CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 17-Oct-2007
Day Change Summary
Previous Current
16-Oct-2007 17-Oct-2007 Change Change % Previous Week
Open 837.1 828.5 -8.6 -1.0% 850.0
High 839.6 837.5 -2.1 -0.3% 858.0
Low 827.1 818.5 -8.6 -1.0% 835.0
Close 827.8 830.4 2.6 0.3% 846.8
Range 12.5 19.0 6.5 52.0% 23.0
ATR 14.5 14.8 0.3 2.2% 0.0
Volume 255,174 204,696 -50,478 -19.8% 949,577
Daily Pivots for day following 17-Oct-2007
Classic Woodie Camarilla DeMark
R4 885.8 877.1 840.9
R3 866.8 858.1 835.6
R2 847.8 847.8 833.9
R1 839.1 839.1 832.1 843.5
PP 828.8 828.8 828.8 831.0
S1 820.1 820.1 828.7 824.5
S2 809.8 809.8 826.9
S3 790.8 801.1 825.2
S4 771.8 782.1 820.0
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
5 858.0 818.5 39.5 4.8% 17.4 2.1% 30% False True 224,608
10 858.0 818.5 39.5 4.8% 14.3 1.7% 30% False True 191,901
20 858.0 801.8 56.2 6.8% 13.0 1.6% 51% False False 205,534
40 858.0 764.4 93.6 11.3% 14.6 1.8% 71% False False 133,928
60 858.0 743.5 114.5 13.8% 18.1 2.2% 76% False False 89,387
80 869.4 743.5 125.9 15.2% 16.4 2.0% 69% False False 67,116
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 3.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 918.3
2.618 887.2
1.618 868.2
1.000 856.5
0.618 849.2
HIGH 837.5
0.618 830.2
0.500 828.0
0.382 825.8
LOW 818.5
0.618 806.8
1.000 799.5
1.618 787.8
2.618 768.8
4.250 737.8
Fisher Pivots for day following 17-Oct-2007
Pivot 1 day 3 day
R1 829.6 833.7
PP 828.8 832.6
S1 828.0 831.5

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

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