CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 07-Dec-2006
Day Change Summary
Previous Current
06-Dec-2006 07-Dec-2006 Change Change % Previous Week
Open 805.5 803.5 -2.0 -0.2% 797.2
High 806.9 806.8 -0.1 0.0% 800.6
Low 799.8 798.3 -1.5 -0.2% 775.5
Close 802.8 799.6 -3.2 -0.4% 790.4
Range 7.1 8.5 1.4 19.7% 25.1
ATR 10.2 10.1 -0.1 -1.2% 0.0
Volume 9,816 24,880 15,064 153.5% 17,515
Daily Pivots for day following 07-Dec-2006
Classic Woodie Camarilla DeMark
R4 827.1 821.8 804.3
R3 818.6 813.3 801.9
R2 810.1 810.1 801.2
R1 804.8 804.8 800.4 803.2
PP 801.6 801.6 801.6 800.8
S1 796.3 796.3 798.8 794.7
S2 793.1 793.1 798.0
S3 784.6 787.8 797.3
S4 776.1 779.3 794.9
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 864.1 852.4 804.2
R3 839.0 827.3 797.3
R2 813.9 813.9 795.0
R1 802.2 802.2 792.7 795.5
PP 788.8 788.8 788.8 785.5
S1 777.1 777.1 788.1 770.4
S2 763.7 763.7 785.8
S3 738.6 752.0 783.5
S4 713.5 726.9 776.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 809.6 780.4 29.2 3.7% 10.7 1.3% 66% False False 13,370
10 809.6 775.5 34.1 4.3% 10.8 1.4% 71% False False 7,140
20 809.6 769.9 39.7 5.0% 9.4 1.2% 75% False False 3,868
40 809.6 755.5 54.1 6.8% 10.2 1.3% 82% False False 1,996
60 809.6 723.1 86.5 10.8% 10.4 1.3% 88% False False 1,349
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 842.9
2.618 829.1
1.618 820.6
1.000 815.3
0.618 812.1
HIGH 806.8
0.618 803.6
0.500 802.6
0.382 801.5
LOW 798.3
0.618 793.0
1.000 789.8
1.618 784.5
2.618 776.0
4.250 762.2
Fisher Pivots for day following 07-Dec-2006
Pivot 1 day 3 day
R1 802.6 804.0
PP 801.6 802.5
S1 800.6 801.1

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

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