CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 31-Jan-2007
Day Change Summary
Previous Current
30-Jan-2007 31-Jan-2007 Change Change % Previous Week
Open 796.9 801.8 4.9 0.6% 788.1
High 802.5 807.4 4.9 0.6% 799.9
Low 794.9 795.8 0.9 0.1% 779.1
Close 801.7 804.4 2.7 0.3% 789.8
Range 7.6 11.6 4.0 52.6% 20.8
ATR 11.4 11.4 0.0 0.1% 0.0
Volume 180,755 143,377 -37,378 -20.7% 812,665
Daily Pivots for day following 31-Jan-2007
Classic Woodie Camarilla DeMark
R4 837.3 832.5 810.8
R3 825.7 820.9 807.6
R2 814.1 814.1 806.5
R1 809.3 809.3 805.5 811.7
PP 802.5 802.5 802.5 803.8
S1 797.7 797.7 803.3 800.1
S2 790.9 790.9 802.3
S3 779.3 786.1 801.2
S4 767.7 774.5 798.0
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 852.0 841.7 801.2
R3 831.2 820.9 795.5
R2 810.4 810.4 793.6
R1 800.1 800.1 791.7 805.3
PP 789.6 789.6 789.6 792.2
S1 779.3 779.3 787.9 784.5
S2 768.8 768.8 786.0
S3 748.0 758.5 784.1
S4 727.2 737.7 778.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 807.4 781.1 26.3 3.3% 11.5 1.4% 89% True False 167,624
10 807.4 778.7 28.7 3.6% 11.9 1.5% 90% True False 168,400
20 807.4 773.2 34.2 4.3% 12.3 1.5% 91% True False 166,883
40 809.6 773.2 36.4 4.5% 11.2 1.4% 86% False False 142,012
60 809.6 756.2 53.4 6.6% 10.7 1.3% 90% False False 94,860
80 809.6 745.8 63.8 7.9% 10.7 1.3% 92% False False 71,174
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 2.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 856.7
2.618 837.8
1.618 826.2
1.000 819.0
0.618 814.6
HIGH 807.4
0.618 803.0
0.500 801.6
0.382 800.2
LOW 795.8
0.618 788.6
1.000 784.2
1.618 777.0
2.618 765.4
4.250 746.5
Fisher Pivots for day following 31-Jan-2007
Pivot 1 day 3 day
R1 803.5 802.1
PP 802.5 799.8
S1 801.6 797.5

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

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