CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 16-Feb-2007
Day Change Summary
Previous Current
15-Feb-2007 16-Feb-2007 Change Change % Previous Week
Open 822.5 822.0 -0.5 -0.1% 818.2
High 827.0 827.7 0.7 0.1% 828.2
Low 820.8 818.9 -1.9 -0.2% 811.8
Close 823.3 826.9 3.6 0.4% 826.9
Range 6.2 8.8 2.6 41.9% 16.4
ATR 8.9 8.9 0.0 -0.1% 0.0
Volume 444 565 121 27.3% 2,902
Daily Pivots for day following 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 850.9 847.7 831.7
R3 842.1 838.9 829.3
R2 833.3 833.3 828.5
R1 830.1 830.1 827.7 831.7
PP 824.5 824.5 824.5 825.3
S1 821.3 821.3 826.1 822.9
S2 815.7 815.7 825.3
S3 806.9 812.5 824.5
S4 798.1 803.7 822.1
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 871.5 865.6 835.9
R3 855.1 849.2 831.4
R2 838.7 838.7 829.9
R1 832.8 832.8 828.4 835.8
PP 822.3 822.3 822.3 823.8
S1 816.4 816.4 825.4 819.4
S2 805.9 805.9 823.9
S3 789.5 800.0 822.4
S4 773.1 783.6 817.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 828.2 811.8 16.4 2.0% 7.2 0.9% 92% False False 580
10 828.2 811.8 16.4 2.0% 7.8 0.9% 92% False False 454
20 828.2 786.3 41.9 5.1% 9.0 1.1% 97% False False 312
40 828.2 780.3 47.9 5.8% 9.7 1.2% 97% False False 226
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 865.1
2.618 850.7
1.618 841.9
1.000 836.5
0.618 833.1
HIGH 827.7
0.618 824.3
0.500 823.3
0.382 822.3
LOW 818.9
0.618 813.5
1.000 810.1
1.618 804.7
2.618 795.9
4.250 781.5
Fisher Pivots for day following 16-Feb-2007
Pivot 1 day 3 day
R1 825.7 825.8
PP 824.5 824.7
S1 823.3 823.6

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

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