CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 08-Nov-2006
Day Change Summary
Previous Current
07-Nov-2006 08-Nov-2006 Change Change % Previous Week
Open 773.5 774.5 1.0 0.1% 772.5
High 782.5 781.9 -0.6 -0.1% 783.1
Low 770.9 768.1 -2.8 -0.4% 755.5
Close 776.0 779.4 3.4 0.4% 761.8
Range 11.6 13.8 2.2 19.0% 27.6
ATR 11.1 11.3 0.2 1.7% 0.0
Volume 68 97 29 42.6% 391
Daily Pivots for day following 08-Nov-2006
Classic Woodie Camarilla DeMark
R4 817.9 812.4 787.0
R3 804.1 798.6 783.2
R2 790.3 790.3 781.9
R1 784.8 784.8 780.7 787.6
PP 776.5 776.5 776.5 777.8
S1 771.0 771.0 778.1 773.8
S2 762.7 762.7 776.9
S3 748.9 757.2 775.6
S4 735.1 743.4 771.8
Weekly Pivots for week ending 03-Nov-2006
Classic Woodie Camarilla DeMark
R4 849.6 833.3 777.0
R3 822.0 805.7 769.4
R2 794.4 794.4 766.9
R1 778.1 778.1 764.3 772.5
PP 766.8 766.8 766.8 764.0
S1 750.5 750.5 759.3 744.9
S2 739.2 739.2 756.7
S3 711.6 722.9 754.2
S4 684.0 695.3 746.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 782.5 755.5 27.0 3.5% 10.7 1.4% 89% False False 88
10 786.8 755.5 31.3 4.0% 12.0 1.5% 76% False False 126
20 786.8 754.0 32.8 4.2% 11.0 1.4% 77% False False 118
40 786.8 723.1 63.7 8.2% 10.5 1.3% 88% False False 85
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 2.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 840.6
2.618 818.0
1.618 804.2
1.000 795.7
0.618 790.4
HIGH 781.9
0.618 776.6
0.500 775.0
0.382 773.4
LOW 768.1
0.618 759.6
1.000 754.3
1.618 745.8
2.618 732.0
4.250 709.5
Fisher Pivots for day following 08-Nov-2006
Pivot 1 day 3 day
R1 777.9 777.4
PP 776.5 775.4
S1 775.0 773.4

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

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