CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 25-Jun-2007
Day Change Summary
Previous Current
22-Jun-2007 25-Jun-2007 Change Change % Previous Week
Open 846.7 840.4 -6.3 -0.7% 856.3
High 847.1 845.4 -1.7 -0.2% 860.0
Low 834.6 830.2 -4.4 -0.5% 834.6
Close 840.6 835.5 -5.1 -0.6% 840.6
Range 12.5 15.2 2.7 21.6% 25.4
ATR 12.7 12.9 0.2 1.4% 0.0
Volume 281,595 275,625 -5,970 -2.1% 1,113,760
Daily Pivots for day following 25-Jun-2007
Classic Woodie Camarilla DeMark
R4 882.6 874.3 843.9
R3 867.4 859.1 839.7
R2 852.2 852.2 838.3
R1 843.9 843.9 836.9 840.5
PP 837.0 837.0 837.0 835.3
S1 828.7 828.7 834.1 825.3
S2 821.8 821.8 832.7
S3 806.6 813.5 831.3
S4 791.4 798.3 827.1
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
5 859.6 830.2 29.4 3.5% 13.8 1.7% 18% False True 233,370
10 860.0 825.0 35.0 4.2% 13.8 1.6% 30% False False 264,939
20 865.8 825.0 40.8 4.9% 13.0 1.6% 26% False False 169,548
40 865.8 818.2 47.6 5.7% 12.3 1.5% 36% False False 85,333
60 865.8 810.7 55.1 6.6% 10.7 1.3% 45% False False 56,919
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 2.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 910.0
2.618 885.2
1.618 870.0
1.000 860.6
0.618 854.8
HIGH 845.4
0.618 839.6
0.500 837.8
0.382 836.0
LOW 830.2
0.618 820.8
1.000 815.0
1.618 805.6
2.618 790.4
4.250 765.6
Fisher Pivots for day following 25-Jun-2007
Pivot 1 day 3 day
R1 837.8 838.9
PP 837.0 837.8
S1 836.3 836.6

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

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