CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 788.9 780.5 -8.4 -1.1% 778.8
High 788.9 814.3 25.4 3.2% 793.5
Low 779.8 777.5 -2.3 -0.3% 764.4
Close 780.5 814.0 33.5 4.3% 789.2
Range 9.1 36.8 27.7 304.4% 29.1
ATR 16.9 18.3 1.4 8.4% 0.0
Volume 214,496 265,130 50,634 23.6% 361,887
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 912.3 900.0 834.2
R3 875.5 863.2 824.1
R2 838.7 838.7 820.7
R1 826.4 826.4 817.4 832.6
PP 801.9 801.9 801.9 805.0
S1 789.6 789.6 810.6 795.8
S2 765.1 765.1 807.3
S3 728.3 752.8 803.9
S4 691.5 716.0 793.8
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
5 814.3 775.2 39.1 4.8% 16.6 2.0% 99% True False 163,596
10 814.3 764.4 49.9 6.1% 16.8 2.1% 99% True False 85,423
20 815.5 764.4 51.1 6.3% 15.9 2.0% 97% False False 42,900
40 845.9 743.5 102.4 12.6% 20.8 2.6% 69% False False 21,604
60 869.4 743.5 125.9 15.5% 17.4 2.1% 56% False False 14,506
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 970.7
2.618 910.6
1.618 873.8
1.000 851.1
0.618 837.0
HIGH 814.3
0.618 800.2
0.500 795.9
0.382 791.6
LOW 777.5
0.618 754.8
1.000 740.7
1.618 718.0
2.618 681.2
4.250 621.1
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 808.0 807.6
PP 801.9 801.2
S1 795.9 794.8

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

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