CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 18-Jun-2007
Day Change Summary
Previous Current
15-Jun-2007 18-Jun-2007 Change Change % Previous Week
Open 846.1 856.3 10.2 1.2% 841.8
High 859.4 860.0 0.6 0.1% 859.4
Low 845.4 849.8 4.4 0.5% 825.0
Close 856.2 854.1 -2.1 -0.2% 856.2
Range 14.0 10.2 -3.8 -27.1% 34.4
ATR 12.6 12.4 -0.2 -1.4% 0.0
Volume 254,779 222,533 -32,246 -12.7% 1,567,709
Daily Pivots for day following 18-Jun-2007
Classic Woodie Camarilla DeMark
R4 885.2 879.9 859.7
R3 875.0 869.7 856.9
R2 864.8 864.8 856.0
R1 859.5 859.5 855.0 857.1
PP 854.6 854.6 854.6 853.4
S1 849.3 849.3 853.2 846.9
S2 844.4 844.4 852.2
S3 834.2 839.1 851.3
S4 824.0 828.9 848.5
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
5 860.0 825.0 35.0 4.1% 13.7 1.6% 83% True False 296,508
10 863.6 825.0 38.6 4.5% 14.4 1.7% 75% False False 221,818
20 865.8 825.0 40.8 4.8% 12.8 1.5% 71% False False 111,374
40 865.8 818.2 47.6 5.6% 11.6 1.4% 75% False False 56,176
60 865.8 804.2 61.6 7.2% 10.4 1.2% 81% False False 37,479
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 2.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 903.4
2.618 886.7
1.618 876.5
1.000 870.2
0.618 866.3
HIGH 860.0
0.618 856.1
0.500 854.9
0.382 853.7
LOW 849.8
0.618 843.5
1.000 839.6
1.618 833.3
2.618 823.1
4.250 806.5
Fisher Pivots for day following 18-Jun-2007
Pivot 1 day 3 day
R1 854.9 852.5
PP 854.6 850.8
S1 854.4 849.2

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

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