CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 03-May-2007
Day Change Summary
Previous Current
02-May-2007 03-May-2007 Change Change % Previous Week
Open 829.9 838.7 8.8 1.1% 840.3
High 841.1 842.2 1.1 0.1% 847.3
Low 826.1 836.6 10.5 1.3% 831.7
Close 838.4 839.4 1.0 0.1% 842.7
Range 15.0 5.6 -9.4 -62.7% 15.6
ATR 10.0 9.7 -0.3 -3.2% 0.0
Volume 823 366 -457 -55.5% 560
Daily Pivots for day following 03-May-2007
Classic Woodie Camarilla DeMark
R4 856.2 853.4 842.5
R3 850.6 847.8 840.9
R2 845.0 845.0 840.4
R1 842.2 842.2 839.9 843.6
PP 839.4 839.4 839.4 840.1
S1 836.6 836.6 838.9 838.0
S2 833.8 833.8 838.4
S3 828.2 831.0 837.9
S4 822.6 825.4 836.3
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
5 845.4 818.2 27.2 3.2% 11.6 1.4% 78% False False 342
10 847.3 818.2 29.1 3.5% 10.3 1.2% 73% False False 230
20 847.3 814.9 32.4 3.9% 9.0 1.1% 76% False False 159
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 866.0
2.618 856.9
1.618 851.3
1.000 847.8
0.618 845.7
HIGH 842.2
0.618 840.1
0.500 839.4
0.382 838.7
LOW 836.6
0.618 833.1
1.000 831.0
1.618 827.5
2.618 821.9
4.250 812.8
Fisher Pivots for day following 03-May-2007
Pivot 1 day 3 day
R1 839.4 836.3
PP 839.4 833.3
S1 839.4 830.2

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

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