CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 19-Feb-2007
Day Change Summary
Previous Current
16-Feb-2007 19-Feb-2007 Change Change % Previous Week
Open 822.0 826.8 4.8 0.6% 818.2
High 827.7 826.8 -0.9 -0.1% 828.2
Low 818.9 826.8 7.9 1.0% 811.8
Close 826.9 826.8 -0.1 0.0% 826.9
Range 8.8 0.0 -8.8 -100.0% 16.4
ATR 8.9 8.3 -0.6 -7.1% 0.0
Volume 565 565 0 0.0% 2,902
Daily Pivots for day following 19-Feb-2007
Classic Woodie Camarilla DeMark
R4 826.8 826.8 826.8
R3 826.8 826.8 826.8
R2 826.8 826.8 826.8
R1 826.8 826.8 826.8 826.8
PP 826.8 826.8 826.8 826.8
S1 826.8 826.8 826.8 826.8
S2 826.8 826.8 826.8
S3 826.8 826.8 826.8
S4 826.8 826.8 826.8
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 871.5 865.6 835.9
R3 855.1 849.2 831.4
R2 838.7 838.7 829.9
R1 832.8 832.8 828.4 835.8
PP 822.3 822.3 822.3 823.8
S1 816.4 816.4 825.4 819.4
S2 805.9 805.9 823.9
S3 789.5 800.0 822.4
S4 773.1 783.6 817.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 828.2 816.4 11.8 1.4% 5.7 0.7% 88% False False 501
10 828.2 811.8 16.4 2.0% 7.2 0.9% 91% False False 496
20 828.2 787.1 41.1 5.0% 8.4 1.0% 97% False False 336
40 828.2 780.3 47.9 5.8% 9.4 1.1% 97% False False 239
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 826.8
2.618 826.8
1.618 826.8
1.000 826.8
0.618 826.8
HIGH 826.8
0.618 826.8
0.500 826.8
0.382 826.8
LOW 826.8
0.618 826.8
1.000 826.8
1.618 826.8
2.618 826.8
4.250 826.8
Fisher Pivots for day following 19-Feb-2007
Pivot 1 day 3 day
R1 826.8 825.6
PP 826.8 824.5
S1 826.8 823.3

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

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