CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 17-Apr-2007
Day Change Summary
Previous Current
16-Apr-2007 17-Apr-2007 Change Change % Previous Week
Open 832.4 840.8 8.4 1.0% 824.4
High 844.2 845.4 1.2 0.1% 832.2
Low 832.4 838.1 5.7 0.7% 814.9
Close 842.5 840.8 -1.7 -0.2% 831.5
Range 11.8 7.3 -4.5 -38.1% 17.3
ATR 9.0 8.9 -0.1 -1.4% 0.0
Volume 66 278 212 321.2% 347
Daily Pivots for day following 17-Apr-2007
Classic Woodie Camarilla DeMark
R4 863.3 859.4 844.8
R3 856.0 852.1 842.8
R2 848.7 848.7 842.1
R1 844.8 844.8 841.5 844.5
PP 841.4 841.4 841.4 841.3
S1 837.5 837.5 840.1 837.2
S2 834.1 834.1 839.5
S3 826.8 830.2 838.8
S4 819.5 822.9 836.8
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
5 845.4 814.9 30.5 3.6% 10.3 1.2% 85% True False 119
10 845.4 814.9 30.5 3.6% 7.2 0.9% 85% True False 87
20 845.4 804.2 41.2 4.9% 8.0 1.0% 89% True False 106
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 876.4
2.618 864.5
1.618 857.2
1.000 852.7
0.618 849.9
HIGH 845.4
0.618 842.6
0.500 841.8
0.382 840.9
LOW 838.1
0.618 833.6
1.000 830.8
1.618 826.3
2.618 819.0
4.250 807.1
Fisher Pivots for day following 17-Apr-2007
Pivot 1 day 3 day
R1 841.8 838.7
PP 841.4 836.6
S1 841.1 834.5

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

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