CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 05-Jul-2007
Day Change Summary
Previous Current
03-Jul-2007 05-Jul-2007 Change Change % Previous Week
Open 850.7 853.2 2.5 0.3% 840.4
High 855.7 857.9 2.2 0.3% 853.3
Low 850.4 849.2 -1.2 -0.1% 824.2
Close 854.6 855.7 1.1 0.1% 842.1
Range 5.3 8.7 3.4 64.2% 29.1
ATR 12.8 12.6 -0.3 -2.3% 0.0
Volume 168,469 85,983 -82,486 -49.0% 1,327,917
Daily Pivots for day following 05-Jul-2007
Classic Woodie Camarilla DeMark
R4 880.4 876.7 860.5
R3 871.7 868.0 858.1
R2 863.0 863.0 857.3
R1 859.3 859.3 856.5 861.2
PP 854.3 854.3 854.3 855.2
S1 850.6 850.6 854.9 852.5
S2 845.6 845.6 854.1
S3 836.9 841.9 853.3
S4 828.2 833.2 850.9
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
5 857.9 834.4 23.5 2.7% 10.8 1.3% 91% True False 202,286
10 857.9 824.2 33.7 3.9% 12.8 1.5% 93% True False 237,310
20 860.0 824.2 35.8 4.2% 13.8 1.6% 88% False False 245,502
40 865.8 819.5 46.3 5.4% 12.6 1.5% 78% False False 124,512
60 865.8 814.9 50.9 5.9% 11.6 1.4% 80% False False 83,064
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 894.9
2.618 880.7
1.618 872.0
1.000 866.6
0.618 863.3
HIGH 857.9
0.618 854.6
0.500 853.6
0.382 852.5
LOW 849.2
0.618 843.8
1.000 840.5
1.618 835.1
2.618 826.4
4.250 812.2
Fisher Pivots for day following 05-Jul-2007
Pivot 1 day 3 day
R1 855.0 853.4
PP 854.3 851.0
S1 853.6 848.7

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

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