CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 23-Oct-2007
Day Change Summary
Previous Current
22-Oct-2007 23-Oct-2007 Change Change % Previous Week
Open 798.0 815.1 17.1 2.1% 847.6
High 816.5 822.5 6.0 0.7% 848.8
Low 785.3 808.8 23.5 3.0% 797.6
Close 814.8 820.5 5.7 0.7% 798.2
Range 31.2 13.7 -17.5 -56.1% 51.2
ATR 16.9 16.6 -0.2 -1.3% 0.0
Volume 306,993 298,911 -8,082 -2.6% 1,107,284
Daily Pivots for day following 23-Oct-2007
Classic Woodie Camarilla DeMark
R4 858.4 853.1 828.0
R3 844.7 839.4 824.3
R2 831.0 831.0 823.0
R1 825.7 825.7 821.8 828.4
PP 817.3 817.3 817.3 818.6
S1 812.0 812.0 819.2 814.7
S2 803.6 803.6 818.0
S3 789.9 798.3 816.7
S4 776.2 784.6 813.0
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 968.5 934.5 826.4
R3 917.3 883.3 812.3
R2 866.1 866.1 807.6
R1 832.1 832.1 802.9 823.5
PP 814.9 814.9 814.9 810.6
S1 780.9 780.9 793.5 772.3
S2 763.7 763.7 788.8
S3 712.5 729.7 784.1
S4 661.3 678.5 770.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 837.5 785.3 52.2 6.4% 21.3 2.6% 67% False False 250,730
10 858.0 785.3 72.7 8.9% 18.3 2.2% 48% False False 233,926
20 858.0 785.3 72.7 8.9% 15.1 1.8% 48% False False 208,654
40 858.0 764.4 93.6 11.4% 15.5 1.9% 60% False False 160,117
60 858.0 743.5 114.5 14.0% 17.8 2.2% 67% False False 106,834
80 869.4 743.5 125.9 15.3% 16.7 2.0% 61% False False 80,217
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 4.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 880.7
2.618 858.4
1.618 844.7
1.000 836.2
0.618 831.0
HIGH 822.5
0.618 817.3
0.500 815.7
0.382 814.0
LOW 808.8
0.618 800.3
1.000 795.1
1.618 786.6
2.618 772.9
4.250 750.6
Fisher Pivots for day following 23-Oct-2007
Pivot 1 day 3 day
R1 818.9 816.2
PP 817.3 811.8
S1 815.7 807.5

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

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