CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 30-Apr-2007
Day Change Summary
Previous Current
27-Apr-2007 30-Apr-2007 Change Change % Previous Week
Open 842.9 843.2 0.3 0.0% 840.3
High 845.4 844.4 -1.0 -0.1% 847.3
Low 838.0 824.4 -13.6 -1.6% 831.7
Close 842.7 826.7 -16.0 -1.9% 842.7
Range 7.4 20.0 12.6 170.3% 15.6
ATR 8.8 9.6 0.8 9.1% 0.0
Volume 94 245 151 160.6% 560
Daily Pivots for day following 30-Apr-2007
Classic Woodie Camarilla DeMark
R4 891.8 879.3 837.7
R3 871.8 859.3 832.2
R2 851.8 851.8 830.4
R1 839.3 839.3 828.5 835.6
PP 831.8 831.8 831.8 830.0
S1 819.3 819.3 824.9 815.6
S2 811.8 811.8 823.0
S3 791.8 799.3 821.2
S4 771.8 779.3 815.7
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
5 847.3 824.4 22.9 2.8% 11.3 1.4% 10% False True 123
10 847.3 824.4 22.9 2.8% 9.5 1.1% 10% False True 129
20 847.3 814.9 32.4 3.9% 8.3 1.0% 36% False False 98
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 2.0
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 929.4
2.618 896.8
1.618 876.8
1.000 864.4
0.618 856.8
HIGH 844.4
0.618 836.8
0.500 834.4
0.382 832.0
LOW 824.4
0.618 812.0
1.000 804.4
1.618 792.0
2.618 772.0
4.250 739.4
Fisher Pivots for day following 30-Apr-2007
Pivot 1 day 3 day
R1 834.4 835.9
PP 831.8 832.8
S1 829.3 829.8

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

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