CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 28-Mar-2007
Day Change Summary
Previous Current
27-Mar-2007 28-Mar-2007 Change Change % Previous Week
Open 813.2 809.3 -3.9 -0.5% 783.5
High 813.5 809.3 -4.2 -0.5% 818.7
Low 806.1 798.1 -8.0 -1.0% 781.1
Close 809.8 803.8 -6.0 -0.7% 815.5
Range 7.4 11.2 3.8 51.4% 37.6
ATR 12.0 12.0 0.0 -0.2% 0.0
Volume 165,279 140,752 -24,527 -14.8% 838,357
Daily Pivots for day following 28-Mar-2007
Classic Woodie Camarilla DeMark
R4 837.3 831.8 810.0
R3 826.1 820.6 806.9
R2 814.9 814.9 805.9
R1 809.4 809.4 804.8 806.6
PP 803.7 803.7 803.7 802.3
S1 798.2 798.2 802.8 795.4
S2 792.5 792.5 801.7
S3 781.3 787.0 800.7
S4 770.1 775.8 797.6
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
5 818.7 798.1 20.6 2.6% 8.2 1.0% 28% False True 151,117
10 818.7 780.8 37.9 4.7% 10.3 1.3% 61% False False 186,533
20 818.7 762.4 56.3 7.0% 13.7 1.7% 74% False False 150,627
40 838.9 762.4 76.5 9.5% 11.6 1.4% 54% False False 75,632
60 838.9 762.4 76.5 9.5% 11.6 1.4% 54% False False 50,485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 856.9
2.618 838.6
1.618 827.4
1.000 820.5
0.618 816.2
HIGH 809.3
0.618 805.0
0.500 803.7
0.382 802.4
LOW 798.1
0.618 791.2
1.000 786.9
1.618 780.0
2.618 768.8
4.250 750.5
Fisher Pivots for day following 28-Mar-2007
Pivot 1 day 3 day
R1 803.8 808.0
PP 803.7 806.6
S1 803.7 805.2

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

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