CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 792.6 774.0 -18.6 -2.3% 840.7
High 799.3 791.4 -7.9 -1.0% 847.3
Low 771.1 771.3 0.2 0.0% 771.1
Close 772.6 786.8 14.2 1.8% 772.6
Range 28.2 20.1 -8.1 -28.7% 76.2
ATR 16.1 16.4 0.3 1.8% 0.0
Volume 538,302 390,842 -147,460 -27.4% 1,816,962
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 843.5 835.2 797.9
R3 823.4 815.1 792.3
R2 803.3 803.3 790.5
R1 795.0 795.0 788.6 799.2
PP 783.2 783.2 783.2 785.2
S1 774.9 774.9 785.0 779.1
S2 763.1 763.1 783.1
S3 743.0 754.8 781.3
S4 722.9 734.7 775.7
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
5 839.5 771.1 68.4 8.7% 26.0 3.3% 23% False False 370,270
10 860.6 771.1 89.5 11.4% 19.4 2.5% 18% False False 310,958
20 862.2 771.1 91.1 11.6% 14.7 1.9% 17% False False 243,414
40 863.8 771.1 92.7 11.8% 14.4 1.8% 17% False False 232,689
60 865.8 771.1 94.7 12.0% 13.2 1.7% 17% False False 155,538
80 865.8 771.1 94.7 12.0% 12.2 1.5% 17% False False 116,693
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 876.8
2.618 844.0
1.618 823.9
1.000 811.5
0.618 803.8
HIGH 791.4
0.618 783.7
0.500 781.4
0.382 779.0
LOW 771.3
0.618 758.9
1.000 751.2
1.618 738.8
2.618 718.7
4.250 685.9
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 785.0 794.5
PP 783.2 791.9
S1 781.4 789.4

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

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