CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 23-Apr-2007
Day Change Summary
Previous Current
20-Apr-2007 23-Apr-2007 Change Change % Previous Week
Open 823.4 833.9 10.5 1.3% 824.4
High 834.2 835.6 1.4 0.2% 838.0
Low 822.6 829.2 6.6 0.8% 818.3
Close 833.8 832.4 -1.4 -0.2% 833.8
Range 11.6 6.4 -5.2 -44.8% 19.7
ATR 9.9 9.7 -0.3 -2.5% 0.0
Volume 212,112 156,960 -55,152 -26.0% 859,556
Daily Pivots for day following 23-Apr-2007
Classic Woodie Camarilla DeMark
R4 851.6 848.4 835.9
R3 845.2 842.0 834.2
R2 838.8 838.8 833.6
R1 835.6 835.6 833.0 834.0
PP 832.4 832.4 832.4 831.6
S1 829.2 829.2 831.8 827.6
S2 826.0 826.0 831.2
S3 819.6 822.8 830.6
S4 813.2 816.4 828.9
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 889.1 881.2 844.6
R3 869.4 861.5 839.2
R2 849.7 849.7 837.4
R1 841.8 841.8 835.6 845.8
PP 830.0 830.0 830.0 832.0
S1 822.1 822.1 832.0 826.1
S2 810.3 810.3 830.2
S3 790.6 802.4 828.4
S4 770.9 782.7 823.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 838.0 818.3 19.7 2.4% 8.5 1.0% 72% False False 174,856
10 838.0 807.4 30.6 3.7% 9.6 1.1% 82% False False 163,100
20 838.0 796.8 41.2 4.9% 8.9 1.1% 86% False False 152,349
40 838.0 762.4 75.6 9.1% 12.1 1.5% 93% False False 143,943
60 838.9 762.4 76.5 9.2% 10.7 1.3% 92% False False 96,112
80 838.9 762.4 76.5 9.2% 10.9 1.3% 92% False False 72,127
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 1.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 862.8
2.618 852.4
1.618 846.0
1.000 842.0
0.618 839.6
HIGH 835.6
0.618 833.2
0.500 832.4
0.382 831.6
LOW 829.2
0.618 825.2
1.000 822.8
1.618 818.8
2.618 812.4
4.250 802.0
Fisher Pivots for day following 23-Apr-2007
Pivot 1 day 3 day
R1 832.4 830.6
PP 832.4 828.8
S1 832.4 827.0

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

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