CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 02-Jul-2007
Day Change Summary
Previous Current
29-Jun-2007 02-Jul-2007 Change Change % Previous Week
Open 845.3 840.1 -5.2 -0.6% 840.4
High 852.9 852.1 -0.8 -0.1% 853.3
Low 834.4 839.4 5.0 0.6% 824.2
Close 842.1 851.0 8.9 1.1% 842.1
Range 18.5 12.7 -5.8 -31.4% 29.1
ATR 13.5 13.4 -0.1 -0.4% 0.0
Volume 215,593 262,430 46,837 21.7% 1,327,917
Daily Pivots for day following 02-Jul-2007
Classic Woodie Camarilla DeMark
R4 885.6 881.0 858.0
R3 872.9 868.3 854.5
R2 860.2 860.2 853.3
R1 855.6 855.6 852.2 857.9
PP 847.5 847.5 847.5 848.7
S1 842.9 842.9 849.8 845.2
S2 834.8 834.8 848.7
S3 822.1 830.2 847.5
S4 809.4 817.5 844.0
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 3.4% 14.6 1.7% 92% False False 262,944
10 859.6 824.2 35.4 4.2% 14.2 1.7% 76% False False 248,157
20 863.6 824.2 39.4 4.6% 14.3 1.7% 68% False False 234,987
40 865.8 819.5 46.3 5.4% 12.7 1.5% 68% False False 118,155
60 865.8 814.9 50.9 6.0% 11.6 1.4% 71% False False 78,825
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 906.1
2.618 885.3
1.618 872.6
1.000 864.8
0.618 859.9
HIGH 852.1
0.618 847.2
0.500 845.8
0.382 844.3
LOW 839.4
0.618 831.6
1.000 826.7
1.618 818.9
2.618 806.2
4.250 785.4
Fisher Pivots for day following 02-Jul-2007
Pivot 1 day 3 day
R1 849.3 848.6
PP 847.5 846.2
S1 845.8 843.9

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

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