CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 20-Jul-2007
Day Change Summary
Previous Current
19-Jul-2007 20-Jul-2007 Change Change % Previous Week
Open 852.6 854.5 1.9 0.2% 859.4
High 858.8 856.6 -2.2 -0.3% 861.5
Low 849.4 834.6 -14.8 -1.7% 834.6
Close 854.5 841.4 -13.1 -1.5% 841.4
Range 9.4 22.0 12.6 134.0% 26.9
ATR 11.6 12.3 0.7 6.4% 0.0
Volume 317,883 203,439 -114,444 -36.0% 1,047,403
Daily Pivots for day following 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 910.2 897.8 853.5
R3 888.2 875.8 847.5
R2 866.2 866.2 845.4
R1 853.8 853.8 843.4 849.0
PP 844.2 844.2 844.2 841.8
S1 831.8 831.8 839.4 827.0
S2 822.2 822.2 837.4
S3 800.2 809.8 835.4
S4 778.2 787.8 829.3
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 926.5 910.9 856.2
R3 899.6 884.0 848.8
R2 872.7 872.7 846.3
R1 857.1 857.1 843.9 851.5
PP 845.8 845.8 845.8 843.0
S1 830.2 830.2 838.9 824.6
S2 818.9 818.9 836.5
S3 792.0 803.3 834.0
S4 765.1 776.4 826.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 861.5 834.6 26.9 3.2% 12.9 1.5% 25% False True 209,480
10 862.2 834.6 27.6 3.3% 12.0 1.4% 25% False True 200,419
20 862.2 824.2 38.0 4.5% 12.2 1.4% 45% False False 213,499
40 865.8 824.2 41.6 4.9% 12.6 1.5% 41% False False 177,626
60 865.8 818.2 47.6 5.7% 12.1 1.4% 49% False False 118,772
80 865.8 804.2 61.6 7.3% 11.0 1.3% 60% False False 89,103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 950.1
2.618 914.2
1.618 892.2
1.000 878.6
0.618 870.2
HIGH 856.6
0.618 848.2
0.500 845.6
0.382 843.0
LOW 834.6
0.618 821.0
1.000 812.6
1.618 799.0
2.618 777.0
4.250 741.1
Fisher Pivots for day following 20-Jul-2007
Pivot 1 day 3 day
R1 845.6 846.7
PP 844.2 844.9
S1 842.8 843.2

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

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