CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 06-Mar-2007
Day Change Summary
Previous Current
05-Mar-2007 06-Mar-2007 Change Change % Previous Week
Open 778.9 764.9 -14.0 -1.8% 835.3
High 785.4 789.6 4.2 0.5% 838.4
Low 764.0 762.4 -1.6 -0.2% 780.3
Close 764.8 785.0 20.2 2.6% 780.8
Range 21.4 27.2 5.8 27.1% 58.1
ATR 13.1 14.1 1.0 7.6% 0.0
Volume 3,913 20,914 17,001 434.5% 8,895
Daily Pivots for day following 06-Mar-2007
Classic Woodie Camarilla DeMark
R4 860.6 850.0 800.0
R3 833.4 822.8 792.5
R2 806.2 806.2 790.0
R1 795.6 795.6 787.5 800.9
PP 779.0 779.0 779.0 781.7
S1 768.4 768.4 782.5 773.7
S2 751.8 751.8 780.0
S3 724.6 741.2 777.5
S4 697.4 714.0 770.0
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
5 805.5 762.4 43.1 5.5% 21.2 2.7% 52% False True 6,198
10 838.9 762.4 76.5 9.7% 17.4 2.2% 30% False True 3,578
20 838.9 762.4 76.5 9.7% 12.8 1.6% 30% False True 2,053
40 838.9 762.4 76.5 9.7% 11.4 1.4% 30% False True 1,120
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 2.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 905.2
2.618 860.8
1.618 833.6
1.000 816.8
0.618 806.4
HIGH 789.6
0.618 779.2
0.500 776.0
0.382 772.8
LOW 762.4
0.618 745.6
1.000 735.2
1.618 718.4
2.618 691.2
4.250 646.8
Fisher Pivots for day following 06-Mar-2007
Pivot 1 day 3 day
R1 782.0 783.6
PP 779.0 782.2
S1 776.0 780.9

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

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