CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 19-Jul-2007
Day Change Summary
Previous Current
18-Jul-2007 19-Jul-2007 Change Change % Previous Week
Open 855.0 852.6 -2.4 -0.3% 859.1
High 855.0 858.8 3.8 0.4% 862.2
Low 840.1 849.4 9.3 1.1% 838.9
Close 852.4 854.5 2.1 0.2% 859.3
Range 14.9 9.4 -5.5 -36.9% 23.3
ATR 11.7 11.6 -0.2 -1.4% 0.0
Volume 200,023 317,883 117,860 58.9% 956,796
Daily Pivots for day following 19-Jul-2007
Classic Woodie Camarilla DeMark
R4 882.4 877.9 859.7
R3 873.0 868.5 857.1
R2 863.6 863.6 856.2
R1 859.1 859.1 855.4 861.4
PP 854.2 854.2 854.2 855.4
S1 849.7 849.7 853.6 852.0
S2 844.8 844.8 852.8
S3 835.4 840.3 851.9
S4 826.0 830.9 849.3
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
5 862.2 840.1 22.1 2.6% 9.7 1.1% 65% False False 207,648
10 862.2 838.9 23.3 2.7% 10.7 1.2% 67% False False 194,016
20 862.2 824.2 38.0 4.4% 11.7 1.4% 80% False False 215,663
40 865.8 824.2 41.6 4.9% 12.3 1.4% 73% False False 172,553
60 865.8 818.2 47.6 5.6% 11.8 1.4% 76% False False 115,383
80 865.8 804.2 61.6 7.2% 10.9 1.3% 82% False False 86,560
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 898.8
2.618 883.4
1.618 874.0
1.000 868.2
0.618 864.6
HIGH 858.8
0.618 855.2
0.500 854.1
0.382 853.0
LOW 849.4
0.618 843.6
1.000 840.0
1.618 834.2
2.618 824.8
4.250 809.5
Fisher Pivots for day following 19-Jul-2007
Pivot 1 day 3 day
R1 854.4 853.1
PP 854.2 851.7
S1 854.1 850.4

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

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