CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 22-Mar-2007
Day Change Summary
Previous Current
21-Mar-2007 22-Mar-2007 Change Change % Previous Week
Open 800.4 814.3 13.9 1.7% 794.2
High 815.7 818.7 3.0 0.4% 797.4
Low 798.4 810.5 12.1 1.5% 766.7
Close 814.5 814.4 -0.1 0.0% 784.4
Range 17.3 8.2 -9.1 -52.6% 30.7
ATR 13.6 13.2 -0.4 -2.8% 0.0
Volume 155,718 183,590 27,872 17.9% 1,425,124
Daily Pivots for day following 22-Mar-2007
Classic Woodie Camarilla DeMark
R4 839.1 835.0 818.9
R3 830.9 826.8 816.7
R2 822.7 822.7 815.9
R1 818.6 818.6 815.2 820.7
PP 814.5 814.5 814.5 815.6
S1 810.4 810.4 813.6 812.5
S2 806.3 806.3 812.9
S3 798.1 802.2 812.1
S4 789.9 794.0 809.9
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 874.9 860.4 801.3
R3 844.2 829.7 792.8
R2 813.5 813.5 790.0
R1 799.0 799.0 787.2 790.9
PP 782.8 782.8 782.8 778.8
S1 768.3 768.3 781.6 760.2
S2 752.1 752.1 778.8
S3 721.4 737.6 776.0
S4 690.7 706.9 767.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 818.7 781.1 37.6 4.6% 12.0 1.5% 89% True False 183,294
10 818.7 766.7 52.0 6.4% 12.7 1.6% 92% True False 235,919
20 838.4 762.4 76.0 9.3% 15.6 1.9% 68% False False 122,318
40 838.9 762.4 76.5 9.4% 11.8 1.5% 68% False False 61,353
60 838.9 762.4 76.5 9.4% 11.5 1.4% 68% False False 40,954
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.2
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 853.6
2.618 840.2
1.618 832.0
1.000 826.9
0.618 823.8
HIGH 818.7
0.618 815.6
0.500 814.6
0.382 813.6
LOW 810.5
0.618 805.4
1.000 802.3
1.618 797.2
2.618 789.0
4.250 775.7
Fisher Pivots for day following 22-Mar-2007
Pivot 1 day 3 day
R1 814.6 811.2
PP 814.5 808.0
S1 814.5 804.9

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

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