CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 10-Jul-2007
Day Change Summary
Previous Current
09-Jul-2007 10-Jul-2007 Change Change % Previous Week
Open 867.0 863.0 -4.0 -0.5% 850.0
High 867.7 866.7 -1.0 -0.1% 866.6
Low 861.8 849.9 -11.9 -1.4% 847.3
Close 865.2 851.1 -14.1 -1.6% 866.1
Range 5.9 16.8 10.9 184.7% 19.3
ATR 10.4 10.8 0.5 4.5% 0.0
Volume 282 159 -123 -43.6% 801
Daily Pivots for day following 10-Jul-2007
Classic Woodie Camarilla DeMark
R4 906.3 895.5 860.3
R3 889.5 878.7 855.7
R2 872.7 872.7 854.2
R1 861.9 861.9 852.6 858.9
PP 855.9 855.9 855.9 854.4
S1 845.1 845.1 849.6 842.1
S2 839.1 839.1 848.0
S3 822.3 828.3 846.5
S4 805.5 811.5 841.9
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 917.9 911.3 876.7
R3 898.6 892.0 871.4
R2 879.3 879.3 869.6
R1 872.7 872.7 867.9 876.0
PP 860.0 860.0 860.0 861.7
S1 853.4 853.4 864.3 856.7
S2 840.7 840.7 862.6
S3 821.4 834.1 860.8
S4 802.1 814.8 855.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 867.7 849.9 17.8 2.1% 8.1 1.0% 7% False True 188
10 867.7 832.3 35.4 4.2% 9.9 1.2% 53% False False 198
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 2.6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 938.1
2.618 910.7
1.618 893.9
1.000 883.5
0.618 877.1
HIGH 866.7
0.618 860.3
0.500 858.3
0.382 856.3
LOW 849.9
0.618 839.5
1.000 833.1
1.618 822.7
2.618 805.9
4.250 778.5
Fisher Pivots for day following 10-Jul-2007
Pivot 1 day 3 day
R1 858.3 858.8
PP 855.9 856.2
S1 853.5 853.7

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

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