CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 29-Jun-2007
Day Change Summary
Previous Current
28-Jun-2007 29-Jun-2007 Change Change % Previous Week
Open 845.6 845.3 -0.3 0.0% 840.4
High 853.3 852.9 -0.4 0.0% 853.3
Low 844.3 834.4 -9.9 -1.2% 824.2
Close 845.3 842.1 -3.2 -0.4% 842.1
Range 9.0 18.5 9.5 105.6% 29.1
ATR 13.1 13.5 0.4 2.9% 0.0
Volume 278,955 215,593 -63,362 -22.7% 1,327,917
Daily Pivots for day following 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 898.6 888.9 852.3
R3 880.1 870.4 847.2
R2 861.6 861.6 845.5
R1 851.9 851.9 843.8 847.5
PP 843.1 843.1 843.1 841.0
S1 833.4 833.4 840.4 829.0
S2 824.6 824.6 838.7
S3 806.1 814.9 837.0
S4 787.6 796.4 831.9
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 927.2 913.7 858.1
R3 898.1 884.6 850.1
R2 869.0 869.0 847.4
R1 855.5 855.5 844.8 862.3
PP 839.9 839.9 839.9 843.2
S1 826.4 826.4 839.4 833.2
S2 810.8 810.8 836.8
S3 781.7 797.3 834.1
S4 752.6 768.2 826.1
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 3.5% 15.1 1.8% 62% False False 265,583
10 860.0 824.2 35.8 4.3% 14.0 1.7% 50% False False 244,167
20 863.8 824.2 39.6 4.7% 14.0 1.7% 45% False False 221,965
40 865.8 819.5 46.3 5.5% 12.5 1.5% 49% False False 111,600
60 865.8 814.9 50.9 6.0% 11.4 1.3% 53% False False 74,453
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 3.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 931.5
2.618 901.3
1.618 882.8
1.000 871.4
0.618 864.3
HIGH 852.9
0.618 845.8
0.500 843.7
0.382 841.5
LOW 834.4
0.618 823.0
1.000 815.9
1.618 804.5
2.618 786.0
4.250 755.8
Fisher Pivots for day following 29-Jun-2007
Pivot 1 day 3 day
R1 843.7 841.0
PP 843.1 839.9
S1 842.6 838.8

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

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