CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 11-Oct-2007
Day Change Summary
Previous Current
10-Oct-2007 11-Oct-2007 Change Change % Previous Week
Open 851.4 850.2 -1.2 -0.1% 810.5
High 851.7 858.0 6.3 0.7% 853.2
Low 843.4 835.0 -8.4 -1.0% 808.1
Close 850.3 840.5 -9.8 -1.2% 850.2
Range 8.3 23.0 14.7 177.1% 45.1
ATR 13.7 14.4 0.7 4.9% 0.0
Volume 167,266 166,331 -935 -0.6% 951,023
Daily Pivots for day following 11-Oct-2007
Classic Woodie Camarilla DeMark
R4 913.5 900.0 853.2
R3 890.5 877.0 846.8
R2 867.5 867.5 844.7
R1 854.0 854.0 842.6 849.3
PP 844.5 844.5 844.5 842.1
S1 831.0 831.0 838.4 826.3
S2 821.5 821.5 836.3
S3 798.5 808.0 834.2
S4 775.5 785.0 827.9
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
5 858.0 832.7 25.3 3.0% 14.4 1.7% 31% True False 156,416
10 858.0 808.1 49.9 5.9% 13.4 1.6% 65% True False 177,607
20 858.0 775.2 82.8 9.9% 13.7 1.6% 79% True False 213,315
40 858.0 743.5 114.5 13.6% 15.7 1.9% 85% True False 110,039
60 866.0 743.5 122.5 14.6% 18.1 2.2% 79% False False 73,473
80 869.4 743.5 125.9 15.0% 16.2 1.9% 77% False False 55,164
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 2.4
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 955.8
2.618 918.2
1.618 895.2
1.000 881.0
0.618 872.2
HIGH 858.0
0.618 849.2
0.500 846.5
0.382 843.8
LOW 835.0
0.618 820.8
1.000 812.0
1.618 797.8
2.618 774.8
4.250 737.3
Fisher Pivots for day following 11-Oct-2007
Pivot 1 day 3 day
R1 846.5 846.5
PP 844.5 844.5
S1 842.5 842.5

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

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