CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 21-Aug-2007
Day Change Summary
Previous Current
20-Aug-2007 21-Aug-2007 Change Change % Previous Week
Open 797.3 794.0 -3.3 -0.4% 796.9
High 801.3 801.5 0.2 0.0% 811.9
Low 786.2 790.4 4.2 0.5% 743.5
Close 795.2 797.6 2.4 0.3% 795.4
Range 15.1 11.1 -4.0 -26.5% 68.4
ATR 23.1 22.2 -0.9 -3.7% 0.0
Volume 317 125 -192 -60.6% 1,245
Daily Pivots for day following 21-Aug-2007
Classic Woodie Camarilla DeMark
R4 829.8 824.8 803.7
R3 818.7 813.7 800.7
R2 807.6 807.6 799.6
R1 802.6 802.6 798.6 805.1
PP 796.5 796.5 796.5 797.8
S1 791.5 791.5 796.6 794.0
S2 785.4 785.4 795.6
S3 774.3 780.4 794.5
S4 763.2 769.3 791.5
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 988.8 960.5 833.0
R3 920.4 892.1 814.2
R2 852.0 852.0 807.9
R1 823.7 823.7 801.7 803.7
PP 783.6 783.6 783.6 773.6
S1 755.3 755.3 789.1 735.3
S2 715.2 715.2 782.9
S3 646.8 686.9 776.6
S4 578.4 618.5 757.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 811.9 743.5 68.4 8.6% 26.4 3.3% 79% False False 250
10 813.0 743.5 69.5 8.7% 26.5 3.3% 78% False False 266
20 832.2 743.5 88.7 11.1% 25.0 3.1% 61% False False 304
40 869.4 743.5 125.9 15.8% 18.1 2.3% 43% False False 304
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.2
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 848.7
2.618 830.6
1.618 819.5
1.000 812.6
0.618 808.4
HIGH 801.5
0.618 797.3
0.500 796.0
0.382 794.6
LOW 790.4
0.618 783.5
1.000 779.3
1.618 772.4
2.618 761.3
4.250 743.2
Fisher Pivots for day following 21-Aug-2007
Pivot 1 day 3 day
R1 797.1 794.9
PP 796.5 792.2
S1 796.0 789.5

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

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