CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 09-Apr-2007
Day Change Summary
Previous Current
06-Apr-2007 09-Apr-2007 Change Change % Previous Week
Open 823.8 824.4 0.6 0.1% 814.5
High 823.8 826.9 3.1 0.4% 826.8
Low 823.8 822.1 -1.7 -0.2% 810.7
Close 823.8 824.3 0.5 0.1% 823.8
Range 0.0 4.8 4.8 16.1
ATR 8.6 8.4 -0.3 -3.2% 0.0
Volume 110 0 -110 -100.0% 376
Daily Pivots for day following 09-Apr-2007
Classic Woodie Camarilla DeMark
R4 838.8 836.4 826.9
R3 834.0 831.6 825.6
R2 829.2 829.2 825.2
R1 826.8 826.8 824.7 825.6
PP 824.4 824.4 824.4 823.9
S1 822.0 822.0 823.9 820.8
S2 819.6 819.6 823.4
S3 814.8 817.2 823.0
S4 810.0 812.4 821.7
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 868.7 862.4 832.7
R3 852.6 846.3 828.2
R2 836.5 836.5 826.8
R1 830.2 830.2 825.3 833.4
PP 820.4 820.4 820.4 822.0
S1 814.1 814.1 822.3 817.3
S2 804.3 804.3 820.8
S3 788.2 798.0 819.4
S4 772.1 781.9 814.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 826.9 819.9 7.0 0.8% 4.0 0.5% 63% True False 54
10 826.9 804.2 22.7 2.8% 6.6 0.8% 89% True False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 847.3
2.618 839.5
1.618 834.7
1.000 831.7
0.618 829.9
HIGH 826.9
0.618 825.1
0.500 824.5
0.382 823.9
LOW 822.1
0.618 819.1
1.000 817.3
1.618 814.3
2.618 809.5
4.250 801.7
Fisher Pivots for day following 09-Apr-2007
Pivot 1 day 3 day
R1 824.5 824.5
PP 824.4 824.4
S1 824.4 824.4

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

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