CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 01-Aug-2007
Day Change Summary
Previous Current
31-Jul-2007 01-Aug-2007 Change Change % Previous Week
Open 786.5 777.5 -9.0 -1.1% 840.7
High 798.4 785.9 -12.5 -1.6% 847.3
Low 774.5 764.7 -9.8 -1.3% 771.1
Close 781.0 781.4 0.4 0.1% 772.6
Range 23.9 21.2 -2.7 -11.3% 76.2
ATR 16.9 17.2 0.3 1.8% 0.0
Volume 321,211 359,812 38,601 12.0% 1,816,962
Daily Pivots for day following 01-Aug-2007
Classic Woodie Camarilla DeMark
R4 840.9 832.4 793.1
R3 819.7 811.2 787.2
R2 798.5 798.5 785.3
R1 790.0 790.0 783.3 794.3
PP 777.3 777.3 777.3 779.5
S1 768.8 768.8 779.5 773.1
S2 756.1 756.1 777.5
S3 734.9 747.6 775.6
S4 713.7 726.4 769.7
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
5 817.9 764.7 53.2 6.8% 25.7 3.3% 31% False True 396,898
10 858.8 764.7 94.1 12.0% 21.6 2.8% 18% False True 341,014
20 862.2 764.7 97.5 12.5% 16.1 2.1% 17% False True 255,920
40 862.2 764.7 97.5 12.5% 15.1 1.9% 17% False True 249,353
60 865.8 764.7 101.1 12.9% 13.8 1.8% 17% False True 166,882
80 865.8 764.7 101.1 12.9% 12.7 1.6% 17% False True 125,205
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 5.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 876.0
2.618 841.4
1.618 820.2
1.000 807.1
0.618 799.0
HIGH 785.9
0.618 777.8
0.500 775.3
0.382 772.8
LOW 764.7
0.618 751.6
1.000 743.5
1.618 730.4
2.618 709.2
4.250 674.6
Fisher Pivots for day following 01-Aug-2007
Pivot 1 day 3 day
R1 779.4 781.6
PP 777.3 781.5
S1 775.3 781.5

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

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