CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 02-Apr-2007
Day Change Summary
Previous Current
30-Mar-2007 02-Apr-2007 Change Change % Previous Week
Open 804.5 807.5 3.0 0.4% 815.1
High 811.4 809.6 -1.8 -0.2% 817.8
Low 799.1 803.3 4.2 0.5% 796.8
Close 808.0 808.6 0.6 0.1% 808.0
Range 12.3 6.3 -6.0 -48.8% 21.0
ATR 12.1 11.7 -0.4 -3.4% 0.0
Volume 199,911 205,175 5,264 2.6% 830,376
Daily Pivots for day following 02-Apr-2007
Classic Woodie Camarilla DeMark
R4 826.1 823.6 812.1
R3 819.8 817.3 810.3
R2 813.5 813.5 809.8
R1 811.0 811.0 809.2 812.3
PP 807.2 807.2 807.2 807.8
S1 804.7 804.7 808.0 806.0
S2 800.9 800.9 807.4
S3 794.6 798.4 806.9
S4 788.3 792.1 805.1
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 870.5 860.3 819.6
R3 849.5 839.3 813.8
R2 828.5 828.5 811.9
R1 818.3 818.3 809.9 812.9
PP 807.5 807.5 807.5 804.9
S1 797.3 797.3 806.1 791.9
S2 786.5 786.5 804.2
S3 765.5 776.3 802.2
S4 744.5 755.3 796.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 813.5 796.8 16.7 2.1% 10.1 1.2% 71% False False 183,926
10 818.7 791.0 27.7 3.4% 10.0 1.2% 64% False False 169,342
20 818.7 762.4 56.3 7.0% 12.1 1.5% 82% False False 180,910
40 838.9 762.4 76.5 9.5% 11.9 1.5% 60% False False 90,960
60 838.9 762.4 76.5 9.5% 11.3 1.4% 60% False False 60,703
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 836.4
2.618 826.1
1.618 819.8
1.000 815.9
0.618 813.5
HIGH 809.6
0.618 807.2
0.500 806.5
0.382 805.7
LOW 803.3
0.618 799.4
1.000 797.0
1.618 793.1
2.618 786.8
4.250 776.5
Fisher Pivots for day following 02-Apr-2007
Pivot 1 day 3 day
R1 807.9 807.1
PP 807.2 805.6
S1 806.5 804.1

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

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