CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 20-Feb-2007
Day Change Summary
Previous Current
19-Feb-2007 20-Feb-2007 Change Change % Previous Week
Open 826.8 826.8 0.0 0.0% 818.2
High 826.8 836.6 9.8 1.2% 828.2
Low 826.8 820.6 -6.2 -0.7% 811.8
Close 826.8 834.4 7.6 0.9% 826.9
Range 0.0 16.0 16.0 16.4
ATR 8.3 8.8 0.6 6.6% 0.0
Volume 565 401 -164 -29.0% 2,902
Daily Pivots for day following 20-Feb-2007
Classic Woodie Camarilla DeMark
R4 878.5 872.5 843.2
R3 862.5 856.5 838.8
R2 846.5 846.5 837.3
R1 840.5 840.5 835.9 843.5
PP 830.5 830.5 830.5 832.1
S1 824.5 824.5 832.9 827.5
S2 814.5 814.5 831.5
S3 798.5 808.5 830.0
S4 782.5 792.5 825.6
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
5 836.6 818.9 17.7 2.1% 7.7 0.9% 88% True False 498
10 836.6 811.8 24.8 3.0% 8.1 1.0% 91% True False 527
20 836.6 788.3 48.3 5.8% 8.6 1.0% 95% True False 348
40 836.6 780.3 56.3 6.7% 9.6 1.2% 96% True False 246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 904.6
2.618 878.5
1.618 862.5
1.000 852.6
0.618 846.5
HIGH 836.6
0.618 830.5
0.500 828.6
0.382 826.7
LOW 820.6
0.618 810.7
1.000 804.6
1.618 794.7
2.618 778.7
4.250 752.6
Fisher Pivots for day following 20-Feb-2007
Pivot 1 day 3 day
R1 832.5 832.2
PP 830.5 830.0
S1 828.6 827.8

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

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