CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 31-Aug-2007
Day Change Summary
Previous Current
30-Aug-2007 31-Aug-2007 Change Change % Previous Week
Open 794.6 793.0 -1.6 -0.2% 805.5
High 799.5 803.2 3.7 0.5% 806.4
Low 785.2 792.2 7.0 0.9% 774.1
Close 790.6 800.8 10.2 1.3% 800.8
Range 14.3 11.0 -3.3 -23.1% 32.3
ATR 20.0 19.4 -0.5 -2.6% 0.0
Volume 253 831 578 228.5% 2,368
Daily Pivots for day following 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 831.7 827.3 806.9
R3 820.7 816.3 803.8
R2 809.7 809.7 802.8
R1 805.3 805.3 801.8 807.5
PP 798.7 798.7 798.7 799.9
S1 794.3 794.3 799.8 796.5
S2 787.7 787.7 798.8
S3 776.7 783.3 797.8
S4 765.7 772.3 794.8
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 890.7 878.0 818.6
R3 858.4 845.7 809.7
R2 826.1 826.1 806.7
R1 813.4 813.4 803.8 803.6
PP 793.8 793.8 793.8 788.9
S1 781.1 781.1 797.8 771.3
S2 761.5 761.5 794.9
S3 729.2 748.8 791.9
S4 696.9 716.5 783.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 806.4 774.1 32.3 4.0% 15.8 2.0% 83% False False 473
10 815.5 774.1 41.4 5.2% 14.8 1.8% 64% False False 372
20 815.5 743.5 72.0 9.0% 21.6 2.7% 80% False False 323
40 869.4 743.5 125.9 15.7% 19.2 2.4% 46% False False 348
Crabel Price Patterns
NR True
NR4 True
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 2.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 850.0
2.618 832.0
1.618 821.0
1.000 814.2
0.618 810.0
HIGH 803.2
0.618 799.0
0.500 797.7
0.382 796.4
LOW 792.2
0.618 785.4
1.000 781.2
1.618 774.4
2.618 763.4
4.250 745.5
Fisher Pivots for day following 31-Aug-2007
Pivot 1 day 3 day
R1 799.8 796.8
PP 798.7 792.7
S1 797.7 788.7

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

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