CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 23-Mar-2007
Day Change Summary
Previous Current
22-Mar-2007 23-Mar-2007 Change Change % Previous Week
Open 814.3 814.2 -0.1 0.0% 783.5
High 818.7 817.0 -1.7 -0.2% 818.7
Low 810.5 813.2 2.7 0.3% 781.1
Close 814.4 815.5 1.1 0.1% 815.5
Range 8.2 3.8 -4.4 -53.7% 37.6
ATR 13.2 12.5 -0.7 -5.1% 0.0
Volume 183,590 150,047 -33,543 -18.3% 838,357
Daily Pivots for day following 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 826.6 824.9 817.6
R3 822.8 821.1 816.5
R2 819.0 819.0 816.2
R1 817.3 817.3 815.8 818.2
PP 815.2 815.2 815.2 815.7
S1 813.5 813.5 815.2 814.4
S2 811.4 811.4 814.8
S3 807.6 809.7 814.5
S4 803.8 805.9 813.4
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 917.9 904.3 836.2
R3 880.3 866.7 825.8
R2 842.7 842.7 822.4
R1 829.1 829.1 818.9 835.9
PP 805.1 805.1 805.1 808.5
S1 791.5 791.5 812.1 798.3
S2 767.5 767.5 808.6
S3 729.9 753.9 805.2
S4 692.3 716.3 794.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 818.7 781.1 37.6 4.6% 10.9 1.3% 91% False False 167,671
10 818.7 766.7 52.0 6.4% 12.1 1.5% 94% False False 226,348
20 838.4 762.4 76.0 9.3% 15.4 1.9% 70% False False 129,772
40 838.9 762.4 76.5 9.4% 11.6 1.4% 69% False False 65,102
60 838.9 762.4 76.5 9.4% 11.5 1.4% 69% False False 43,455
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 833.2
2.618 826.9
1.618 823.1
1.000 820.8
0.618 819.3
HIGH 817.0
0.618 815.5
0.500 815.1
0.382 814.7
LOW 813.2
0.618 810.9
1.000 809.4
1.618 807.1
2.618 803.3
4.250 797.1
Fisher Pivots for day following 23-Mar-2007
Pivot 1 day 3 day
R1 815.4 813.2
PP 815.2 810.9
S1 815.1 808.6

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

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