CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 14-Mar-2007
Day Change Summary
Previous Current
13-Mar-2007 14-Mar-2007 Change Change % Previous Week
Open 796.2 776.5 -19.7 -2.5% 778.9
High 796.4 784.4 -12.0 -1.5% 796.3
Low 774.1 766.7 -7.4 -1.0% 762.4
Close 776.3 784.1 7.8 1.0% 794.2
Range 22.3 17.7 -4.6 -20.6% 33.9
ATR 13.8 14.1 0.3 2.0% 0.0
Volume 217,006 367,106 150,100 69.2% 323,083
Daily Pivots for day following 14-Mar-2007
Classic Woodie Camarilla DeMark
R4 831.5 825.5 793.8
R3 813.8 807.8 789.0
R2 796.1 796.1 787.3
R1 790.1 790.1 785.7 793.1
PP 778.4 778.4 778.4 779.9
S1 772.4 772.4 782.5 775.4
S2 760.7 760.7 780.9
S3 743.0 754.7 779.2
S4 725.3 737.0 774.4
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 886.0 874.0 812.8
R3 852.1 840.1 803.5
R2 818.2 818.2 800.4
R1 806.2 806.2 797.3 812.2
PP 784.3 784.3 784.3 787.3
S1 772.3 772.3 791.1 778.3
S2 750.4 750.4 788.0
S3 716.5 738.4 784.9
S4 682.6 704.5 775.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 797.4 766.7 30.7 3.9% 14.5 1.8% 57% False True 219,550
10 804.2 762.4 41.8 5.3% 17.2 2.2% 52% False False 114,720
20 838.9 762.4 76.5 9.8% 14.3 1.8% 28% False False 57,805
40 838.9 762.4 76.5 9.8% 11.9 1.5% 28% False False 29,042
60 838.9 762.4 76.5 9.8% 11.2 1.4% 28% False False 19,402
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 3.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 859.6
2.618 830.7
1.618 813.0
1.000 802.1
0.618 795.3
HIGH 784.4
0.618 777.6
0.500 775.6
0.382 773.5
LOW 766.7
0.618 755.8
1.000 749.0
1.618 738.1
2.618 720.4
4.250 691.5
Fisher Pivots for day following 14-Mar-2007
Pivot 1 day 3 day
R1 781.3 783.4
PP 778.4 782.7
S1 775.6 782.1

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

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