CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 27-Aug-2007
Day Change Summary
Previous Current
24-Aug-2007 27-Aug-2007 Change Change % Previous Week
Open 796.3 805.5 9.2 1.2% 797.3
High 807.5 806.4 -1.1 -0.1% 815.5
Low 794.3 795.7 1.4 0.2% 786.2
Close 807.6 796.2 -11.4 -1.4% 807.6
Range 13.2 10.7 -2.5 -18.9% 29.3
ATR 20.8 20.2 -0.6 -3.1% 0.0
Volume 423 487 64 15.1% 1,356
Daily Pivots for day following 27-Aug-2007
Classic Woodie Camarilla DeMark
R4 831.5 824.6 802.1
R3 820.8 813.9 799.1
R2 810.1 810.1 798.2
R1 803.2 803.2 797.2 801.3
PP 799.4 799.4 799.4 798.5
S1 792.5 792.5 795.2 790.6
S2 788.7 788.7 794.2
S3 778.0 781.8 793.3
S4 767.3 771.1 790.3
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 891.0 878.6 823.7
R3 861.7 849.3 815.7
R2 832.4 832.4 813.0
R1 820.0 820.0 810.3 826.2
PP 803.1 803.1 803.1 806.2
S1 790.7 790.7 804.9 796.9
S2 773.8 773.8 802.2
S3 744.5 761.4 799.5
S4 715.2 732.1 791.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 815.5 790.4 25.1 3.2% 12.9 1.6% 23% False False 305
10 815.5 743.5 72.0 9.0% 20.7 2.6% 73% False False 274
20 815.5 743.5 72.0 9.0% 22.6 2.8% 73% False False 267
40 869.4 743.5 125.9 15.8% 18.0 2.3% 42% False False 316
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 851.9
2.618 834.4
1.618 823.7
1.000 817.1
0.618 813.0
HIGH 806.4
0.618 802.3
0.500 801.1
0.382 799.8
LOW 795.7
0.618 789.1
1.000 785.0
1.618 778.4
2.618 767.7
4.250 750.2
Fisher Pivots for day following 27-Aug-2007
Pivot 1 day 3 day
R1 801.1 804.7
PP 799.4 801.9
S1 797.8 799.0

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

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