CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 17-Sep-2007
Day Change Summary
Previous Current
14-Sep-2007 17-Sep-2007 Change Change % Previous Week
Open 785.2 788.9 3.7 0.5% 778.8
High 790.8 788.9 -1.9 -0.2% 793.5
Low 775.2 779.8 4.6 0.6% 764.4
Close 789.2 780.5 -8.7 -1.1% 789.2
Range 15.6 9.1 -6.5 -41.7% 29.1
ATR 17.5 16.9 -0.6 -3.3% 0.0
Volume 244,125 214,496 -29,629 -12.1% 361,887
Daily Pivots for day following 17-Sep-2007
Classic Woodie Camarilla DeMark
R4 810.4 804.5 785.5
R3 801.3 795.4 783.0
R2 792.2 792.2 782.2
R1 786.3 786.3 781.3 784.7
PP 783.1 783.1 783.1 782.3
S1 777.2 777.2 779.7 775.6
S2 774.0 774.0 778.8
S3 764.9 768.1 778.0
S4 755.8 759.0 775.5
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 869.7 858.5 805.2
R3 840.6 829.4 797.2
R2 811.5 811.5 794.5
R1 800.3 800.3 791.9 805.9
PP 782.4 782.4 782.4 785.2
S1 771.2 771.2 786.5 776.8
S2 753.3 753.3 783.9
S3 724.2 742.1 781.2
S4 695.1 713.0 773.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 793.5 773.8 19.7 2.5% 12.4 1.6% 34% False False 114,625
10 813.2 764.4 48.8 6.3% 14.9 1.9% 33% False False 58,946
20 815.5 764.4 51.1 6.5% 14.8 1.9% 32% False False 29,659
40 854.0 743.5 110.5 14.2% 20.1 2.6% 33% False False 14,994
60 869.4 743.5 125.9 16.1% 17.0 2.2% 29% False False 10,088
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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 827.6
2.618 812.7
1.618 803.6
1.000 798.0
0.618 794.5
HIGH 788.9
0.618 785.4
0.500 784.4
0.382 783.3
LOW 779.8
0.618 774.2
1.000 770.7
1.618 765.1
2.618 756.0
4.250 741.1
Fisher Pivots for day following 17-Sep-2007
Pivot 1 day 3 day
R1 784.4 784.4
PP 783.1 783.1
S1 781.8 781.8

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

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