CME eMini Russell 2000 Future June 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 804.2 804.0 -0.2 0.0% 797.9
High 809.3 814.4 5.1 0.6% 806.7
Low 801.9 803.0 1.1 0.1% 786.3
Close 808.7 811.4 2.7 0.3% 796.8
Range 7.4 11.4 4.0 54.1% 20.4
ATR 10.6 10.7 0.1 0.5% 0.0
Volume 193 275 82 42.5% 648
Daily Pivots for day following 31-Jan-2007
Classic Woodie Camarilla DeMark
R4 843.8 839.0 817.7
R3 832.4 827.6 814.5
R2 821.0 821.0 813.5
R1 816.2 816.2 812.4 818.6
PP 809.6 809.6 809.6 810.8
S1 804.8 804.8 810.4 807.2
S2 798.2 798.2 809.3
S3 786.8 793.4 808.3
S4 775.4 782.0 805.1
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 857.8 847.7 808.0
R3 837.4 827.3 802.4
R2 817.0 817.0 800.5
R1 806.9 806.9 798.7 801.8
PP 796.6 796.6 796.6 794.0
S1 786.5 786.5 794.9 781.4
S2 776.2 776.2 793.1
S3 755.8 766.1 791.2
S4 735.4 745.7 785.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 814.4 788.3 26.1 3.2% 11.1 1.4% 89% True False 201
10 814.4 785.9 28.5 3.5% 11.3 1.4% 89% True False 173
20 814.4 780.3 34.1 4.2% 11.6 1.4% 91% True False 193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 862.9
2.618 844.2
1.618 832.8
1.000 825.8
0.618 821.4
HIGH 814.4
0.618 810.0
0.500 808.7
0.382 807.4
LOW 803.0
0.618 796.0
1.000 791.6
1.618 784.6
2.618 773.2
4.250 754.6
Fisher Pivots for day following 31-Jan-2007
Pivot 1 day 3 day
R1 810.5 809.2
PP 809.6 807.0
S1 808.7 804.8

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

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