CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 12-Feb-2007
Day Change Summary
Previous Current
09-Feb-2007 12-Feb-2007 Change Change % Previous Week
Open 819.3 811.7 -7.6 -0.9% 812.1
High 820.3 812.6 -7.7 -0.9% 821.0
Low 805.4 804.5 -0.9 -0.1% 805.4
Close 811.4 809.2 -2.2 -0.3% 811.4
Range 14.9 8.1 -6.8 -45.6% 15.6
ATR 10.3 10.2 -0.2 -1.5% 0.0
Volume 150,313 187,814 37,501 24.9% 729,883
Daily Pivots for day following 12-Feb-2007
Classic Woodie Camarilla DeMark
R4 833.1 829.2 813.7
R3 825.0 821.1 811.4
R2 816.9 816.9 810.7
R1 813.0 813.0 809.9 810.9
PP 808.8 808.8 808.8 807.7
S1 804.9 804.9 808.5 802.8
S2 800.7 800.7 807.7
S3 792.6 796.8 807.0
S4 784.5 788.7 804.7
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 859.4 851.0 820.0
R3 843.8 835.4 815.7
R2 828.2 828.2 814.3
R1 819.8 819.8 812.8 816.2
PP 812.6 812.6 812.6 810.8
S1 804.2 804.2 810.0 800.6
S2 797.0 797.0 808.5
S3 781.4 788.6 807.1
S4 765.8 773.0 802.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 821.0 804.5 16.5 2.0% 9.2 1.1% 28% False True 157,928
10 821.0 794.9 26.1 3.2% 8.7 1.1% 55% False False 157,906
20 821.0 778.7 42.3 5.2% 10.4 1.3% 72% False False 161,718
40 821.0 773.2 47.8 5.9% 10.8 1.3% 75% False False 156,940
60 821.0 773.2 47.8 5.9% 10.2 1.3% 75% False False 115,758
80 821.0 755.5 65.5 8.1% 10.5 1.3% 82% False False 86,848
100 821.0 723.1 97.9 12.1% 10.6 1.3% 88% False False 69,494
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 1.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 847.0
2.618 833.8
1.618 825.7
1.000 820.7
0.618 817.6
HIGH 812.6
0.618 809.5
0.500 808.6
0.382 807.6
LOW 804.5
0.618 799.5
1.000 796.4
1.618 791.4
2.618 783.3
4.250 770.1
Fisher Pivots for day following 12-Feb-2007
Pivot 1 day 3 day
R1 809.0 812.7
PP 808.8 811.5
S1 808.6 810.4

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

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