CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 12-Apr-2007
Day Change Summary
Previous Current
11-Apr-2007 12-Apr-2007 Change Change % Previous Week
Open 827.2 817.8 -9.4 -1.1% 814.5
High 827.5 827.5 0.0 0.0% 826.8
Low 816.2 814.9 -1.3 -0.2% 810.7
Close 820.9 826.1 5.2 0.6% 823.8
Range 11.3 12.6 1.3 11.5% 16.1
ATR 8.4 8.7 0.3 3.5% 0.0
Volume 169 53 -116 -68.6% 376
Daily Pivots for day following 12-Apr-2007
Classic Woodie Camarilla DeMark
R4 860.6 856.0 833.0
R3 848.0 843.4 829.6
R2 835.4 835.4 828.4
R1 830.8 830.8 827.3 833.1
PP 822.8 822.8 822.8 824.0
S1 818.2 818.2 824.9 820.5
S2 810.2 810.2 823.8
S3 797.6 805.6 822.6
S4 785.0 793.0 819.2
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
5 829.1 814.9 14.2 1.7% 7.0 0.8% 79% False True 85
10 829.1 806.5 22.6 2.7% 6.8 0.8% 87% False False 86
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 1.7
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 881.1
2.618 860.5
1.618 847.9
1.000 840.1
0.618 835.3
HIGH 827.5
0.618 822.7
0.500 821.2
0.382 819.7
LOW 814.9
0.618 807.1
1.000 802.3
1.618 794.5
2.618 781.9
4.250 761.4
Fisher Pivots for day following 12-Apr-2007
Pivot 1 day 3 day
R1 824.5 824.7
PP 822.8 823.4
S1 821.2 822.0

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

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