CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 16-Mar-2007
Day Change Summary
Previous Current
15-Mar-2007 16-Mar-2007 Change Change % Previous Week
Open 783.8 789.1 5.3 0.7% 794.2
High 790.5 791.9 1.4 0.2% 797.4
Low 780.8 782.2 1.4 0.2% 766.7
Close 789.3 784.4 -4.9 -0.6% 784.4
Range 9.7 9.7 0.0 0.0% 30.7
ATR 13.7 13.5 -0.3 -2.1% 0.0
Volume 376,867 228,162 -148,705 -39.5% 1,425,124
Daily Pivots for day following 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 815.3 809.5 789.7
R3 805.6 799.8 787.1
R2 795.9 795.9 786.2
R1 790.1 790.1 785.3 788.2
PP 786.2 786.2 786.2 785.2
S1 780.4 780.4 783.5 778.5
S2 776.5 776.5 782.6
S3 766.8 770.7 781.7
S4 757.1 761.0 779.1
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 874.9 860.4 801.3
R3 844.2 829.7 792.8
R2 813.5 813.5 790.0
R1 799.0 799.0 787.2 790.9
PP 782.8 782.8 782.8 778.8
S1 768.3 768.3 781.6 760.2
S2 752.1 752.1 778.8
S3 721.4 737.6 776.0
S4 690.7 706.9 767.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 797.4 766.7 30.7 3.9% 13.4 1.7% 58% False False 285,024
10 797.4 762.4 35.0 4.5% 14.9 1.9% 63% False False 174,820
20 838.9 762.4 76.5 9.8% 14.5 1.9% 29% False False 88,006
40 838.9 762.4 76.5 9.8% 11.8 1.5% 29% False False 44,159
60 838.9 762.4 76.5 9.8% 11.3 1.4% 29% False False 29,486
Crabel Price Patterns
NR False
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 3.6
Fibonacci Retracements and Extensions
4.250 833.1
2.618 817.3
1.618 807.6
1.000 801.6
0.618 797.9
HIGH 791.9
0.618 788.2
0.500 787.1
0.382 785.9
LOW 782.2
0.618 776.2
1.000 772.5
1.618 766.5
2.618 756.8
4.250 741.0
Fisher Pivots for day following 16-Mar-2007
Pivot 1 day 3 day
R1 787.1 782.7
PP 786.2 781.0
S1 785.3 779.3

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

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