CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 05-Feb-2007
Day Change Summary
Previous Current
02-Feb-2007 05-Feb-2007 Change Change % Previous Week
Open 817.7 818.8 1.1 0.1% 796.4
High 821.3 821.0 -0.3 0.0% 821.3
Low 817.0 815.3 -1.7 -0.2% 795.1
Close 819.8 818.7 -1.1 -0.1% 819.8
Range 4.3 5.7 1.4 32.6% 26.2
ATR 10.1 9.8 -0.3 -3.1% 0.0
Volume 165 150 -15 -9.1% 1,063
Daily Pivots for day following 05-Feb-2007
Classic Woodie Camarilla DeMark
R4 835.4 832.8 821.8
R3 829.7 827.1 820.3
R2 824.0 824.0 819.7
R1 821.4 821.4 819.2 819.9
PP 818.3 818.3 818.3 817.6
S1 815.7 815.7 818.2 814.2
S2 812.6 812.6 817.7
S3 806.9 810.0 817.1
S4 801.2 804.3 815.6
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
5 821.3 801.9 19.4 2.4% 7.5 0.9% 87% False False 185
10 821.3 787.1 34.2 4.2% 9.7 1.2% 92% False False 176
20 821.3 780.3 41.0 5.0% 10.2 1.2% 94% False False 188
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 845.2
2.618 835.9
1.618 830.2
1.000 826.7
0.618 824.5
HIGH 821.0
0.618 818.8
0.500 818.2
0.382 817.5
LOW 815.3
0.618 811.8
1.000 809.6
1.618 806.1
2.618 800.4
4.250 791.1
Fisher Pivots for day following 05-Feb-2007
Pivot 1 day 3 day
R1 818.5 817.7
PP 818.3 816.7
S1 818.2 815.7

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

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