CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 12-Jul-2007
Day Change Summary
Previous Current
11-Jul-2007 12-Jul-2007 Change Change % Previous Week
Open 843.9 848.5 4.6 0.5% 840.1
High 849.0 861.5 12.5 1.5% 860.0
Low 838.9 846.9 8.0 1.0% 839.4
Close 848.6 858.4 9.8 1.2% 859.0
Range 10.1 14.6 4.5 44.6% 20.6
ATR 12.2 12.3 0.2 1.4% 0.0
Volume 266,156 228,247 -37,909 -14.2% 656,282
Daily Pivots for day following 12-Jul-2007
Classic Woodie Camarilla DeMark
R4 899.4 893.5 866.4
R3 884.8 878.9 862.4
R2 870.2 870.2 861.1
R1 864.3 864.3 859.7 867.3
PP 855.6 855.6 855.6 857.1
S1 849.7 849.7 857.1 852.7
S2 841.0 841.0 855.7
S3 826.4 835.1 854.4
S4 811.8 820.5 850.4
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 914.6 907.4 870.3
R3 894.0 886.8 864.7
R2 873.4 873.4 862.8
R1 866.2 866.2 860.9 869.8
PP 852.8 852.8 852.8 854.6
S1 845.6 845.6 857.1 849.2
S2 832.2 832.2 855.2
S3 811.6 825.0 853.3
S4 791.0 804.4 847.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 861.5 838.9 22.6 2.6% 11.6 1.4% 86% True False 180,384
10 861.5 834.4 27.1 3.2% 11.2 1.3% 89% True False 191,335
20 861.5 824.2 37.3 4.3% 12.5 1.5% 92% True False 222,130
40 865.8 819.5 46.3 5.4% 12.5 1.5% 84% False False 146,778
60 865.8 818.2 47.6 5.5% 11.7 1.4% 84% False False 98,086
80 865.8 804.2 61.6 7.2% 10.8 1.3% 88% False False 73,591
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 True
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 923.6
2.618 899.7
1.618 885.1
1.000 876.1
0.618 870.5
HIGH 861.5
0.618 855.9
0.500 854.2
0.382 852.5
LOW 846.9
0.618 837.9
1.000 832.3
1.618 823.3
2.618 808.7
4.250 784.9
Fisher Pivots for day following 12-Jul-2007
Pivot 1 day 3 day
R1 857.0 855.7
PP 855.6 852.9
S1 854.2 850.2

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

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