CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 01-Oct-2007
Day Change Summary
Previous Current
28-Sep-2007 01-Oct-2007 Change Change % Previous Week
Open 818.6 810.5 -8.1 -1.0% 815.9
High 821.3 831.7 10.4 1.3% 821.5
Low 808.2 808.1 -0.1 0.0% 801.8
Close 813.2 829.8 16.6 2.0% 813.2
Range 13.1 23.6 10.5 80.2% 19.7
ATR 15.2 15.8 0.6 4.0% 0.0
Volume 167,957 216,195 48,238 28.7% 920,926
Daily Pivots for day following 01-Oct-2007
Classic Woodie Camarilla DeMark
R4 894.0 885.5 842.8
R3 870.4 861.9 836.3
R2 846.8 846.8 834.1
R1 838.3 838.3 832.0 842.6
PP 823.2 823.2 823.2 825.3
S1 814.7 814.7 827.6 819.0
S2 799.6 799.6 825.5
S3 776.0 791.1 823.3
S4 752.4 767.5 816.8
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 871.3 861.9 824.0
R3 851.6 842.2 818.6
R2 831.9 831.9 816.8
R1 822.5 822.5 815.0 817.4
PP 812.2 812.2 812.2 809.6
S1 802.8 802.8 811.4 797.7
S2 792.5 792.5 809.6
S3 772.8 783.1 807.8
S4 753.1 763.4 802.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 831.7 801.8 29.9 3.6% 12.6 1.5% 94% True False 195,793
10 831.7 777.5 54.2 6.5% 15.2 1.8% 96% True False 241,577
20 831.7 764.4 67.3 8.1% 15.1 1.8% 97% True False 150,261
40 831.7 743.5 88.2 10.6% 18.3 2.2% 98% True False 75,292
60 869.4 743.5 125.9 15.2% 17.8 2.1% 69% False False 50,319
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 1.5
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 932.0
2.618 893.5
1.618 869.9
1.000 855.3
0.618 846.3
HIGH 831.7
0.618 822.7
0.500 819.9
0.382 817.1
LOW 808.1
0.618 793.5
1.000 784.5
1.618 769.9
2.618 746.3
4.250 707.8
Fisher Pivots for day following 01-Oct-2007
Pivot 1 day 3 day
R1 826.5 826.5
PP 823.2 823.2
S1 819.9 819.9

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

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