CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 26-Feb-2007
Day Change Summary
Previous Current
23-Feb-2007 26-Feb-2007 Change Change % Previous Week
Open 838.2 835.3 -2.9 -0.3% 826.8
High 838.2 838.4 0.2 0.0% 838.9
Low 831.3 826.5 -4.8 -0.6% 820.6
Close 834.5 832.3 -2.2 -0.3% 834.5
Range 6.9 11.9 5.0 72.5% 18.3
ATR 8.5 8.7 0.2 2.9% 0.0
Volume 967 640 -327 -33.8% 3,030
Daily Pivots for day following 26-Feb-2007
Classic Woodie Camarilla DeMark
R4 868.1 862.1 838.8
R3 856.2 850.2 835.6
R2 844.3 844.3 834.5
R1 838.3 838.3 833.4 835.4
PP 832.4 832.4 832.4 830.9
S1 826.4 826.4 831.2 823.5
S2 820.5 820.5 830.1
S3 808.6 814.5 829.0
S4 796.7 802.6 825.8
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 886.2 878.7 844.6
R3 867.9 860.4 839.5
R2 849.6 849.6 837.9
R1 842.1 842.1 836.2 845.9
PP 831.3 831.3 831.3 833.2
S1 823.8 823.8 832.8 827.6
S2 813.0 813.0 831.1
S3 794.7 805.5 829.5
S4 776.4 787.2 824.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 838.9 820.6 18.3 2.2% 9.7 1.2% 64% False False 621
10 838.9 816.4 22.5 2.7% 7.7 0.9% 71% False False 561
20 838.9 801.9 37.0 4.4% 7.9 1.0% 82% False False 449
40 838.9 780.3 58.6 7.0% 9.7 1.2% 89% False False 312
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 889.0
2.618 869.6
1.618 857.7
1.000 850.3
0.618 845.8
HIGH 838.4
0.618 833.9
0.500 832.5
0.382 831.0
LOW 826.5
0.618 819.1
1.000 814.6
1.618 807.2
2.618 795.3
4.250 775.9
Fisher Pivots for day following 26-Feb-2007
Pivot 1 day 3 day
R1 832.5 832.7
PP 832.4 832.6
S1 832.4 832.4

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

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