CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 11-Jun-2007
Day Change Summary
Previous Current
08-Jun-2007 11-Jun-2007 Change Change % Previous Week
Open 831.2 841.8 10.6 1.3% 861.7
High 844.7 845.9 1.2 0.1% 863.8
Low 825.9 836.3 10.4 1.3% 825.9
Close 842.0 842.0 0.0 0.0% 842.0
Range 18.8 9.6 -9.2 -48.9% 37.9
ATR 12.2 12.0 -0.2 -1.5% 0.0
Volume 342,588 307,700 -34,888 -10.2% 429,925
Daily Pivots for day following 11-Jun-2007
Classic Woodie Camarilla DeMark
R4 870.2 865.7 847.3
R3 860.6 856.1 844.6
R2 851.0 851.0 843.8
R1 846.5 846.5 842.9 848.8
PP 841.4 841.4 841.4 842.5
S1 836.9 836.9 841.1 839.2
S2 831.8 831.8 840.2
S3 822.2 827.3 839.4
S4 812.6 817.7 836.7
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 957.6 937.7 862.8
R3 919.7 899.8 852.4
R2 881.8 881.8 848.9
R1 861.9 861.9 845.5 852.9
PP 843.9 843.9 843.9 839.4
S1 824.0 824.0 838.5 815.0
S2 806.0 806.0 835.1
S3 768.1 786.1 831.6
S4 730.2 748.2 821.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 863.6 825.9 37.7 4.5% 15.2 1.8% 43% False False 147,128
10 865.8 825.9 39.9 4.7% 12.3 1.5% 40% False False 74,158
20 865.8 819.5 46.3 5.5% 12.2 1.5% 49% False False 38,061
40 865.8 818.2 47.6 5.7% 11.0 1.3% 50% False False 19,126
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 886.7
2.618 871.0
1.618 861.4
1.000 855.5
0.618 851.8
HIGH 845.9
0.618 842.2
0.500 841.1
0.382 840.0
LOW 836.3
0.618 830.4
1.000 826.7
1.618 820.8
2.618 811.2
4.250 795.5
Fisher Pivots for day following 11-Jun-2007
Pivot 1 day 3 day
R1 841.7 841.1
PP 841.4 840.2
S1 841.1 839.4

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

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