CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 08-Oct-2007
Day Change Summary
Previous Current
05-Oct-2007 08-Oct-2007 Change Change % Previous Week
Open 834.0 850.0 16.0 1.9% 810.5
High 853.2 850.8 -2.4 -0.3% 853.2
Low 832.7 841.3 8.6 1.0% 808.1
Close 850.2 844.4 -5.8 -0.7% 850.2
Range 20.5 9.5 -11.0 -53.7% 45.1
ATR 14.8 14.4 -0.4 -2.5% 0.0
Volume 124,986 206,439 81,453 65.2% 951,023
Daily Pivots for day following 08-Oct-2007
Classic Woodie Camarilla DeMark
R4 874.0 868.7 849.6
R3 864.5 859.2 847.0
R2 855.0 855.0 846.1
R1 849.7 849.7 845.3 847.6
PP 845.5 845.5 845.5 844.5
S1 840.2 840.2 843.5 838.1
S2 836.0 836.0 842.7
S3 826.5 830.7 841.8
S4 817.0 821.2 839.2
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
5 853.2 828.4 24.8 2.9% 11.1 1.3% 65% False False 188,253
10 853.2 801.8 51.4 6.1% 11.9 1.4% 83% False False 192,023
20 853.2 773.8 79.4 9.4% 13.5 1.6% 89% False False 196,508
40 853.2 743.5 109.7 13.0% 16.4 1.9% 92% False False 98,786
60 868.7 743.5 125.2 14.8% 17.9 2.1% 81% False False 65,988
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 891.2
2.618 875.7
1.618 866.2
1.000 860.3
0.618 856.7
HIGH 850.8
0.618 847.2
0.500 846.1
0.382 844.9
LOW 841.3
0.618 835.4
1.000 831.8
1.618 825.9
2.618 816.4
4.250 800.9
Fisher Pivots for day following 08-Oct-2007
Pivot 1 day 3 day
R1 846.1 843.3
PP 845.5 842.1
S1 845.0 841.0

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

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