CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 16-Jul-2007
Day Change Summary
Previous Current
13-Jul-2007 16-Jul-2007 Change Change % Previous Week
Open 867.1 865.7 -1.4 -0.2% 867.0
High 869.4 868.7 -0.7 -0.1% 869.4
Low 863.9 859.4 -4.5 -0.5% 845.8
Close 866.6 861.9 -4.7 -0.5% 866.6
Range 5.5 9.3 3.8 69.1% 23.6
ATR 10.6 10.5 -0.1 -0.9% 0.0
Volume 82 833 751 915.9% 1,129
Daily Pivots for day following 16-Jul-2007
Classic Woodie Camarilla DeMark
R4 891.2 885.9 867.0
R3 881.9 876.6 864.5
R2 872.6 872.6 863.6
R1 867.3 867.3 862.8 865.3
PP 863.3 863.3 863.3 862.4
S1 858.0 858.0 861.0 856.0
S2 854.0 854.0 860.2
S3 844.7 848.7 859.3
S4 835.4 839.4 856.8
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 931.4 922.6 879.6
R3 907.8 899.0 873.1
R2 884.2 884.2 870.9
R1 875.4 875.4 868.8 868.0
PP 860.6 860.6 860.6 856.9
S1 851.8 851.8 864.4 844.4
S2 837.0 837.0 862.3
S3 813.4 828.2 860.1
S4 789.8 804.6 853.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 869.4 845.8 23.6 2.7% 11.0 1.3% 68% False False 336
10 869.4 845.8 23.6 2.7% 8.0 0.9% 68% False False 257
20 869.4 832.3 37.1 4.3% 10.7 1.2% 80% False False 206
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 2.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 908.2
2.618 893.0
1.618 883.7
1.000 878.0
0.618 874.4
HIGH 868.7
0.618 865.1
0.500 864.1
0.382 863.0
LOW 859.4
0.618 853.7
1.000 850.1
1.618 844.4
2.618 835.1
4.250 819.9
Fisher Pivots for day following 16-Jul-2007
Pivot 1 day 3 day
R1 864.1 861.9
PP 863.3 861.9
S1 862.6 861.9

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

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