CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 17-Jul-2007
Day Change Summary
Previous Current
16-Jul-2007 17-Jul-2007 Change Change % Previous Week
Open 859.4 854.4 -5.0 -0.6% 859.1
High 861.5 860.6 -0.9 -0.1% 862.2
Low 851.8 852.2 0.4 0.0% 838.9
Close 854.6 855.2 0.6 0.1% 859.3
Range 9.7 8.4 -1.3 -13.4% 23.3
ATR 11.7 11.5 -0.2 -2.0% 0.0
Volume 145,620 180,438 34,818 23.9% 956,796
Daily Pivots for day following 17-Jul-2007
Classic Woodie Camarilla DeMark
R4 881.2 876.6 859.8
R3 872.8 868.2 857.5
R2 864.4 864.4 856.7
R1 859.8 859.8 856.0 862.1
PP 856.0 856.0 856.0 857.2
S1 851.4 851.4 854.4 853.7
S2 847.6 847.6 853.7
S3 839.2 843.0 852.9
S4 830.8 834.6 850.6
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% 9.7 1.1% 70% False False 202,947
10 862.2 838.9 23.3 2.7% 9.6 1.1% 70% False False 167,670
20 862.2 824.2 38.0 4.4% 11.9 1.4% 82% False False 207,914
40 865.8 824.2 41.6 4.9% 12.3 1.4% 75% False False 159,644
60 865.8 818.2 47.6 5.6% 11.7 1.4% 78% False False 106,755
80 865.8 804.2 61.6 7.2% 10.8 1.3% 83% False False 80,088
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 896.3
2.618 882.6
1.618 874.2
1.000 869.0
0.618 865.8
HIGH 860.6
0.618 857.4
0.500 856.4
0.382 855.4
LOW 852.2
0.618 847.0
1.000 843.8
1.618 838.6
2.618 830.2
4.250 816.5
Fisher Pivots for day following 17-Jul-2007
Pivot 1 day 3 day
R1 856.4 857.0
PP 856.0 856.4
S1 855.6 855.8

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

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