CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 18-Jan-2007
Day Change Summary
Previous Current
17-Jan-2007 18-Jan-2007 Change Change % Previous Week
Open 794.8 792.1 -2.7 -0.3% 779.3
High 798.7 794.0 -4.7 -0.6% 802.0
Low 791.7 780.4 -11.3 -1.4% 773.2
Close 792.3 782.8 -9.5 -1.2% 801.7
Range 7.0 13.6 6.6 94.3% 28.8
ATR 11.1 11.2 0.2 1.6% 0.0
Volume 162,634 161,701 -933 -0.6% 959,799
Daily Pivots for day following 18-Jan-2007
Classic Woodie Camarilla DeMark
R4 826.5 818.3 790.3
R3 812.9 804.7 786.5
R2 799.3 799.3 785.3
R1 791.1 791.1 784.0 788.4
PP 785.7 785.7 785.7 784.4
S1 777.5 777.5 781.6 774.8
S2 772.1 772.1 780.3
S3 758.5 763.9 779.1
S4 744.9 750.3 775.3
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 878.7 869.0 817.5
R3 849.9 840.2 809.6
R2 821.1 821.1 807.0
R1 811.4 811.4 804.3 816.3
PP 792.3 792.3 792.3 794.7
S1 782.6 782.6 799.1 787.5
S2 763.5 763.5 796.4
S3 734.7 753.8 793.8
S4 705.9 725.0 785.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 807.1 780.4 26.7 3.4% 11.6 1.5% 9% False True 161,740
10 807.1 773.2 33.9 4.3% 12.1 1.5% 28% False False 181,400
20 807.1 773.2 33.9 4.3% 11.5 1.5% 28% False False 142,591
40 809.6 773.2 36.4 4.6% 10.4 1.3% 26% False False 104,157
60 809.6 755.5 54.1 6.9% 10.6 1.4% 50% False False 69,506
80 809.6 723.1 86.5 11.1% 10.6 1.4% 69% False False 52,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 851.8
2.618 829.6
1.618 816.0
1.000 807.6
0.618 802.4
HIGH 794.0
0.618 788.8
0.500 787.2
0.382 785.6
LOW 780.4
0.618 772.0
1.000 766.8
1.618 758.4
2.618 744.8
4.250 722.6
Fisher Pivots for day following 18-Jan-2007
Pivot 1 day 3 day
R1 787.2 793.8
PP 785.7 790.1
S1 784.3 786.5

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

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