CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 15-Dec-2006
Day Change Summary
Previous Current
14-Dec-2006 15-Dec-2006 Change Change % Previous Week
Open 797.8 801.4 3.6 0.5% 799.2
High 807.2 806.0 -1.2 -0.1% 807.2
Low 796.4 798.9 2.5 0.3% 790.2
Close 801.1 800.0 -1.1 -0.1% 800.0
Range 10.8 7.1 -3.7 -34.3% 17.0
ATR 10.0 9.8 -0.2 -2.1% 0.0
Volume 219,572 197,460 -22,112 -10.1% 1,041,141
Daily Pivots for day following 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 822.9 818.6 803.9
R3 815.8 811.5 802.0
R2 808.7 808.7 801.3
R1 804.4 804.4 800.7 803.0
PP 801.6 801.6 801.6 801.0
S1 797.3 797.3 799.3 795.9
S2 794.5 794.5 798.7
S3 787.4 790.2 798.0
S4 780.3 783.1 796.1
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 850.1 842.1 809.4
R3 833.1 825.1 804.7
R2 816.1 816.1 803.1
R1 808.1 808.1 801.6 812.1
PP 799.1 799.1 799.1 801.2
S1 791.1 791.1 798.4 795.1
S2 782.1 782.1 796.9
S3 765.1 774.1 795.3
S4 748.1 757.1 790.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 807.2 790.2 17.0 2.1% 9.0 1.1% 58% False False 208,228
10 809.6 789.3 20.3 2.5% 9.5 1.2% 53% False False 129,310
20 809.6 775.5 34.1 4.3% 9.2 1.1% 72% False False 65,722
40 809.6 755.5 54.1 6.8% 10.2 1.3% 82% False False 32,963
60 809.6 723.1 86.5 10.8% 10.3 1.3% 89% False False 22,004
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 836.2
2.618 824.6
1.618 817.5
1.000 813.1
0.618 810.4
HIGH 806.0
0.618 803.3
0.500 802.5
0.382 801.6
LOW 798.9
0.618 794.5
1.000 791.8
1.618 787.4
2.618 780.3
4.250 768.7
Fisher Pivots for day following 15-Dec-2006
Pivot 1 day 3 day
R1 802.5 800.0
PP 801.6 799.9
S1 800.8 799.9

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

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