CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 07-Mar-2007
Day Change Summary
Previous Current
06-Mar-2007 07-Mar-2007 Change Change % Previous Week
Open 764.9 784.8 19.9 2.6% 835.3
High 789.6 788.6 -1.0 -0.1% 838.4
Low 762.4 780.3 17.9 2.3% 780.3
Close 785.0 781.9 -3.1 -0.4% 780.8
Range 27.2 8.3 -18.9 -69.5% 58.1
ATR 14.1 13.7 -0.4 -3.0% 0.0
Volume 20,914 20,600 -314 -1.5% 8,895
Daily Pivots for day following 07-Mar-2007
Classic Woodie Camarilla DeMark
R4 808.5 803.5 786.5
R3 800.2 795.2 784.2
R2 791.9 791.9 783.4
R1 786.9 786.9 782.7 785.3
PP 783.6 783.6 783.6 782.8
S1 778.6 778.6 781.1 777.0
S2 775.3 775.3 780.4
S3 767.0 770.3 779.6
S4 758.7 762.0 777.3
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
5 804.2 762.4 41.8 5.3% 19.9 2.6% 47% False False 9,891
10 838.9 762.4 76.5 9.8% 17.7 2.3% 25% False False 5,596
20 838.9 762.4 76.5 9.8% 12.7 1.6% 25% False False 3,057
40 838.9 762.4 76.5 9.8% 11.3 1.4% 25% False False 1,624
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 823.9
2.618 810.3
1.618 802.0
1.000 796.9
0.618 793.7
HIGH 788.6
0.618 785.4
0.500 784.5
0.382 783.5
LOW 780.3
0.618 775.2
1.000 772.0
1.618 766.9
2.618 758.6
4.250 745.0
Fisher Pivots for day following 07-Mar-2007
Pivot 1 day 3 day
R1 784.5 779.9
PP 783.6 778.0
S1 782.8 776.0

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

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