CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 04-Oct-2007
Day Change Summary
Previous Current
03-Oct-2007 04-Oct-2007 Change Change % Previous Week
Open 835.0 832.2 -2.8 -0.3% 815.9
High 836.8 836.1 -0.7 -0.1% 821.5
Low 828.4 828.7 0.3 0.0% 801.8
Close 832.4 833.8 1.4 0.2% 813.2
Range 8.4 7.4 -1.0 -11.9% 19.7
ATR 14.8 14.3 -0.5 -3.6% 0.0
Volume 202,372 180,216 -22,156 -10.9% 920,926
Daily Pivots for day following 04-Oct-2007
Classic Woodie Camarilla DeMark
R4 855.1 851.8 837.9
R3 847.7 844.4 835.8
R2 840.3 840.3 835.2
R1 837.0 837.0 834.5 838.7
PP 832.9 832.9 832.9 833.7
S1 829.6 829.6 833.1 831.3
S2 825.5 825.5 832.4
S3 818.1 822.2 831.8
S4 810.7 814.8 829.7
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
5 838.3 808.1 30.2 3.6% 12.5 1.5% 85% False False 198,798
10 838.3 801.8 36.5 4.4% 11.1 1.3% 88% False False 202,118
20 838.3 764.4 73.9 8.9% 14.2 1.7% 94% False False 180,427
40 838.3 743.5 94.8 11.4% 17.1 2.1% 95% False False 90,521
60 869.4 743.5 125.9 15.1% 17.7 2.1% 72% False False 60,471
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 867.6
2.618 855.5
1.618 848.1
1.000 843.5
0.618 840.7
HIGH 836.1
0.618 833.3
0.500 832.4
0.382 831.5
LOW 828.7
0.618 824.1
1.000 821.3
1.618 816.7
2.618 809.3
4.250 797.3
Fisher Pivots for day following 04-Oct-2007
Pivot 1 day 3 day
R1 833.3 833.7
PP 832.9 833.5
S1 832.4 833.4

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

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