CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 24-May-2007
Day Change Summary
Previous Current
23-May-2007 24-May-2007 Change Change % Previous Week
Open 849.6 844.0 -5.6 -0.7% 838.1
High 855.6 849.7 -5.9 -0.7% 841.7
Low 844.4 829.7 -14.7 -1.7% 819.5
Close 845.5 833.8 -11.7 -1.4% 832.4
Range 11.2 20.0 8.8 78.6% 22.2
ATR 10.8 11.4 0.7 6.1% 0.0
Volume 545 484 -61 -11.2% 16,271
Daily Pivots for day following 24-May-2007
Classic Woodie Camarilla DeMark
R4 897.7 885.8 844.8
R3 877.7 865.8 839.3
R2 857.7 857.7 837.5
R1 845.8 845.8 835.6 841.8
PP 837.7 837.7 837.7 835.7
S1 825.8 825.8 832.0 821.8
S2 817.7 817.7 830.1
S3 797.7 805.8 828.3
S4 777.7 785.8 822.8
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
5 855.6 821.8 33.8 4.1% 14.1 1.7% 36% False False 588
10 855.6 819.5 36.1 4.3% 12.5 1.5% 40% False False 1,933
20 855.6 818.2 37.4 4.5% 11.5 1.4% 42% False False 1,082
40 855.6 806.5 49.1 5.9% 9.7 1.2% 56% False False 588
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 3.0
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 934.7
2.618 902.1
1.618 882.1
1.000 869.7
0.618 862.1
HIGH 849.7
0.618 842.1
0.500 839.7
0.382 837.3
LOW 829.7
0.618 817.3
1.000 809.7
1.618 797.3
2.618 777.3
4.250 744.7
Fisher Pivots for day following 24-May-2007
Pivot 1 day 3 day
R1 839.7 842.7
PP 837.7 839.7
S1 835.8 836.8

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

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