CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 21-Mar-2007
Day Change Summary
Previous Current
20-Mar-2007 21-Mar-2007 Change Change % Previous Week
Open 793.9 800.4 6.5 0.8% 794.2
High 800.8 815.7 14.9 1.9% 797.4
Low 791.0 798.4 7.4 0.9% 766.7
Close 800.5 814.5 14.0 1.7% 784.4
Range 9.8 17.3 7.5 76.5% 30.7
ATR 13.3 13.6 0.3 2.1% 0.0
Volume 168,523 155,718 -12,805 -7.6% 1,425,124
Daily Pivots for day following 21-Mar-2007
Classic Woodie Camarilla DeMark
R4 861.4 855.3 824.0
R3 844.1 838.0 819.3
R2 826.8 826.8 817.7
R1 820.7 820.7 816.1 823.8
PP 809.5 809.5 809.5 811.1
S1 803.4 803.4 812.9 806.5
S2 792.2 792.2 811.3
S3 774.9 786.1 809.7
S4 757.6 768.8 805.0
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
5 815.7 780.8 34.9 4.3% 12.3 1.5% 97% True False 221,949
10 815.7 766.7 49.0 6.0% 13.4 1.6% 98% True False 220,750
20 838.9 762.4 76.5 9.4% 15.5 1.9% 68% False False 113,173
40 838.9 762.4 76.5 9.4% 12.0 1.5% 68% False False 56,767
60 838.9 762.4 76.5 9.4% 11.5 1.4% 68% False False 37,895
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 889.2
2.618 861.0
1.618 843.7
1.000 833.0
0.618 826.4
HIGH 815.7
0.618 809.1
0.500 807.1
0.382 805.0
LOW 798.4
0.618 787.7
1.000 781.1
1.618 770.4
2.618 753.1
4.250 724.9
Fisher Pivots for day following 21-Mar-2007
Pivot 1 day 3 day
R1 812.0 809.1
PP 809.5 803.8
S1 807.1 798.4

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

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