CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 12-Oct-2007
Day Change Summary
Previous Current
11-Oct-2007 12-Oct-2007 Change Change % Previous Week
Open 850.2 840.3 -9.9 -1.2% 850.0
High 858.0 849.7 -8.3 -1.0% 858.0
Low 835.0 837.5 2.5 0.3% 835.0
Close 840.5 846.8 6.3 0.7% 846.8
Range 23.0 12.2 -10.8 -47.0% 23.0
ATR 14.4 14.2 -0.2 -1.1% 0.0
Volume 166,331 292,480 126,149 75.8% 949,577
Daily Pivots for day following 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 881.3 876.2 853.5
R3 869.1 864.0 850.2
R2 856.9 856.9 849.0
R1 851.8 851.8 847.9 854.4
PP 844.7 844.7 844.7 845.9
S1 839.6 839.6 845.7 842.2
S2 832.5 832.5 844.6
S3 820.3 827.4 843.4
S4 808.1 815.2 840.1
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 915.6 904.2 859.5
R3 892.6 881.2 853.1
R2 869.6 869.6 851.0
R1 858.2 858.2 848.9 852.4
PP 846.6 846.6 846.6 843.7
S1 835.2 835.2 844.7 829.4
S2 823.6 823.6 842.6
S3 800.6 812.2 840.5
S4 777.6 789.2 834.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 858.0 835.0 23.0 2.7% 12.7 1.5% 51% False False 189,915
10 858.0 808.1 49.9 5.9% 13.3 1.6% 78% False False 190,060
20 858.0 777.5 80.5 9.5% 13.6 1.6% 86% False False 215,733
40 858.0 764.4 93.6 11.1% 15.1 1.8% 88% False False 117,345
60 863.5 743.5 120.0 14.2% 18.2 2.1% 86% False False 78,341
80 869.4 743.5 125.9 14.9% 16.2 1.9% 82% False False 58,819
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 2.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 901.6
2.618 881.6
1.618 869.4
1.000 861.9
0.618 857.2
HIGH 849.7
0.618 845.0
0.500 843.6
0.382 842.2
LOW 837.5
0.618 830.0
1.000 825.3
1.618 817.8
2.618 805.6
4.250 785.7
Fisher Pivots for day following 12-Oct-2007
Pivot 1 day 3 day
R1 845.7 846.7
PP 844.7 846.6
S1 843.6 846.5

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

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