.7 810.2

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

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