CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 27-Jul-2007
Day Change Summary
Previous Current
26-Jul-2007 27-Jul-2007 Change Change % Previous Week
Open 814.3 792.6 -21.7 -2.7% 840.7
High 817.9 799.3 -18.6 -2.3% 847.3
Low 782.6 771.1 -11.5 -1.5% 771.1
Close 792.2 772.6 -19.6 -2.5% 772.6
Range 35.3 28.2 -7.1 -20.1% 76.2
ATR 15.1 16.1 0.9 6.2% 0.0
Volume 374,323 538,302 163,979 43.8% 1,816,962
Daily Pivots for day following 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 865.6 847.3 788.1
R3 837.4 819.1 780.4
R2 809.2 809.2 777.8
R1 790.9 790.9 775.2 786.0
PP 781.0 781.0 781.0 778.5
S1 762.7 762.7 770.0 757.8
S2 752.8 752.8 767.4
S3 724.6 734.5 764.8
S4 696.4 706.3 757.1
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 1,025.6 975.3 814.5
R3 949.4 899.1 793.6
R2 873.2 873.2 786.6
R1 822.9 822.9 779.6 810.0
PP 797.0 797.0 797.0 790.5
S1 746.7 746.7 765.6 733.8
S2 720.8 720.8 758.6
S3 644.6 670.5 751.6
S4 568.4 594.3 730.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 847.3 771.1 76.2 9.9% 23.8 3.1% 2% False True 363,392
10 861.5 771.1 90.4 11.7% 18.3 2.4% 2% False True 286,436
20 862.2 771.1 91.1 11.8% 14.6 1.9% 2% False True 234,651
40 865.8 771.1 94.7 12.3% 14.1 1.8% 2% False True 222,944
60 865.8 771.1 94.7 12.3% 13.0 1.7% 2% False True 149,030
80 865.8 771.1 94.7 12.3% 12.0 1.6% 2% False True 111,808
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 3.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 919.2
2.618 873.1
1.618 844.9
1.000 827.5
0.618 816.7
HIGH 799.3
0.618 788.5
0.500 785.2
0.382 781.9
LOW 771.1
0.618 753.7
1.000 742.9
1.618 725.5
2.618 697.3
4.250 651.3
Fisher Pivots for day following 27-Jul-2007
Pivot 1 day 3 day
R1 785.2 798.4
PP 781.0 789.8
S1 776.8 781.2

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

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