CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 04-Sep-2007 Change Change % Previous Week
Open 784.2 793.6 9.4 1.2% 802.1
High 798.5 807.4 8.9 1.1% 802.1
Low 784.2 788.2 4.0 0.5% 768.1
Close 794.8 801.2 6.4 0.8% 794.8
Range 14.3 19.2 4.9 34.3% 34.0
ATR 20.2 20.1 -0.1 -0.3% 0.0
Volume 216,742 175,232 -41,510 -19.2% 993,186
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 856.5 848.1 811.8
R3 837.3 828.9 806.5
R2 818.1 818.1 804.7
R1 809.7 809.7 803.0 813.9
PP 798.9 798.9 798.9 801.1
S1 790.5 790.5 799.4 794.7
S2 779.7 779.7 797.7
S3 760.5 771.3 795.9
S4 741.3 752.1 790.6
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 890.3 876.6 813.5
R3 856.3 842.6 804.2
R2 822.3 822.3 801.0
R1 808.6 808.6 797.9 798.5
PP 788.3 788.3 788.3 783.3
S1 774.6 774.6 791.7 764.5
S2 754.3 754.3 788.6
S3 720.3 740.6 785.5
S4 686.3 706.6 776.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 807.4 768.1 39.3 4.9% 18.4 2.3% 84% True False 199,351
10 809.5 768.1 41.4 5.2% 16.4 2.0% 80% False False 213,390
20 809.5 737.7 71.8 9.0% 22.4 2.8% 88% False False 317,759
40 862.2 737.7 124.5 15.5% 20.4 2.5% 51% False False 304,885
60 862.2 737.7 124.5 15.5% 17.8 2.2% 51% False False 283,222
80 865.8 737.7 128.1 16.0% 16.4 2.0% 50% False False 218,092
100 865.8 737.7 128.1 16.0% 15.1 1.9% 50% False False 174,507
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 889.0
2.618 857.7
1.618 838.5
1.000 826.6
0.618 819.3
HIGH 807.4
0.618 800.1
0.500 797.8
0.382 795.5
LOW 788.2
0.618 776.3
1.000 769.0
1.618 757.1
2.618 737.9
4.250 706.6
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 800.1 798.5
PP 798.9 795.9
S1 797.8 793.2

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

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