CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 28-Jun-2007
Day Change Summary
Previous Current
27-Jun-2007 28-Jun-2007 Change Change % Previous Week
Open 829.1 845.6 16.5 2.0% 856.3
High 846.2 853.3 7.1 0.8% 860.0
Low 824.2 844.3 20.1 2.4% 834.6
Close 845.6 845.3 -0.3 0.0% 840.6
Range 22.0 9.0 -13.0 -59.1% 25.4
ATR 13.4 13.1 -0.3 -2.4% 0.0
Volume 275,663 278,955 3,292 1.2% 1,113,760
Daily Pivots for day following 28-Jun-2007
Classic Woodie Camarilla DeMark
R4 874.6 869.0 850.3
R3 865.6 860.0 847.8
R2 856.6 856.6 847.0
R1 851.0 851.0 846.1 849.3
PP 847.6 847.6 847.6 846.8
S1 842.0 842.0 844.5 840.3
S2 838.6 838.6 843.7
S3 829.6 833.0 842.8
S4 820.6 824.0 840.4
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
5 853.3 824.2 29.1 3.4% 13.9 1.6% 73% True False 278,783
10 860.0 824.2 35.8 4.2% 13.5 1.6% 59% False False 248,086
20 865.8 824.2 41.6 4.9% 13.6 1.6% 51% False False 211,236
40 865.8 819.5 46.3 5.5% 12.2 1.4% 56% False False 106,219
60 865.8 814.9 50.9 6.0% 11.1 1.3% 60% False False 70,860
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.2
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 891.6
2.618 876.9
1.618 867.9
1.000 862.3
0.618 858.9
HIGH 853.3
0.618 849.9
0.500 848.8
0.382 847.7
LOW 844.3
0.618 838.7
1.000 835.3
1.618 829.7
2.618 820.7
4.250 806.1
Fisher Pivots for day following 28-Jun-2007
Pivot 1 day 3 day
R1 848.8 843.1
PP 847.6 840.9
S1 846.5 838.8

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

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