CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 20-Mar-2007
Day Change Summary
Previous Current
19-Mar-2007 20-Mar-2007 Change Change % Previous Week
Open 783.5 793.9 10.4 1.3% 794.2
High 796.3 800.8 4.5 0.6% 797.4
Low 781.1 791.0 9.9 1.3% 766.7
Close 793.9 800.5 6.6 0.8% 784.4
Range 15.2 9.8 -5.4 -35.5% 30.7
ATR 13.6 13.3 -0.3 -2.0% 0.0
Volume 180,479 168,523 -11,956 -6.6% 1,425,124
Daily Pivots for day following 20-Mar-2007
Classic Woodie Camarilla DeMark
R4 826.8 823.5 805.9
R3 817.0 813.7 803.2
R2 807.2 807.2 802.3
R1 803.9 803.9 801.4 805.6
PP 797.4 797.4 797.4 798.3
S1 794.1 794.1 799.6 795.8
S2 787.6 787.6 798.7
S3 777.8 784.3 797.8
S4 768.0 774.5 795.1
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
5 800.8 766.7 34.1 4.3% 12.4 1.6% 99% True False 264,227
10 800.8 766.7 34.1 4.3% 12.5 1.6% 99% True False 207,238
20 838.9 762.4 76.5 9.6% 15.0 1.9% 50% False False 105,408
40 838.9 762.4 76.5 9.6% 11.8 1.5% 50% False False 52,878
60 838.9 762.4 76.5 9.6% 11.4 1.4% 50% False False 35,300
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 3.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 842.5
2.618 826.5
1.618 816.7
1.000 810.6
0.618 806.9
HIGH 800.8
0.618 797.1
0.500 795.9
0.382 794.7
LOW 791.0
0.618 784.9
1.000 781.2
1.618 775.1
2.618 765.3
4.250 749.4
Fisher Pivots for day following 20-Mar-2007
Pivot 1 day 3 day
R1 799.0 797.3
PP 797.4 794.1
S1 795.9 791.0

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

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