CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 14-Aug-2007
Day Change Summary
Previous Current
13-Aug-2007 14-Aug-2007 Change Change % Previous Week
Open 796.9 789.0 -7.9 -1.0% 761.5
High 811.3 793.7 -17.6 -2.2% 813.0
Low 787.6 772.0 -15.6 -2.0% 750.8
Close 788.5 775.4 -13.1 -1.7% 793.7
Range 23.7 21.7 -2.0 -8.4% 62.2
ATR 20.6 20.7 0.1 0.4% 0.0
Volume 340 95 -245 -72.1% 1,492
Daily Pivots for day following 14-Aug-2007
Classic Woodie Camarilla DeMark
R4 845.5 832.1 787.3
R3 823.8 810.4 781.4
R2 802.1 802.1 779.4
R1 788.7 788.7 777.4 784.6
PP 780.4 780.4 780.4 778.3
S1 767.0 767.0 773.4 762.9
S2 758.7 758.7 771.4
S3 737.0 745.3 769.4
S4 715.3 723.6 763.5
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 972.4 945.3 827.9
R3 910.2 883.1 810.8
R2 848.0 848.0 805.1
R1 820.9 820.9 799.4 834.5
PP 785.8 785.8 785.8 792.6
S1 758.7 758.7 788.0 772.3
S2 723.6 723.6 782.3
S3 661.4 696.5 776.6
S4 599.2 634.3 759.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 813.0 772.0 41.0 5.3% 26.5 3.4% 8% False True 282
10 813.0 750.8 62.2 8.0% 24.3 3.1% 40% False False 242
20 866.0 750.8 115.2 14.9% 22.3 2.9% 21% False False 345
40 869.4 750.8 118.6 15.3% 16.5 2.1% 21% False False 286
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 5.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 885.9
2.618 850.5
1.618 828.8
1.000 815.4
0.618 807.1
HIGH 793.7
0.618 785.4
0.500 782.9
0.382 780.3
LOW 772.0
0.618 758.6
1.000 750.3
1.618 736.9
2.618 715.2
4.250 679.8
Fisher Pivots for day following 14-Aug-2007
Pivot 1 day 3 day
R1 782.9 791.7
PP 780.4 786.2
S1 777.9 780.8

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

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