CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 12-Jun-2007
Day Change Summary
Previous Current
11-Jun-2007 12-Jun-2007 Change Change % Previous Week
Open 841.8 841.7 -0.1 0.0% 861.7
High 845.9 842.3 -3.6 -0.4% 863.8
Low 836.3 826.8 -9.5 -1.1% 825.9
Close 842.0 827.5 -14.5 -1.7% 842.0
Range 9.6 15.5 5.9 61.5% 37.9
ATR 12.0 12.2 0.3 2.1% 0.0
Volume 307,700 277,596 -30,104 -9.8% 429,925
Daily Pivots for day following 12-Jun-2007
Classic Woodie Camarilla DeMark
R4 878.7 868.6 836.0
R3 863.2 853.1 831.8
R2 847.7 847.7 830.3
R1 837.6 837.6 828.9 834.9
PP 832.2 832.2 832.2 830.9
S1 822.1 822.1 826.1 819.4
S2 816.7 816.7 824.7
S3 801.2 806.6 823.2
S4 785.7 791.1 819.0
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
5 859.0 825.9 33.1 4.0% 16.0 1.9% 5% False False 200,150
10 865.8 825.9 39.9 4.8% 13.0 1.6% 4% False False 101,886
20 865.8 819.5 46.3 5.6% 12.4 1.5% 17% False False 51,918
40 865.8 818.2 47.6 5.8% 11.1 1.3% 20% False False 26,064
60 865.8 798.4 67.4 8.1% 10.1 1.2% 43% False False 17,409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 908.2
2.618 882.9
1.618 867.4
1.000 857.8
0.618 851.9
HIGH 842.3
0.618 836.4
0.500 834.6
0.382 832.7
LOW 826.8
0.618 817.2
1.000 811.3
1.618 801.7
2.618 786.2
4.250 760.9
Fisher Pivots for day following 12-Jun-2007
Pivot 1 day 3 day
R1 834.6 835.9
PP 832.2 833.1
S1 829.9 830.3

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

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