CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 16-Apr-2007
Day Change Summary
Previous Current
13-Apr-2007 16-Apr-2007 Change Change % Previous Week
Open 827.9 832.4 4.5 0.5% 824.4
High 832.2 844.2 12.0 1.4% 832.2
Low 823.5 832.4 8.9 1.1% 814.9
Close 831.5 842.5 11.0 1.3% 831.5
Range 8.7 11.8 3.1 35.6% 17.3
ATR 8.7 9.0 0.3 3.3% 0.0
Volume 31 66 35 112.9% 347
Daily Pivots for day following 16-Apr-2007
Classic Woodie Camarilla DeMark
R4 875.1 870.6 849.0
R3 863.3 858.8 845.7
R2 851.5 851.5 844.7
R1 847.0 847.0 843.6 849.3
PP 839.7 839.7 839.7 840.8
S1 835.2 835.2 841.4 837.5
S2 827.9 827.9 840.3
S3 816.1 823.4 839.3
S4 804.3 811.6 836.0
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 878.1 872.1 841.0
R3 860.8 854.8 836.3
R2 843.5 843.5 834.7
R1 837.5 837.5 833.1 840.5
PP 826.2 826.2 826.2 827.7
S1 820.2 820.2 829.9 823.2
S2 808.9 808.9 828.3
S3 791.6 802.9 826.7
S4 774.3 785.6 822.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 844.2 814.9 29.3 3.5% 10.1 1.2% 94% True False 82
10 844.2 814.9 29.3 3.5% 7.1 0.8% 94% True False 68
20 844.2 798.4 45.8 5.4% 8.1 1.0% 96% True False 98
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 894.4
2.618 875.1
1.618 863.3
1.000 856.0
0.618 851.5
HIGH 844.2
0.618 839.7
0.500 838.3
0.382 836.9
LOW 832.4
0.618 825.1
1.000 820.6
1.618 813.3
2.618 801.5
4.250 782.3
Fisher Pivots for day following 16-Apr-2007
Pivot 1 day 3 day
R1 841.1 838.2
PP 839.7 833.9
S1 838.3 829.6

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

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