CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 19-Jun-2007
Day Change Summary
Previous Current
18-Jun-2007 19-Jun-2007 Change Change % Previous Week
Open 856.3 854.3 -2.0 -0.2% 841.8
High 860.0 857.5 -2.5 -0.3% 859.4
Low 849.8 847.2 -2.6 -0.3% 825.0
Close 854.1 856.3 2.2 0.3% 856.2
Range 10.2 10.3 0.1 1.0% 34.4
ATR 12.4 12.3 -0.2 -1.2% 0.0
Volume 222,533 173,664 -48,869 -22.0% 1,567,709
Daily Pivots for day following 19-Jun-2007
Classic Woodie Camarilla DeMark
R4 884.6 880.7 862.0
R3 874.3 870.4 859.1
R2 864.0 864.0 858.2
R1 860.1 860.1 857.2 862.1
PP 853.7 853.7 853.7 854.6
S1 849.8 849.8 855.4 851.8
S2 843.4 843.4 854.4
S3 833.1 839.5 853.5
S4 822.8 829.2 850.6
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% 12.6 1.5% 89% False False 275,722
10 860.0 825.0 35.0 4.1% 14.3 1.7% 89% False False 237,936
20 865.8 825.0 40.8 4.8% 12.5 1.5% 77% False False 120,039
40 865.8 818.2 47.6 5.6% 11.7 1.4% 80% False False 60,513
60 865.8 804.2 61.6 7.2% 10.4 1.2% 85% False False 40,373
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 2.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 901.3
2.618 884.5
1.618 874.2
1.000 867.8
0.618 863.9
HIGH 857.5
0.618 853.6
0.500 852.4
0.382 851.1
LOW 847.2
0.618 840.8
1.000 836.9
1.618 830.5
2.618 820.2
4.250 803.4
Fisher Pivots for day following 19-Jun-2007
Pivot 1 day 3 day
R1 855.0 855.1
PP 853.7 853.9
S1 852.4 852.7

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

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