CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 19-Mar-2007
Day Change Summary
Previous Current
16-Mar-2007 19-Mar-2007 Change Change % Previous Week
Open 789.1 783.5 -5.6 -0.7% 794.2
High 791.9 796.3 4.4 0.6% 797.4
Low 782.2 781.1 -1.1 -0.1% 766.7
Close 784.4 793.9 9.5 1.2% 784.4
Range 9.7 15.2 5.5 56.7% 30.7
ATR 13.5 13.6 0.1 0.9% 0.0
Volume 228,162 180,479 -47,683 -20.9% 1,425,124
Daily Pivots for day following 19-Mar-2007
Classic Woodie Camarilla DeMark
R4 836.0 830.2 802.3
R3 820.8 815.0 798.1
R2 805.6 805.6 796.7
R1 799.8 799.8 795.3 802.7
PP 790.4 790.4 790.4 791.9
S1 784.6 784.6 792.5 787.5
S2 775.2 775.2 791.1
S3 760.0 769.4 789.7
S4 744.8 754.2 785.5
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
5 796.4 766.7 29.7 3.7% 14.9 1.9% 92% False False 273,924
10 797.4 762.4 35.0 4.4% 14.3 1.8% 90% False False 192,477
20 838.9 762.4 76.5 9.6% 15.3 1.9% 41% False False 97,002
40 838.9 762.4 76.5 9.6% 11.9 1.5% 41% False False 48,669
60 838.9 762.4 76.5 9.6% 11.3 1.4% 41% False False 32,493
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 860.9
2.618 836.1
1.618 820.9
1.000 811.5
0.618 805.7
HIGH 796.3
0.618 790.5
0.500 788.7
0.382 786.9
LOW 781.1
0.618 771.7
1.000 765.9
1.618 756.5
2.618 741.3
4.250 716.5
Fisher Pivots for day following 19-Mar-2007
Pivot 1 day 3 day
R1 792.2 792.1
PP 790.4 790.3
S1 788.7 788.6

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

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