CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 27-Jul-2007
Day Change Summary
Previous Current
26-Jul-2007 27-Jul-2007 Change Change % Previous Week
Open 818.6 796.1 -22.5 -2.7% 848.8
High 824.0 805.1 -18.9 -2.3% 854.0
Low 789.2 776.5 -12.7 -1.6% 776.5
Close 798.5 778.9 -19.6 -2.5% 778.9
Range 34.8 28.6 -6.2 -17.8% 77.5
ATR 14.3 15.3 1.0 7.2% 0.0
Volume 1,078 369 -709 -65.8% 2,828
Daily Pivots for day following 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 872.6 854.4 794.6
R3 844.0 825.8 786.8
R2 815.4 815.4 784.1
R1 797.2 797.2 781.5 792.0
PP 786.8 786.8 786.8 784.3
S1 768.6 768.6 776.3 763.4
S2 758.2 758.2 773.7
S3 729.6 740.0 771.0
S4 701.0 711.4 763.2
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 1,035.6 984.8 821.5
R3 958.1 907.3 800.2
R2 880.6 880.6 793.1
R1 829.8 829.8 786.0 816.5
PP 803.1 803.1 803.1 796.5
S1 752.3 752.3 771.8 739.0
S2 725.6 725.6 764.7
S3 648.1 674.8 757.6
S4 570.6 597.3 736.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 854.0 776.5 77.5 9.9% 23.5 3.0% 3% False True 565
10 868.7 776.5 92.2 11.8% 17.8 2.3% 3% False True 531
20 869.4 776.5 92.9 11.9% 13.0 1.7% 3% False True 362
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 3.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 926.7
2.618 880.0
1.618 851.4
1.000 833.7
0.618 822.8
HIGH 805.1
0.618 794.2
0.500 790.8
0.382 787.4
LOW 776.5
0.618 758.8
1.000 747.9
1.618 730.2
2.618 701.6
4.250 655.0
Fisher Pivots for day following 27-Jul-2007
Pivot 1 day 3 day
R1 790.8 804.4
PP 786.8 795.9
S1 782.9 787.4

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

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