CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 22-Jun-2007
Day Change Summary
Previous Current
21-Jun-2007 22-Jun-2007 Change Change % Previous Week
Open 841.6 846.7 5.1 0.6% 856.3
High 847.6 847.1 -0.5 -0.1% 860.0
Low 834.6 834.6 0.0 0.0% 834.6
Close 847.2 840.6 -6.6 -0.8% 840.6
Range 13.0 12.5 -0.5 -3.8% 25.4
ATR 12.7 12.7 0.0 -0.1% 0.0
Volume 246,709 281,595 34,886 14.1% 1,113,760
Daily Pivots for day following 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 878.3 871.9 847.5
R3 865.8 859.4 844.0
R2 853.3 853.3 842.9
R1 846.9 846.9 841.7 843.9
PP 840.8 840.8 840.8 839.2
S1 834.4 834.4 839.5 831.4
S2 828.3 828.3 838.3
S3 815.8 821.9 837.2
S4 803.3 809.4 833.7
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 921.3 906.3 854.6
R3 895.9 880.9 847.6
R2 870.5 870.5 845.3
R1 855.5 855.5 842.9 850.3
PP 845.1 845.1 845.1 842.5
S1 830.1 830.1 838.3 824.9
S2 819.7 819.7 835.9
S3 794.3 804.7 833.6
S4 768.9 779.3 826.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 860.0 834.6 25.4 3.0% 12.8 1.5% 24% False True 222,752
10 860.0 825.0 35.0 4.2% 13.2 1.6% 45% False False 268,146
20 865.8 825.0 40.8 4.9% 12.6 1.5% 38% False False 155,808
40 865.8 818.2 47.6 5.7% 12.1 1.4% 47% False False 78,445
60 865.8 806.5 59.3 7.1% 10.6 1.3% 58% False False 52,328
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 2.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 900.2
2.618 879.8
1.618 867.3
1.000 859.6
0.618 854.8
HIGH 847.1
0.618 842.3
0.500 840.9
0.382 839.4
LOW 834.6
0.618 826.9
1.000 822.1
1.618 814.4
2.618 801.9
4.250 781.5
Fisher Pivots for day following 22-Jun-2007
Pivot 1 day 3 day
R1 840.9 847.1
PP 840.8 844.9
S1 840.7 842.8

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

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