CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 09-Oct-2007
Day Change Summary
Previous Current
08-Oct-2007 09-Oct-2007 Change Change % Previous Week
Open 850.0 844.2 -5.8 -0.7% 810.5
High 850.8 852.4 1.6 0.2% 853.2
Low 841.3 841.8 0.5 0.1% 808.1
Close 844.4 851.6 7.2 0.9% 850.2
Range 9.5 10.6 1.1 11.6% 45.1
ATR 14.4 14.1 -0.3 -1.9% 0.0
Volume 206,439 117,061 -89,378 -43.3% 951,023
Daily Pivots for day following 09-Oct-2007
Classic Woodie Camarilla DeMark
R4 880.4 876.6 857.4
R3 869.8 866.0 854.5
R2 859.2 859.2 853.5
R1 855.4 855.4 852.6 857.3
PP 848.6 848.6 848.6 849.6
S1 844.8 844.8 850.6 846.7
S2 838.0 838.0 849.7
S3 827.4 834.2 848.7
S4 816.8 823.6 845.8
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% 11.3 1.3% 94% False False 166,214
10 853.2 808.0 45.2 5.3% 12.0 1.4% 96% False False 183,382
20 853.2 775.2 78.0 9.2% 13.2 1.6% 98% False False 201,347
40 853.2 743.5 109.7 12.9% 16.1 1.9% 99% False False 101,704
60 867.8 743.5 124.3 14.6% 17.9 2.1% 87% False False 67,925
80 869.4 743.5 125.9 14.8% 16.1 1.9% 86% False False 50,995
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 1.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 897.5
2.618 880.2
1.618 869.6
1.000 863.0
0.618 859.0
HIGH 852.4
0.618 848.4
0.500 847.1
0.382 845.8
LOW 841.8
0.618 835.2
1.000 831.2
1.618 824.6
2.618 814.0
4.250 796.8
Fisher Pivots for day following 09-Oct-2007
Pivot 1 day 3 day
R1 850.1 848.7
PP 848.6 845.8
S1 847.1 843.0

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

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