CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 27-Mar-2007
Day Change Summary
Previous Current
26-Mar-2007 27-Mar-2007 Change Change % Previous Week
Open 815.1 813.2 -1.9 -0.2% 783.5
High 817.8 813.5 -4.3 -0.5% 818.7
Low 807.5 806.1 -1.4 -0.2% 781.1
Close 813.3 809.8 -3.5 -0.4% 815.5
Range 10.3 7.4 -2.9 -28.2% 37.6
ATR 12.4 12.0 -0.4 -2.9% 0.0
Volume 115,917 165,279 49,362 42.6% 838,357
Daily Pivots for day following 27-Mar-2007
Classic Woodie Camarilla DeMark
R4 832.0 828.3 813.9
R3 824.6 820.9 811.8
R2 817.2 817.2 811.2
R1 813.5 813.5 810.5 811.7
PP 809.8 809.8 809.8 808.9
S1 806.1 806.1 809.1 804.3
S2 802.4 802.4 808.4
S3 795.0 798.7 807.8
S4 787.6 791.3 805.7
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
5 818.7 798.4 20.3 2.5% 9.4 1.2% 56% False False 154,110
10 818.7 766.7 52.0 6.4% 10.9 1.3% 83% False False 209,168
20 818.7 762.4 56.3 7.0% 13.9 1.7% 84% False False 143,696
40 838.9 762.4 76.5 9.4% 11.6 1.4% 62% False False 72,120
60 838.9 762.4 76.5 9.4% 11.6 1.4% 62% False False 48,140
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 2.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 845.0
2.618 832.9
1.618 825.5
1.000 820.9
0.618 818.1
HIGH 813.5
0.618 810.7
0.500 809.8
0.382 808.9
LOW 806.1
0.618 801.5
1.000 798.7
1.618 794.1
2.618 786.7
4.250 774.7
Fisher Pivots for day following 27-Mar-2007
Pivot 1 day 3 day
R1 809.8 812.0
PP 809.8 811.2
S1 809.8 810.5

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

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