CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 22-Dec-2006
Day Change Summary
Previous Current
21-Dec-2006 22-Dec-2006 Change Change % Previous Week
Open 793.1 789.5 -3.6 -0.5% 800.0
High 797.2 790.3 -6.9 -0.9% 803.2
Low 786.1 783.3 -2.8 -0.4% 781.1
Close 789.3 784.0 -5.3 -0.7% 784.0
Range 11.1 7.0 -4.1 -36.9% 22.1
ATR 10.1 9.9 -0.2 -2.2% 0.0
Volume 113,309 140,144 26,835 23.7% 713,289
Daily Pivots for day following 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 806.9 802.4 787.9
R3 799.9 795.4 785.9
R2 792.9 792.9 785.3
R1 788.4 788.4 784.6 787.2
PP 785.9 785.9 785.9 785.2
S1 781.4 781.4 783.4 780.2
S2 778.9 778.9 782.7
S3 771.9 774.4 782.1
S4 764.9 767.4 780.2
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 855.7 842.0 796.2
R3 833.6 819.9 790.1
R2 811.5 811.5 788.1
R1 797.8 797.8 786.0 793.6
PP 789.4 789.4 789.4 787.4
S1 775.7 775.7 782.0 771.5
S2 767.3 767.3 779.9
S3 745.2 753.6 777.9
S4 723.1 731.5 771.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 803.2 781.1 22.1 2.8% 10.4 1.3% 13% False False 142,657
10 807.2 781.1 26.1 3.3% 9.7 1.2% 11% False False 175,443
20 809.6 775.5 34.1 4.3% 10.7 1.4% 25% False False 101,195
40 809.6 755.5 54.1 6.9% 10.2 1.3% 53% False False 50,776
60 809.6 723.1 86.5 11.0% 10.4 1.3% 70% False False 33,890
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 2.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 820.1
2.618 808.6
1.618 801.6
1.000 797.3
0.618 794.6
HIGH 790.3
0.618 787.6
0.500 786.8
0.382 786.0
LOW 783.3
0.618 779.0
1.000 776.3
1.618 772.0
2.618 765.0
4.250 753.6
Fisher Pivots for day following 22-Dec-2006
Pivot 1 day 3 day
R1 786.8 790.3
PP 785.9 788.2
S1 784.9 786.1

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

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