CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 31-May-2007
Day Change Summary
Previous Current
30-May-2007 31-May-2007 Change Change % Previous Week
Open 845.4 852.3 6.9 0.8% 831.6
High 852.5 858.8 6.3 0.7% 855.6
Low 838.4 852.0 13.6 1.6% 829.7
Close 852.2 856.3 4.1 0.5% 839.4
Range 14.1 6.8 -7.3 -51.8% 25.9
ATR 11.2 10.9 -0.3 -2.8% 0.0
Volume 647 1,990 1,343 207.6% 3,372
Daily Pivots for day following 31-May-2007
Classic Woodie Camarilla DeMark
R4 876.1 873.0 860.0
R3 869.3 866.2 858.2
R2 862.5 862.5 857.5
R1 859.4 859.4 856.9 861.0
PP 855.7 855.7 855.7 856.5
S1 852.6 852.6 855.7 854.2
S2 848.9 848.9 855.1
S3 842.1 845.8 854.4
S4 835.3 839.0 852.6
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 919.3 905.2 853.6
R3 893.4 879.3 846.5
R2 867.5 867.5 844.1
R1 853.4 853.4 841.8 860.5
PP 841.6 841.6 841.6 845.1
S1 827.5 827.5 837.0 834.6
S2 815.7 815.7 834.7
S3 789.8 801.6 832.3
S4 763.9 775.7 825.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 858.8 829.7 29.1 3.4% 11.3 1.3% 91% True False 849
10 858.8 821.7 37.1 4.3% 11.5 1.3% 93% True False 723
20 858.8 819.5 39.3 4.6% 10.7 1.3% 94% True False 1,203
40 858.8 814.9 43.9 5.1% 9.9 1.2% 94% True False 672
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 2.1
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 887.7
2.618 876.6
1.618 869.8
1.000 865.6
0.618 863.0
HIGH 858.8
0.618 856.2
0.500 855.4
0.382 854.6
LOW 852.0
0.618 847.8
1.000 845.2
1.618 841.0
2.618 834.2
4.250 823.1
Fisher Pivots for day following 31-May-2007
Pivot 1 day 3 day
R1 856.0 853.7
PP 855.7 851.2
S1 855.4 848.6

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

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