CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 25-Apr-2007
Day Change Summary
Previous Current
24-Apr-2007 25-Apr-2007 Change Change % Previous Week
Open 841.3 838.4 -2.9 -0.3% 832.4
High 841.9 846.9 5.0 0.6% 845.4
Low 831.7 837.5 5.8 0.7% 826.1
Close 839.5 842.1 2.6 0.3% 841.3
Range 10.2 9.4 -0.8 -7.8% 19.3
ATR 8.8 8.8 0.0 0.5% 0.0
Volume 66 85 19 28.8% 552
Daily Pivots for day following 25-Apr-2007
Classic Woodie Camarilla DeMark
R4 870.4 865.6 847.3
R3 861.0 856.2 844.7
R2 851.6 851.6 843.8
R1 846.8 846.8 843.0 849.2
PP 842.2 842.2 842.2 843.4
S1 837.4 837.4 841.2 839.8
S2 832.8 832.8 840.4
S3 823.4 828.0 839.5
S4 814.0 818.6 836.9
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 895.5 887.7 851.9
R3 876.2 868.4 846.6
R2 856.9 856.9 844.8
R1 849.1 849.1 843.1 853.0
PP 837.6 837.6 837.6 839.6
S1 829.8 829.8 839.5 833.7
S2 818.3 818.3 837.8
S3 799.0 810.5 836.0
S4 779.7 791.2 830.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 846.9 826.1 20.8 2.5% 9.0 1.1% 77% True False 95
10 846.9 814.9 32.0 3.8% 9.1 1.1% 85% True False 97
20 846.9 804.2 42.7 5.1% 7.9 0.9% 89% True False 95
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 2.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 886.9
2.618 871.5
1.618 862.1
1.000 856.3
0.618 852.7
HIGH 846.9
0.618 843.3
0.500 842.2
0.382 841.1
LOW 837.5
0.618 831.7
1.000 828.1
1.618 822.3
2.618 812.9
4.250 797.6
Fisher Pivots for day following 25-Apr-2007
Pivot 1 day 3 day
R1 842.2 841.2
PP 842.2 840.2
S1 842.1 839.3

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

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