CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 05-Oct-2007
Day Change Summary
Previous Current
04-Oct-2007 05-Oct-2007 Change Change % Previous Week
Open 832.2 834.0 1.8 0.2% 810.5
High 836.1 853.2 17.1 2.0% 853.2
Low 828.7 832.7 4.0 0.5% 808.1
Close 833.8 850.2 16.4 2.0% 850.2
Range 7.4 20.5 13.1 177.0% 45.1
ATR 14.3 14.8 0.4 3.1% 0.0
Volume 180,216 124,986 -55,230 -30.6% 951,023
Daily Pivots for day following 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 906.9 899.0 861.5
R3 886.4 878.5 855.8
R2 865.9 865.9 854.0
R1 858.0 858.0 852.1 862.0
PP 845.4 845.4 845.4 847.3
S1 837.5 837.5 848.3 841.5
S2 824.9 824.9 846.4
S3 804.4 817.0 844.6
S4 783.9 796.5 838.9
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 972.5 956.4 875.0
R3 927.4 911.3 862.6
R2 882.3 882.3 858.5
R1 866.2 866.2 854.3 874.3
PP 837.2 837.2 837.2 841.2
S1 821.1 821.1 846.1 829.2
S2 792.1 792.1 841.9
S3 747.0 776.0 837.8
S4 701.9 730.9 825.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 853.2 808.1 45.1 5.3% 14.0 1.6% 93% True False 190,204
10 853.2 801.8 51.4 6.0% 12.2 1.4% 94% True False 187,194
20 853.2 764.4 88.8 10.4% 14.2 1.7% 97% True False 186,349
40 853.2 743.5 109.7 12.9% 17.1 2.0% 97% True False 93,631
60 869.4 743.5 125.9 14.8% 17.8 2.1% 85% False False 62,549
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 940.3
2.618 906.9
1.618 886.4
1.000 873.7
0.618 865.9
HIGH 853.2
0.618 845.4
0.500 843.0
0.382 840.5
LOW 832.7
0.618 820.0
1.000 812.2
1.618 799.5
2.618 779.0
4.250 745.6
Fisher Pivots for day following 05-Oct-2007
Pivot 1 day 3 day
R1 847.8 847.1
PP 845.4 843.9
S1 843.0 840.8

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

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