CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 17-Aug-2007
Day Change Summary
Previous Current
16-Aug-2007 17-Aug-2007 Change Change % Previous Week
Open 758.1 774.3 16.2 2.1% 788.1
High 775.3 806.2 30.9 4.0% 806.2
Low 737.7 761.0 23.3 3.2% 737.7
Close 774.5 789.9 15.4 2.0% 789.9
Range 37.6 45.2 7.6 20.2% 68.5
ATR 22.9 24.5 1.6 7.0% 0.0
Volume 376,838 644,255 267,417 71.0% 2,103,038
Daily Pivots for day following 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 921.3 900.8 814.8
R3 876.1 855.6 802.3
R2 830.9 830.9 798.2
R1 810.4 810.4 794.0 820.7
PP 785.7 785.7 785.7 790.8
S1 765.2 765.2 785.8 775.5
S2 740.5 740.5 781.6
S3 695.3 720.0 777.5
S4 650.1 674.8 765.0
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 983.4 955.2 827.6
R3 914.9 886.7 808.7
R2 846.4 846.4 802.5
R1 818.2 818.2 796.2 832.3
PP 777.9 777.9 777.9 785.0
S1 749.7 749.7 783.6 763.8
S2 709.4 709.4 777.3
S3 640.9 681.2 771.1
S4 572.4 612.7 752.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 806.2 737.7 68.5 8.7% 31.3 4.0% 76% True False 420,607
10 807.2 737.7 69.5 8.8% 29.3 3.7% 75% False False 411,627
20 847.3 737.7 109.6 13.9% 26.2 3.3% 48% False False 386,313
40 862.2 737.7 124.5 15.8% 19.2 2.4% 42% False False 299,906
60 865.8 737.7 128.1 16.2% 17.1 2.2% 41% False False 247,188
80 865.8 737.7 128.1 16.2% 15.6 2.0% 41% False False 185,657
100 865.8 737.7 128.1 16.2% 14.1 1.8% 41% False False 148,545
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.0
Widest range in 108 trading days
Fibonacci Retracements and Extensions
4.250 998.3
2.618 924.5
1.618 879.3
1.000 851.4
0.618 834.1
HIGH 806.2
0.618 788.9
0.500 783.6
0.382 778.3
LOW 761.0
0.618 733.1
1.000 715.8
1.618 687.9
2.618 642.7
4.250 568.9
Fisher Pivots for day following 17-Aug-2007
Pivot 1 day 3 day
R1 787.8 783.9
PP 785.7 777.9
S1 783.6 772.0

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

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