CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 22-May-2007
Day Change Summary
Previous Current
21-May-2007 22-May-2007 Change Change % Previous Week
Open 831.6 842.3 10.7 1.3% 838.1
High 847.0 851.2 4.2 0.5% 841.7
Low 831.2 841.0 9.8 1.2% 819.5
Close 842.7 848.0 5.3 0.6% 832.4
Range 15.8 10.2 -5.6 -35.4% 22.2
ATR 10.8 10.7 0.0 -0.4% 0.0
Volume 371 1,156 785 211.6% 16,271
Daily Pivots for day following 22-May-2007
Classic Woodie Camarilla DeMark
R4 877.3 872.9 853.6
R3 867.1 862.7 850.8
R2 856.9 856.9 849.9
R1 852.5 852.5 848.9 854.7
PP 846.7 846.7 846.7 847.9
S1 842.3 842.3 847.1 844.5
S2 836.5 836.5 846.1
S3 826.3 832.1 845.2
S4 816.1 821.9 842.4
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 897.8 887.3 844.6
R3 875.6 865.1 838.5
R2 853.4 853.4 836.5
R1 842.9 842.9 834.4 837.1
PP 831.2 831.2 831.2 828.3
S1 820.7 820.7 830.4 814.9
S2 809.0 809.0 828.3
S3 786.8 798.5 826.3
S4 764.6 776.3 820.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 851.2 819.5 31.7 3.7% 11.4 1.3% 90% True False 1,446
10 851.2 819.5 31.7 3.7% 12.0 1.4% 90% True False 1,851
20 851.2 818.2 33.0 3.9% 10.9 1.3% 90% True False 1,041
40 851.2 804.2 47.0 5.5% 9.4 1.1% 93% True False 568
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 2.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 894.6
2.618 877.9
1.618 867.7
1.000 861.4
0.618 857.5
HIGH 851.2
0.618 847.3
0.500 846.1
0.382 844.9
LOW 841.0
0.618 834.7
1.000 830.8
1.618 824.5
2.618 814.3
4.250 797.7
Fisher Pivots for day following 22-May-2007
Pivot 1 day 3 day
R1 847.4 844.2
PP 846.7 840.3
S1 846.1 836.5

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

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