CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 02-Feb-2007
Day Change Summary
Previous Current
01-Feb-2007 02-Feb-2007 Change Change % Previous Week
Open 810.0 817.7 7.7 1.0% 796.4
High 818.9 821.3 2.4 0.3% 821.3
Low 810.0 817.0 7.0 0.9% 795.1
Close 818.4 819.8 1.4 0.2% 819.8
Range 8.9 4.3 -4.6 -51.7% 26.2
ATR 10.5 10.1 -0.4 -4.2% 0.0
Volume 145 165 20 13.8% 1,063
Daily Pivots for day following 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 832.3 830.3 822.2
R3 828.0 826.0 821.0
R2 823.7 823.7 820.6
R1 821.7 821.7 820.2 822.7
PP 819.4 819.4 819.4 819.9
S1 817.4 817.4 819.4 818.4
S2 815.1 815.1 819.0
S3 810.8 813.1 818.6
S4 806.5 808.8 817.4
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 890.7 881.4 834.2
R3 864.5 855.2 827.0
R2 838.3 838.3 824.6
R1 829.0 829.0 822.2 833.7
PP 812.1 812.1 812.1 814.4
S1 802.8 802.8 817.4 807.5
S2 785.9 785.9 815.0
S3 759.7 776.6 812.6
S4 733.5 750.4 805.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 821.3 795.1 26.2 3.2% 8.6 1.0% 94% True False 212
10 821.3 786.3 35.0 4.3% 10.3 1.3% 96% True False 171
20 821.3 780.3 41.0 5.0% 10.6 1.3% 96% True False 205
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.2
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 839.6
2.618 832.6
1.618 828.3
1.000 825.6
0.618 824.0
HIGH 821.3
0.618 819.7
0.500 819.2
0.382 818.6
LOW 817.0
0.618 814.3
1.000 812.7
1.618 810.0
2.618 805.7
4.250 798.7
Fisher Pivots for day following 02-Feb-2007
Pivot 1 day 3 day
R1 819.6 817.3
PP 819.4 814.7
S1 819.2 812.2

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

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