CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 26-Oct-2007
Day Change Summary
Previous Current
25-Oct-2007 26-Oct-2007 Change Change % Previous Week
Open 815.2 814.7 -0.5 -0.1% 798.0
High 821.2 827.2 6.0 0.7% 827.2
Low 802.2 811.0 8.8 1.1% 785.3
Close 813.5 826.7 13.2 1.6% 826.7
Range 19.0 16.2 -2.8 -14.7% 41.9
ATR 17.2 17.1 -0.1 -0.4% 0.0
Volume 350,417 290,361 -60,056 -17.1% 1,478,481
Daily Pivots for day following 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 870.2 864.7 835.6
R3 854.0 848.5 831.2
R2 837.8 837.8 829.7
R1 832.3 832.3 828.2 835.1
PP 821.6 821.6 821.6 823.0
S1 816.1 816.1 825.2 818.9
S2 805.4 805.4 823.7
S3 789.2 799.9 822.2
S4 773.0 783.7 817.8
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 938.8 924.6 849.7
R3 896.9 882.7 838.2
R2 855.0 855.0 834.4
R1 840.8 840.8 830.5 847.9
PP 813.1 813.1 813.1 816.6
S1 798.9 798.9 822.9 806.0
S2 771.2 771.2 819.0
S3 729.3 757.0 815.2
S4 687.4 715.1 803.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 827.2 785.3 41.9 5.1% 20.3 2.5% 99% True False 295,696
10 848.8 785.3 63.5 7.7% 19.6 2.4% 65% False False 258,576
20 858.0 785.3 72.7 8.8% 16.5 2.0% 57% False False 224,318
40 858.0 764.4 93.6 11.3% 15.4 1.9% 67% False False 181,905
60 858.0 743.5 114.5 13.9% 17.9 2.2% 73% False False 121,365
80 869.4 743.5 125.9 15.2% 17.3 2.1% 66% False False 91,120
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 4.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 896.1
2.618 869.6
1.618 853.4
1.000 843.4
0.618 837.2
HIGH 827.2
0.618 821.0
0.500 819.1
0.382 817.2
LOW 811.0
0.618 801.0
1.000 794.8
1.618 784.8
2.618 768.6
4.250 742.2
Fisher Pivots for day following 26-Oct-2007
Pivot 1 day 3 day
R1 824.2 822.0
PP 821.6 817.2
S1 819.1 812.5

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

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