CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 03-Aug-2007
Day Change Summary
Previous Current
02-Aug-2007 03-Aug-2007 Change Change % Previous Week
Open 780.5 788.0 7.5 1.0% 774.0
High 789.3 790.5 1.2 0.2% 798.4
Low 778.3 754.9 -23.4 -3.0% 754.9
Close 788.4 759.9 -28.5 -3.6% 759.9
Range 11.0 35.6 24.6 223.6% 43.5
ATR 16.8 18.1 1.3 8.0% 0.0
Volume 423,866 297,304 -126,562 -29.9% 1,793,035
Daily Pivots for day following 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 875.2 853.2 779.5
R3 839.6 817.6 769.7
R2 804.0 804.0 766.4
R1 782.0 782.0 763.2 775.2
PP 768.4 768.4 768.4 765.1
S1 746.4 746.4 756.6 739.6
S2 732.8 732.8 753.4
S3 697.2 710.8 750.1
S4 661.6 675.2 740.3
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 901.6 874.2 783.8
R3 858.1 830.7 771.9
R2 814.6 814.6 767.9
R1 787.2 787.2 763.9 779.2
PP 771.1 771.1 771.1 767.0
S1 743.7 743.7 755.9 735.7
S2 727.6 727.6 751.9
S3 684.1 700.2 747.9
S4 640.6 656.7 736.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 798.4 754.9 43.5 5.7% 22.4 2.9% 11% False True 358,607
10 847.3 754.9 92.4 12.2% 23.1 3.0% 5% False True 360,999
20 862.2 754.9 107.3 14.1% 17.5 2.3% 5% False True 280,709
40 862.2 754.9 107.3 14.1% 15.3 2.0% 5% False True 265,561
60 865.8 754.9 110.9 14.6% 14.2 1.9% 5% False True 178,899
80 865.8 754.9 110.9 14.6% 13.1 1.7% 5% False True 134,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.0
Widest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 941.8
2.618 883.7
1.618 848.1
1.000 826.1
0.618 812.5
HIGH 790.5
0.618 776.9
0.500 772.7
0.382 768.5
LOW 754.9
0.618 732.9
1.000 719.3
1.618 697.3
2.618 661.7
4.250 603.6
Fisher Pivots for day following 03-Aug-2007
Pivot 1 day 3 day
R1 772.7 772.7
PP 768.4 768.4
S1 764.2 764.2

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

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