CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 24-Jul-2007
Day Change Summary
Previous Current
23-Jul-2007 24-Jul-2007 Change Change % Previous Week
Open 840.7 838.2 -2.5 -0.3% 859.4
High 847.3 839.5 -7.8 -0.9% 861.5
Low 838.0 812.8 -25.2 -3.0% 834.6
Close 838.4 818.0 -20.4 -2.4% 841.4
Range 9.3 26.7 17.4 187.1% 26.9
ATR 12.1 13.1 1.0 8.6% 0.0
Volume 356,452 203,848 -152,604 -42.8% 1,047,403
Daily Pivots for day following 24-Jul-2007
Classic Woodie Camarilla DeMark
R4 903.5 887.5 832.7
R3 876.8 860.8 825.3
R2 850.1 850.1 822.9
R1 834.1 834.1 820.4 828.8
PP 823.4 823.4 823.4 820.8
S1 807.4 807.4 815.6 802.1
S2 796.7 796.7 813.1
S3 770.0 780.7 810.7
S4 743.3 754.0 803.3
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
5 858.8 812.8 46.0 5.6% 16.5 2.0% 11% False True 256,329
10 862.2 812.8 49.4 6.0% 13.1 1.6% 11% False True 229,638
20 862.2 812.8 49.4 6.0% 12.6 1.5% 11% False True 213,653
40 865.8 812.8 53.0 6.5% 12.8 1.6% 10% False True 191,601
60 865.8 812.8 53.0 6.5% 12.4 1.5% 10% False True 128,106
80 865.8 810.7 55.1 6.7% 11.2 1.4% 13% False False 96,103
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 2.2
Widest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 953.0
2.618 909.4
1.618 882.7
1.000 866.2
0.618 856.0
HIGH 839.5
0.618 829.3
0.500 826.2
0.382 823.0
LOW 812.8
0.618 796.3
1.000 786.1
1.618 769.6
2.618 742.9
4.250 699.3
Fisher Pivots for day following 24-Jul-2007
Pivot 1 day 3 day
R1 826.2 834.7
PP 823.4 829.1
S1 820.7 823.6

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

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