CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 17-Apr-2007
Day Change Summary
Previous Current
16-Apr-2007 17-Apr-2007 Change Change % Previous Week
Open 824.4 835.3 10.9 1.3% 818.8
High 836.8 838.0 1.2 0.1% 824.9
Low 824.4 830.3 5.9 0.7% 807.4
Close 835.5 833.7 -1.8 -0.2% 824.5
Range 12.4 7.7 -4.7 -37.9% 17.5
ATR 10.2 10.0 -0.2 -1.7% 0.0
Volume 142,235 153,088 10,853 7.6% 616,698
Daily Pivots for day following 17-Apr-2007
Classic Woodie Camarilla DeMark
R4 857.1 853.1 837.9
R3 849.4 845.4 835.8
R2 841.7 841.7 835.1
R1 837.7 837.7 834.4 835.9
PP 834.0 834.0 834.0 833.1
S1 830.0 830.0 833.0 828.2
S2 826.3 826.3 832.3
S3 818.6 822.3 831.6
S4 810.9 814.6 829.5
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 871.4 865.5 834.1
R3 853.9 848.0 829.3
R2 836.4 836.4 827.7
R1 830.5 830.5 826.1 833.5
PP 818.9 818.9 818.9 820.4
S1 813.0 813.0 822.9 816.0
S2 801.4 801.4 821.3
S3 783.9 795.5 819.7
S4 766.4 778.0 814.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 838.0 807.4 30.6 3.7% 10.8 1.3% 86% True False 160,131
10 838.0 807.4 30.6 3.7% 8.1 1.0% 86% True False 126,287
20 838.0 796.8 41.2 4.9% 9.1 1.1% 90% True False 146,553
40 838.9 762.4 76.5 9.2% 12.0 1.4% 93% False False 125,981
60 838.9 762.4 76.5 9.2% 10.9 1.3% 93% False False 84,103
80 838.9 762.4 76.5 9.2% 10.8 1.3% 93% False False 63,113
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 870.7
2.618 858.2
1.618 850.5
1.000 845.7
0.618 842.8
HIGH 838.0
0.618 835.1
0.500 834.2
0.382 833.2
LOW 830.3
0.618 825.5
1.000 822.6
1.618 817.8
2.618 810.1
4.250 797.6
Fisher Pivots for day following 17-Apr-2007
Pivot 1 day 3 day
R1 834.2 831.5
PP 834.0 829.2
S1 833.9 827.0

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

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