CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 26-Mar-2007
Day Change Summary
Previous Current
23-Mar-2007 26-Mar-2007 Change Change % Previous Week
Open 814.2 815.1 0.9 0.1% 783.5
High 817.0 817.8 0.8 0.1% 818.7
Low 813.2 807.5 -5.7 -0.7% 781.1
Close 815.5 813.3 -2.2 -0.3% 815.5
Range 3.8 10.3 6.5 171.1% 37.6
ATR 12.5 12.4 -0.2 -1.3% 0.0
Volume 150,047 115,917 -34,130 -22.7% 838,357
Daily Pivots for day following 26-Mar-2007
Classic Woodie Camarilla DeMark
R4 843.8 838.8 819.0
R3 833.5 828.5 816.1
R2 823.2 823.2 815.2
R1 818.2 818.2 814.2 815.6
PP 812.9 812.9 812.9 811.5
S1 807.9 807.9 812.4 805.3
S2 802.6 802.6 811.4
S3 792.3 797.6 810.5
S4 782.0 787.3 807.6
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 917.9 904.3 836.2
R3 880.3 866.7 825.8
R2 842.7 842.7 822.4
R1 829.1 829.1 818.9 835.9
PP 805.1 805.1 805.1 808.5
S1 791.5 791.5 812.1 798.3
S2 767.5 767.5 808.6
S3 729.9 753.9 805.2
S4 692.3 716.3 794.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 818.7 791.0 27.7 3.4% 9.9 1.2% 81% False False 154,759
10 818.7 766.7 52.0 6.4% 12.4 1.5% 90% False False 214,341
20 829.5 762.4 67.1 8.3% 15.3 1.9% 76% False False 135,536
40 838.9 762.4 76.5 9.4% 11.6 1.4% 67% False False 67,993
60 838.9 762.4 76.5 9.4% 11.6 1.4% 67% False False 45,387
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 861.6
2.618 844.8
1.618 834.5
1.000 828.1
0.618 824.2
HIGH 817.8
0.618 813.9
0.500 812.7
0.382 811.4
LOW 807.5
0.618 801.1
1.000 797.2
1.618 790.8
2.618 780.5
4.250 763.7
Fisher Pivots for day following 26-Mar-2007
Pivot 1 day 3 day
R1 813.1 813.2
PP 812.9 813.2
S1 812.7 813.1

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

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