CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 16-Jul-2007
Day Change Summary
Previous Current
13-Jul-2007 16-Jul-2007 Change Change % Previous Week
Open 858.4 859.4 1.0 0.1% 859.1
High 862.2 861.5 -0.7 -0.1% 862.2
Low 856.3 851.8 -4.5 -0.5% 838.9
Close 859.3 854.6 -4.7 -0.5% 859.3
Range 5.9 9.7 3.8 64.4% 23.3
ATR 11.9 11.7 -0.2 -1.3% 0.0
Volume 194,276 145,620 -48,656 -25.0% 956,796
Daily Pivots for day following 16-Jul-2007
Classic Woodie Camarilla DeMark
R4 885.1 879.5 859.9
R3 875.4 869.8 857.3
R2 865.7 865.7 856.4
R1 860.1 860.1 855.5 858.1
PP 856.0 856.0 856.0 854.9
S1 850.4 850.4 853.7 848.4
S2 846.3 846.3 852.8
S3 836.6 840.7 851.9
S4 826.9 831.0 849.3
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 923.4 914.6 872.1
R3 900.1 891.3 865.7
R2 876.8 876.8 863.6
R1 868.0 868.0 861.4 872.4
PP 853.5 853.5 853.5 855.7
S1 844.7 844.7 857.2 849.1
S2 830.2 830.2 855.0
S3 806.9 821.4 852.9
S4 783.6 798.1 846.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 862.2 838.9 23.3 2.7% 11.6 1.4% 67% False False 194,030
10 862.2 838.9 23.3 2.7% 10.1 1.2% 67% False False 175,869
20 862.2 824.2 38.0 4.4% 12.0 1.4% 80% False False 210,018
40 865.8 821.8 44.0 5.1% 12.5 1.5% 75% False False 155,143
60 865.8 818.2 47.6 5.6% 11.7 1.4% 76% False False 103,750
80 865.8 804.2 61.6 7.2% 10.7 1.3% 82% False False 77,833
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 2.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 902.7
2.618 886.9
1.618 877.2
1.000 871.2
0.618 867.5
HIGH 861.5
0.618 857.8
0.500 856.7
0.382 855.5
LOW 851.8
0.618 845.8
1.000 842.1
1.618 836.1
2.618 826.4
4.250 810.6
Fisher Pivots for day following 16-Jul-2007
Pivot 1 day 3 day
R1 856.7 854.6
PP 856.0 854.6
S1 855.3 854.6

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

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