CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 13-Sep-2007
Day Change Summary
Previous Current
12-Sep-2007 13-Sep-2007 Change Change % Previous Week
Open 788.6 783.3 -5.3 -0.7% 798.6
High 790.1 793.5 3.4 0.4% 813.2
Low 782.2 779.8 -2.4 -0.3% 778.8
Close 783.7 784.9 1.2 0.2% 786.0
Range 7.9 13.7 5.8 73.4% 34.4
ATR 17.9 17.6 -0.3 -1.7% 0.0
Volume 15,644 78,588 62,944 402.4% 13,082
Daily Pivots for day following 13-Sep-2007
Classic Woodie Camarilla DeMark
R4 827.2 819.7 792.4
R3 813.5 806.0 788.7
R2 799.8 799.8 787.4
R1 792.3 792.3 786.2 796.1
PP 786.1 786.1 786.1 787.9
S1 778.6 778.6 783.6 782.4
S2 772.4 772.4 782.4
S3 758.7 764.9 781.1
S4 745.0 751.2 777.4
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 895.9 875.3 804.9
R3 861.5 840.9 795.5
R2 827.1 827.1 792.3
R1 806.5 806.5 789.2 799.6
PP 792.7 792.7 792.7 789.2
S1 772.1 772.1 782.8 765.2
S2 758.3 758.3 779.7
S3 723.9 737.7 776.5
S4 689.5 703.3 767.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 800.0 764.4 35.6 4.5% 16.4 2.1% 58% False False 24,862
10 813.2 764.4 48.8 6.2% 15.0 1.9% 42% False False 13,192
20 815.5 743.5 72.0 9.2% 17.6 2.2% 58% False False 6,762
40 866.0 743.5 122.5 15.6% 20.3 2.6% 34% False False 3,552
60 869.4 743.5 125.9 16.0% 17.0 2.2% 33% False False 2,447
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 851.7
2.618 829.4
1.618 815.7
1.000 807.2
0.618 802.0
HIGH 793.5
0.618 788.3
0.500 786.7
0.382 785.0
LOW 779.8
0.618 771.3
1.000 766.1
1.618 757.6
2.618 743.9
4.250 721.6
Fisher Pivots for day following 13-Sep-2007
Pivot 1 day 3 day
R1 786.7 784.5
PP 786.1 784.1
S1 785.5 783.7

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

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