CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 16-Aug-2007
Day Change Summary
Previous Current
15-Aug-2007 16-Aug-2007 Change Change % Previous Week
Open 770.0 760.3 -9.7 -1.3% 761.5
High 784.7 778.8 -5.9 -0.8% 813.0
Low 758.8 743.5 -15.3 -2.0% 750.8
Close 763.6 780.0 16.4 2.1% 793.7
Range 25.9 35.3 9.4 36.3% 62.2
ATR 21.1 22.1 1.0 4.8% 0.0
Volume 127 224 97 76.4% 1,492
Daily Pivots for day following 16-Aug-2007
Classic Woodie Camarilla DeMark
R4 873.3 862.0 799.4
R3 838.0 826.7 789.7
R2 802.7 802.7 786.5
R1 791.4 791.4 783.2 797.1
PP 767.4 767.4 767.4 770.3
S1 756.1 756.1 776.8 761.8
S2 732.1 732.1 773.5
S3 696.8 720.8 770.3
S4 661.5 685.5 760.6
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
5 811.3 743.5 67.8 8.7% 28.8 3.7% 54% False True 200
10 813.0 743.5 69.5 8.9% 27.4 3.5% 53% False True 236
20 863.5 743.5 120.0 15.4% 24.3 3.1% 30% False True 333
40 869.4 743.5 125.9 16.1% 17.2 2.2% 29% False True 293
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 7.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 928.8
2.618 871.2
1.618 835.9
1.000 814.1
0.618 800.6
HIGH 778.8
0.618 765.3
0.500 761.2
0.382 757.0
LOW 743.5
0.618 721.7
1.000 708.2
1.618 686.4
2.618 651.1
4.250 593.5
Fisher Pivots for day following 16-Aug-2007
Pivot 1 day 3 day
R1 773.7 776.2
PP 767.4 772.4
S1 761.2 768.6

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

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