CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 04-Jun-2007
Day Change Summary
Previous Current
01-Jun-2007 04-Jun-2007 Change Change % Previous Week
Open 856.1 861.7 5.6 0.7% 838.9
High 865.8 863.8 -2.0 -0.2% 865.8
Low 854.8 857.4 2.6 0.3% 838.4
Close 861.8 862.7 0.9 0.1% 861.8
Range 11.0 6.4 -4.6 -41.8% 27.4
ATR 10.9 10.5 -0.3 -2.9% 0.0
Volume 1,007 1,982 975 96.8% 3,956
Daily Pivots for day following 04-Jun-2007
Classic Woodie Camarilla DeMark
R4 880.5 878.0 866.2
R3 874.1 871.6 864.5
R2 867.7 867.7 863.9
R1 865.2 865.2 863.3 866.5
PP 861.3 861.3 861.3 861.9
S1 858.8 858.8 862.1 860.1
S2 854.9 854.9 861.5
S3 848.5 852.4 860.9
S4 842.1 846.0 859.2
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 937.5 927.1 876.9
R3 910.1 899.7 869.3
R2 882.7 882.7 866.8
R1 872.3 872.3 864.3 877.5
PP 855.3 855.3 855.3 858.0
S1 844.9 844.9 859.3 850.1
S2 827.9 827.9 856.8
S3 800.5 817.5 854.3
S4 773.1 790.1 846.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 865.8 838.4 27.4 3.2% 9.4 1.1% 89% False False 1,187
10 865.8 829.7 36.1 4.2% 11.1 1.3% 91% False False 931
20 865.8 819.5 46.3 5.4% 11.0 1.3% 93% False False 1,322
40 865.8 814.9 50.9 5.9% 10.2 1.2% 94% False False 744
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 891.0
2.618 880.6
1.618 874.2
1.000 870.2
0.618 867.8
HIGH 863.8
0.618 861.4
0.500 860.6
0.382 859.8
LOW 857.4
0.618 853.4
1.000 851.0
1.618 847.0
2.618 840.6
4.250 830.2
Fisher Pivots for day following 04-Jun-2007
Pivot 1 day 3 day
R1 862.0 861.4
PP 861.3 860.2
S1 860.6 858.9

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

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