CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 15-Jun-2007
Day Change Summary
Previous Current
14-Jun-2007 15-Jun-2007 Change Change % Previous Week
Open 838.5 846.1 7.6 0.9% 841.8
High 849.6 859.4 9.8 1.2% 859.4
Low 838.4 845.4 7.0 0.8% 825.0
Close 846.1 856.2 10.1 1.2% 856.2
Range 11.2 14.0 2.8 25.0% 34.4
ATR 12.5 12.6 0.1 0.9% 0.0
Volume 327,347 254,779 -72,568 -22.2% 1,567,709
Daily Pivots for day following 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 895.7 889.9 863.9
R3 881.7 875.9 860.1
R2 867.7 867.7 858.8
R1 861.9 861.9 857.5 864.8
PP 853.7 853.7 853.7 855.1
S1 847.9 847.9 854.9 850.8
S2 839.7 839.7 853.6
S3 825.7 833.9 852.4
S4 811.7 819.9 848.5
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 950.1 937.5 875.1
R3 915.7 903.1 865.7
R2 881.3 881.3 862.5
R1 868.7 868.7 859.4 875.0
PP 846.9 846.9 846.9 850.0
S1 834.3 834.3 853.0 840.6
S2 812.5 812.5 849.9
S3 778.1 799.9 846.7
S4 743.7 765.5 837.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 859.4 825.0 34.4 4.0% 13.5 1.6% 91% True False 313,541
10 863.8 825.0 38.8 4.5% 14.0 1.6% 80% False False 199,763
20 865.8 821.8 44.0 5.1% 12.9 1.5% 78% False False 100,267
40 865.8 818.2 47.6 5.6% 11.6 1.4% 80% False False 50,616
60 865.8 804.2 61.6 7.2% 10.3 1.2% 84% False False 33,771
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 2.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 918.9
2.618 896.1
1.618 882.1
1.000 873.4
0.618 868.1
HIGH 859.4
0.618 854.1
0.500 852.4
0.382 850.7
LOW 845.4
0.618 836.7
1.000 831.4
1.618 822.7
2.618 808.7
4.250 785.9
Fisher Pivots for day following 15-Jun-2007
Pivot 1 day 3 day
R1 854.9 851.5
PP 853.7 846.9
S1 852.4 842.2

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

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