CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 15-Mar-2007
Day Change Summary
Previous Current
14-Mar-2007 15-Mar-2007 Change Change % Previous Week
Open 776.5 783.8 7.3 0.9% 778.9
High 784.4 790.5 6.1 0.8% 796.3
Low 766.7 780.8 14.1 1.8% 762.4
Close 784.1 789.3 5.2 0.7% 794.2
Range 17.7 9.7 -8.0 -45.2% 33.9
ATR 14.1 13.7 -0.3 -2.2% 0.0
Volume 367,106 376,867 9,761 2.7% 323,083
Daily Pivots for day following 15-Mar-2007
Classic Woodie Camarilla DeMark
R4 816.0 812.3 794.6
R3 806.3 802.6 792.0
R2 796.6 796.6 791.1
R1 792.9 792.9 790.2 794.8
PP 786.9 786.9 786.9 787.8
S1 783.2 783.2 788.4 785.1
S2 777.2 777.2 787.5
S3 767.5 773.5 786.6
S4 757.8 763.8 784.0
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% 13.4 1.7% 74% False False 288,545
10 799.3 762.4 36.9 4.7% 15.8 2.0% 73% False False 152,243
20 838.9 762.4 76.5 9.7% 14.5 1.8% 35% False False 76,626
40 838.9 762.4 76.5 9.7% 11.8 1.5% 35% False False 38,461
60 838.9 762.4 76.5 9.7% 11.4 1.4% 35% False False 25,684
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 3.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 831.7
2.618 815.9
1.618 806.2
1.000 800.2
0.618 796.5
HIGH 790.5
0.618 786.8
0.500 785.7
0.382 784.5
LOW 780.8
0.618 774.8
1.000 771.1
1.618 765.1
2.618 755.4
4.250 739.6
Fisher Pivots for day following 15-Mar-2007
Pivot 1 day 3 day
R1 788.1 786.7
PP 786.9 784.1
S1 785.7 781.6

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

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