CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 05-Mar-2007
Day Change Summary
Previous Current
02-Mar-2007 05-Mar-2007 Change Change % Previous Week
Open 798.4 778.9 -19.5 -2.4% 835.3
High 799.3 785.4 -13.9 -1.7% 838.4
Low 780.3 764.0 -16.3 -2.1% 780.3
Close 780.8 764.8 -16.0 -2.0% 780.8
Range 19.0 21.4 2.4 12.6% 58.1
ATR 12.5 13.1 0.6 5.1% 0.0
Volume 2,391 3,913 1,522 63.7% 8,895
Daily Pivots for day following 05-Mar-2007
Classic Woodie Camarilla DeMark
R4 835.6 821.6 776.6
R3 814.2 800.2 770.7
R2 792.8 792.8 768.7
R1 778.8 778.8 766.8 775.1
PP 771.4 771.4 771.4 769.6
S1 757.4 757.4 762.8 753.7
S2 750.0 750.0 760.9
S3 728.6 736.0 758.9
S4 707.2 714.6 753.0
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 974.1 935.6 812.8
R3 916.0 877.5 796.8
R2 857.9 857.9 791.5
R1 819.4 819.4 786.1 809.6
PP 799.8 799.8 799.8 795.0
S1 761.3 761.3 775.5 751.5
S2 741.7 741.7 770.1
S3 683.6 703.2 764.8
S4 625.5 645.1 748.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 829.5 764.0 65.5 8.6% 22.9 3.0% 1% False True 2,433
10 838.9 764.0 74.9 9.8% 16.3 2.1% 1% False True 1,527
20 838.9 764.0 74.9 9.8% 11.8 1.5% 1% False True 1,011
40 838.9 764.0 74.9 9.8% 11.0 1.4% 1% False True 600
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 876.4
2.618 841.4
1.618 820.0
1.000 806.8
0.618 798.6
HIGH 785.4
0.618 777.2
0.500 774.7
0.382 772.2
LOW 764.0
0.618 750.8
1.000 742.6
1.618 729.4
2.618 708.0
4.250 673.1
Fisher Pivots for day following 05-Mar-2007
Pivot 1 day 3 day
R1 774.7 784.1
PP 771.4 777.7
S1 768.1 771.2

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

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