CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 13-Jun-2007
Day Change Summary
Previous Current
12-Jun-2007 13-Jun-2007 Change Change % Previous Week
Open 841.7 827.6 -14.1 -1.7% 861.7
High 842.3 842.4 0.1 0.0% 863.8
Low 826.8 825.0 -1.8 -0.2% 825.9
Close 827.5 838.7 11.2 1.4% 842.0
Range 15.5 17.4 1.9 12.3% 37.9
ATR 12.2 12.6 0.4 3.0% 0.0
Volume 277,596 400,287 122,691 44.2% 429,925
Daily Pivots for day following 13-Jun-2007
Classic Woodie Camarilla DeMark
R4 887.6 880.5 848.3
R3 870.2 863.1 843.5
R2 852.8 852.8 841.9
R1 845.7 845.7 840.3 849.3
PP 835.4 835.4 835.4 837.1
S1 828.3 828.3 837.1 831.9
S2 818.0 818.0 835.5
S3 800.6 810.9 833.9
S4 783.2 793.5 829.1
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
5 852.8 825.0 27.8 3.3% 16.7 2.0% 49% False True 273,872
10 865.8 825.0 40.8 4.9% 13.3 1.6% 34% False True 141,850
20 865.8 819.5 46.3 5.5% 12.6 1.5% 41% False False 71,427
40 865.8 818.2 47.6 5.7% 11.3 1.4% 43% False False 36,064
60 865.8 804.2 61.6 7.3% 10.2 1.2% 56% False False 24,078
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 916.4
2.618 888.0
1.618 870.6
1.000 859.8
0.618 853.2
HIGH 842.4
0.618 835.8
0.500 833.7
0.382 831.6
LOW 825.0
0.618 814.2
1.000 807.6
1.618 796.8
2.618 779.4
4.250 751.1
Fisher Pivots for day following 13-Jun-2007
Pivot 1 day 3 day
R1 837.0 837.6
PP 835.4 836.5
S1 833.7 835.5

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

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