CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 14-Feb-2007
Day Change Summary
Previous Current
13-Feb-2007 14-Feb-2007 Change Change % Previous Week
Open 816.7 822.2 5.5 0.7% 818.8
High 822.7 828.2 5.5 0.7% 827.9
Low 816.4 820.8 4.4 0.5% 812.5
Close 822.5 822.9 0.4 0.0% 818.6
Range 6.3 7.4 1.1 17.5% 15.4
ATR 9.3 9.1 -0.1 -1.4% 0.0
Volume 416 519 103 24.8% 1,643
Daily Pivots for day following 14-Feb-2007
Classic Woodie Camarilla DeMark
R4 846.2 841.9 827.0
R3 838.8 834.5 824.9
R2 831.4 831.4 824.3
R1 827.1 827.1 823.6 829.3
PP 824.0 824.0 824.0 825.0
S1 819.7 819.7 822.2 821.9
S2 816.6 816.6 821.5
S3 809.2 812.3 820.9
S4 801.8 804.9 818.8
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 865.9 857.6 827.1
R3 850.5 842.2 822.8
R2 835.1 835.1 821.4
R1 826.8 826.8 820.0 823.3
PP 819.7 819.7 819.7 817.9
S1 811.4 811.4 817.2 807.9
S2 804.3 804.3 815.8
S3 788.9 796.0 814.4
S4 773.5 780.6 810.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 828.2 811.8 16.4 2.0% 8.3 1.0% 68% True False 557
10 828.2 810.0 18.2 2.2% 7.6 0.9% 71% True False 384
20 828.2 785.9 42.3 5.1% 9.5 1.1% 87% True False 278
40 828.2 780.3 47.9 5.8% 9.7 1.2% 89% True False 201
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 1.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 859.7
2.618 847.6
1.618 840.2
1.000 835.6
0.618 832.8
HIGH 828.2
0.618 825.4
0.500 824.5
0.382 823.6
LOW 820.8
0.618 816.2
1.000 813.4
1.618 808.8
2.618 801.4
4.250 789.4
Fisher Pivots for day following 14-Feb-2007
Pivot 1 day 3 day
R1 824.5 821.9
PP 824.0 821.0
S1 823.4 820.0

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

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