CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 09-Mar-2007
Day Change Summary
Previous Current
08-Mar-2007 09-Mar-2007 Change Change % Previous Week
Open 781.5 790.7 9.2 1.2% 778.9
High 794.3 796.3 2.0 0.3% 796.3
Low 779.2 786.5 7.3 0.9% 762.4
Close 790.5 794.2 3.7 0.5% 794.2
Range 15.1 9.8 -5.3 -35.1% 33.9
ATR 13.8 13.5 -0.3 -2.1% 0.0
Volume 31,891 245,765 213,874 670.6% 323,083
Daily Pivots for day following 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 821.7 817.8 799.6
R3 811.9 808.0 796.9
R2 802.1 802.1 796.0
R1 798.2 798.2 795.1 800.2
PP 792.3 792.3 792.3 793.3
S1 788.4 788.4 793.3 790.4
S2 782.5 782.5 792.4
S3 772.7 778.6 791.5
S4 762.9 768.8 788.8
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 886.0 874.0 812.8
R3 852.1 840.1 803.5
R2 818.2 818.2 800.4
R1 806.2 806.2 797.3 812.2
PP 784.3 784.3 784.3 787.3
S1 772.3 772.3 791.1 778.3
S2 750.4 750.4 788.0
S3 716.5 738.4 784.9
S4 682.6 704.5 775.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 796.3 762.4 33.9 4.3% 16.4 2.1% 94% True False 64,616
10 838.4 762.4 76.0 9.6% 18.7 2.4% 42% False False 33,197
20 838.9 762.4 76.5 9.6% 13.0 1.6% 42% False False 16,895
40 838.9 762.4 76.5 9.6% 11.4 1.4% 42% False False 8,552
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 False
Bull Hook False
Stretch 3.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 838.0
2.618 822.0
1.618 812.2
1.000 806.1
0.618 802.4
HIGH 796.3
0.618 792.6
0.500 791.4
0.382 790.2
LOW 786.5
0.618 780.4
1.000 776.7
1.618 770.6
2.618 760.8
4.250 744.9
Fisher Pivots for day following 09-Mar-2007
Pivot 1 day 3 day
R1 793.3 792.1
PP 792.3 789.9
S1 791.4 787.8

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

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