CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 28-Dec-2006
Day Change Summary
Previous Current
27-Dec-2006 28-Dec-2006 Change Change % Previous Week
Open 794.7 804.3 9.6 1.2% 800.0
High 805.0 805.9 0.9 0.1% 803.2
Low 794.7 799.4 4.7 0.6% 781.1
Close 804.2 801.0 -3.2 -0.4% 784.0
Range 10.3 6.5 -3.8 -36.9% 22.1
ATR 10.1 9.8 -0.3 -2.5% 0.0
Volume 59,752 86,547 26,795 44.8% 713,289
Daily Pivots for day following 28-Dec-2006
Classic Woodie Camarilla DeMark
R4 821.6 817.8 804.6
R3 815.1 811.3 802.8
R2 808.6 808.6 802.2
R1 804.8 804.8 801.6 803.5
PP 802.1 802.1 802.1 801.4
S1 798.3 798.3 800.4 797.0
S2 795.6 795.6 799.8
S3 789.1 791.8 799.2
S4 782.6 785.3 797.4
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
5 805.9 783.3 22.6 2.8% 9.2 1.1% 78% True False 97,759
10 807.2 781.1 26.1 3.3% 9.8 1.2% 76% False False 136,566
20 809.6 780.4 29.2 3.6% 10.0 1.3% 71% False False 112,861
40 809.6 755.5 54.1 6.8% 9.8 1.2% 84% False False 56,653
60 809.6 744.1 65.5 8.2% 10.2 1.3% 87% False False 37,810
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 1.6
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 833.5
2.618 822.9
1.618 816.4
1.000 812.4
0.618 809.9
HIGH 805.9
0.618 803.4
0.500 802.7
0.382 801.9
LOW 799.4
0.618 795.4
1.000 792.9
1.618 788.9
2.618 782.4
4.250 771.8
Fisher Pivots for day following 28-Dec-2006
Pivot 1 day 3 day
R1 802.7 799.1
PP 802.1 797.1
S1 801.6 795.2

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

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