CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 27-Jun-2007
Day Change Summary
Previous Current
26-Jun-2007 27-Jun-2007 Change Change % Previous Week
Open 835.6 829.1 -6.5 -0.8% 856.3
High 839.4 846.2 6.8 0.8% 860.0
Low 828.5 824.2 -4.3 -0.5% 834.6
Close 829.1 845.6 16.5 2.0% 840.6
Range 10.9 22.0 11.1 101.8% 25.4
ATR 12.8 13.4 0.7 5.2% 0.0
Volume 282,081 275,663 -6,418 -2.3% 1,113,760
Daily Pivots for day following 27-Jun-2007
Classic Woodie Camarilla DeMark
R4 904.7 897.1 857.7
R3 882.7 875.1 851.7
R2 860.7 860.7 849.6
R1 853.1 853.1 847.6 856.9
PP 838.7 838.7 838.7 840.6
S1 831.1 831.1 843.6 834.9
S2 816.7 816.7 841.6
S3 794.7 809.1 839.6
S4 772.7 787.1 833.5
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
5 847.6 824.2 23.4 2.8% 14.7 1.7% 91% False True 272,334
10 860.0 824.2 35.8 4.2% 13.8 1.6% 60% False True 252,925
20 865.8 824.2 41.6 4.9% 13.5 1.6% 51% False True 197,388
40 865.8 819.5 46.3 5.5% 12.3 1.5% 56% False False 99,266
60 865.8 814.9 50.9 6.0% 11.0 1.3% 60% False False 66,212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 939.7
2.618 903.8
1.618 881.8
1.000 868.2
0.618 859.8
HIGH 846.2
0.618 837.8
0.500 835.2
0.382 832.6
LOW 824.2
0.618 810.6
1.000 802.2
1.618 788.6
2.618 766.6
4.250 730.7
Fisher Pivots for day following 27-Jun-2007
Pivot 1 day 3 day
R1 842.1 842.1
PP 838.7 838.7
S1 835.2 835.2

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

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