CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 26-Sep-2007
Day Change Summary
Previous Current
25-Sep-2007 26-Sep-2007 Change Change % Previous Week
Open 811.5 808.0 -3.5 -0.4% 788.9
High 811.5 818.6 7.1 0.9% 829.2
Low 801.8 808.0 6.2 0.8% 777.5
Close 808.3 814.4 6.1 0.8% 816.9
Range 9.7 10.6 0.9 9.3% 51.7
ATR 16.5 16.0 -0.4 -2.5% 0.0
Volume 203,469 191,541 -11,928 -5.9% 1,493,148
Daily Pivots for day following 26-Sep-2007
Classic Woodie Camarilla DeMark
R4 845.5 840.5 820.2
R3 834.9 829.9 817.3
R2 824.3 824.3 816.3
R1 819.3 819.3 815.4 821.8
PP 813.7 813.7 813.7 814.9
S1 808.7 808.7 813.4 811.2
S2 803.1 803.1 812.5
S3 792.5 798.1 811.5
S4 781.9 787.5 808.6
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 963.0 941.6 845.3
R3 911.3 889.9 831.1
R2 859.6 859.6 826.4
R1 838.2 838.2 821.6 848.9
PP 807.9 807.9 807.9 813.2
S1 786.5 786.5 812.2 797.2
S2 756.2 756.2 807.4
S3 704.5 734.8 802.7
S4 652.8 683.1 788.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 824.3 801.8 22.5 2.8% 11.3 1.4% 56% False False 235,618
10 829.2 775.2 54.0 6.6% 14.8 1.8% 73% False False 236,902
20 829.2 764.4 64.8 8.0% 15.3 1.9% 77% False False 121,149
40 829.2 743.5 85.7 10.5% 18.9 2.3% 83% False False 60,705
60 869.4 743.5 125.9 15.5% 17.4 2.1% 56% False False 40,595
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 863.7
2.618 846.4
1.618 835.8
1.000 829.2
0.618 825.2
HIGH 818.6
0.618 814.6
0.500 813.3
0.382 812.0
LOW 808.0
0.618 801.4
1.000 797.4
1.618 790.8
2.618 780.2
4.250 763.0
Fisher Pivots for day following 26-Sep-2007
Pivot 1 day 3 day
R1 814.0 813.5
PP 813.7 812.6
S1 813.3 811.7

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

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