CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 06-Aug-2007
Day Change Summary
Previous Current
03-Aug-2007 06-Aug-2007 Change Change % Previous Week
Open 788.0 757.3 -30.7 -3.9% 774.0
High 790.5 770.2 -20.3 -2.6% 798.4
Low 754.9 744.7 -10.2 -1.4% 754.9
Close 759.9 766.3 6.4 0.8% 759.9
Range 35.6 25.5 -10.1 -28.4% 43.5
ATR 18.1 18.6 0.5 2.9% 0.0
Volume 297,304 358,292 60,988 20.5% 1,793,035
Daily Pivots for day following 06-Aug-2007
Classic Woodie Camarilla DeMark
R4 836.9 827.1 780.3
R3 811.4 801.6 773.3
R2 785.9 785.9 771.0
R1 776.1 776.1 768.6 781.0
PP 760.4 760.4 760.4 762.9
S1 750.6 750.6 764.0 755.5
S2 734.9 734.9 761.6
S3 709.4 725.1 759.3
S4 683.9 699.6 752.3
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
5 798.4 744.7 53.7 7.0% 23.4 3.1% 40% False True 352,097
10 839.5 744.7 94.8 12.4% 24.7 3.2% 23% False True 361,183
20 862.2 744.7 117.5 15.3% 18.5 2.4% 18% False True 292,011
40 862.2 744.7 117.5 15.3% 15.5 2.0% 18% False True 265,953
60 865.8 744.7 121.1 15.8% 14.4 1.9% 18% False True 184,869
80 865.8 744.7 121.1 15.8% 13.2 1.7% 18% False True 138,694
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 6.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 878.6
2.618 837.0
1.618 811.5
1.000 795.7
0.618 786.0
HIGH 770.2
0.618 760.5
0.500 757.5
0.382 754.4
LOW 744.7
0.618 728.9
1.000 719.2
1.618 703.4
2.618 677.9
4.250 636.3
Fisher Pivots for day following 06-Aug-2007
Pivot 1 day 3 day
R1 763.4 767.6
PP 760.4 767.2
S1 757.5 766.7

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

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