CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 28-Feb-2007
Day Change Summary
Previous Current
27-Feb-2007 28-Feb-2007 Change Change % Previous Week
Open 829.5 793.5 -36.0 -4.3% 826.8
High 829.5 805.5 -24.0 -2.9% 838.9
Low 793.8 791.0 -2.8 -0.4% 820.6
Close 794.4 801.7 7.3 0.9% 834.5
Range 35.7 14.5 -21.2 -59.4% 18.3
ATR 10.8 11.1 0.3 2.4% 0.0
Volume 2,089 2,138 49 2.3% 3,030
Daily Pivots for day following 28-Feb-2007
Classic Woodie Camarilla DeMark
R4 842.9 836.8 809.7
R3 828.4 822.3 805.7
R2 813.9 813.9 804.4
R1 807.8 807.8 803.0 810.9
PP 799.4 799.4 799.4 800.9
S1 793.3 793.3 800.4 796.4
S2 784.9 784.9 799.0
S3 770.4 778.8 797.7
S4 755.9 764.3 793.7
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
5 838.9 791.0 47.9 6.0% 15.4 1.9% 22% False True 1,301
10 838.9 791.0 47.9 6.0% 11.4 1.4% 22% False True 890
20 838.9 791.0 47.9 6.0% 9.5 1.2% 22% False True 637
40 838.9 780.3 58.6 7.3% 10.5 1.3% 37% False False 415
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 2.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 867.1
2.618 843.5
1.618 829.0
1.000 820.0
0.618 814.5
HIGH 805.5
0.618 800.0
0.500 798.3
0.382 796.5
LOW 791.0
0.618 782.0
1.000 776.5
1.618 767.5
2.618 753.0
4.250 729.4
Fisher Pivots for day following 28-Feb-2007
Pivot 1 day 3 day
R1 800.6 814.7
PP 799.4 810.4
S1 798.3 806.0

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

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