CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 03-May-2007
Day Change Summary
Previous Current
02-May-2007 03-May-2007 Change Change % Previous Week
Open 819.7 830.6 10.9 1.3% 833.9
High 833.6 834.7 1.1 0.1% 839.6
Low 818.1 828.6 10.5 1.3% 823.9
Close 830.6 831.6 1.0 0.1% 834.9
Range 15.5 6.1 -9.4 -60.6% 15.7
ATR 10.8 10.5 -0.3 -3.1% 0.0
Volume 215,386 167,641 -47,745 -22.2% 854,488
Daily Pivots for day following 03-May-2007
Classic Woodie Camarilla DeMark
R4 849.9 846.9 835.0
R3 843.8 840.8 833.3
R2 837.7 837.7 832.7
R1 834.7 834.7 832.2 836.2
PP 831.6 831.6 831.6 832.4
S1 828.6 828.6 831.0 830.1
S2 825.5 825.5 830.5
S3 819.4 822.5 829.9
S4 813.3 816.4 828.2
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 879.9 873.1 843.5
R3 864.2 857.4 839.2
R2 848.5 848.5 837.8
R1 841.7 841.7 836.3 845.1
PP 832.8 832.8 832.8 834.5
S1 826.0 826.0 833.5 829.4
S2 817.1 817.1 832.0
S3 801.4 810.3 830.6
S4 785.7 794.6 826.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 838.7 810.3 28.4 3.4% 12.3 1.5% 75% False False 180,516
10 839.6 810.3 29.3 3.5% 11.0 1.3% 73% False False 181,600
20 839.6 807.4 32.2 3.9% 9.9 1.2% 75% False False 158,010
40 839.6 766.7 72.9 8.8% 10.3 1.2% 89% False False 177,977
60 839.6 762.4 77.2 9.3% 11.3 1.4% 90% False False 120,197
80 839.6 762.4 77.2 9.3% 10.9 1.3% 90% False False 90,194
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.3
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 860.6
2.618 850.7
1.618 844.6
1.000 840.8
0.618 838.5
HIGH 834.7
0.618 832.4
0.500 831.7
0.382 830.9
LOW 828.6
0.618 824.8
1.000 822.5
1.618 818.7
2.618 812.6
4.250 802.7
Fisher Pivots for day following 03-May-2007
Pivot 1 day 3 day
R1 831.7 828.6
PP 831.6 825.5
S1 831.6 822.5

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

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