CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 27-Apr-2007
Day Change Summary
Previous Current
26-Apr-2007 27-Apr-2007 Change Change % Previous Week
Open 843.9 842.9 -1.0 -0.1% 840.3
High 847.3 845.4 -1.9 -0.2% 847.3
Low 838.0 838.0 0.0 0.0% 831.7
Close 846.4 842.7 -3.7 -0.4% 842.7
Range 9.3 7.4 -1.9 -20.4% 15.6
ATR 8.9 8.8 0.0 -0.4% 0.0
Volume 126 94 -32 -25.4% 560
Daily Pivots for day following 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 864.2 860.9 846.8
R3 856.8 853.5 844.7
R2 849.4 849.4 844.1
R1 846.1 846.1 843.4 844.1
PP 842.0 842.0 842.0 841.0
S1 838.7 838.7 842.0 836.7
S2 834.6 834.6 841.3
S3 827.2 831.3 840.7
S4 819.8 823.9 838.6
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 887.4 880.6 851.3
R3 871.8 865.0 847.0
R2 856.2 856.2 845.6
R1 849.4 849.4 844.1 852.8
PP 840.6 840.6 840.6 842.3
S1 833.8 833.8 841.3 837.2
S2 825.0 825.0 839.8
S3 809.4 818.2 838.4
S4 793.8 802.6 834.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 847.3 831.7 15.6 1.9% 8.5 1.0% 71% False False 112
10 847.3 826.1 21.2 2.5% 8.6 1.0% 78% False False 111
20 847.3 810.7 36.6 4.3% 7.6 0.9% 87% False False 91
Crabel Price Patterns
NR True
NR4 True
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 1.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 876.9
2.618 864.8
1.618 857.4
1.000 852.8
0.618 850.0
HIGH 845.4
0.618 842.6
0.500 841.7
0.382 840.8
LOW 838.0
0.618 833.4
1.000 830.6
1.618 826.0
2.618 818.6
4.250 806.6
Fisher Pivots for day following 27-Apr-2007
Pivot 1 day 3 day
R1 842.4 842.6
PP 842.0 842.5
S1 841.7 842.4

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

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