CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 14-Jun-2007
Day Change Summary
Previous Current
13-Jun-2007 14-Jun-2007 Change Change % Previous Week
Open 827.6 838.5 10.9 1.3% 861.7
High 842.4 849.6 7.2 0.9% 863.8
Low 825.0 838.4 13.4 1.6% 825.9
Close 838.7 846.1 7.4 0.9% 842.0
Range 17.4 11.2 -6.2 -35.6% 37.9
ATR 12.6 12.5 -0.1 -0.8% 0.0
Volume 400,287 327,347 -72,940 -18.2% 429,925
Daily Pivots for day following 14-Jun-2007
Classic Woodie Camarilla DeMark
R4 878.3 873.4 852.3
R3 867.1 862.2 849.2
R2 855.9 855.9 848.2
R1 851.0 851.0 847.1 853.5
PP 844.7 844.7 844.7 845.9
S1 839.8 839.8 845.1 842.3
S2 833.5 833.5 844.0
S3 822.3 828.6 843.0
S4 811.1 817.4 839.9
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
5 849.6 825.0 24.6 2.9% 14.5 1.7% 86% True False 331,103
10 865.8 825.0 40.8 4.8% 13.7 1.6% 52% False False 174,386
20 865.8 821.7 44.1 5.2% 12.6 1.5% 55% False False 87,554
40 865.8 818.2 47.6 5.6% 11.5 1.4% 59% False False 44,246
60 865.8 804.2 61.6 7.3% 10.1 1.2% 68% False False 29,529
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 897.2
2.618 878.9
1.618 867.7
1.000 860.8
0.618 856.5
HIGH 849.6
0.618 845.3
0.500 844.0
0.382 842.7
LOW 838.4
0.618 831.5
1.000 827.2
1.618 820.3
2.618 809.1
4.250 790.8
Fisher Pivots for day following 14-Jun-2007
Pivot 1 day 3 day
R1 845.4 843.2
PP 844.7 840.2
S1 844.0 837.3

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

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