CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 29-Mar-2007
Day Change Summary
Previous Current
28-Mar-2007 29-Mar-2007 Change Change % Previous Week
Open 809.3 803.8 -5.5 -0.7% 783.5
High 809.3 809.9 0.6 0.1% 818.7
Low 798.1 796.8 -1.3 -0.2% 781.1
Close 803.8 804.3 0.5 0.1% 815.5
Range 11.2 13.1 1.9 17.0% 37.6
ATR 12.0 12.1 0.1 0.7% 0.0
Volume 140,752 208,517 67,765 48.1% 838,357
Daily Pivots for day following 29-Mar-2007
Classic Woodie Camarilla DeMark
R4 843.0 836.7 811.5
R3 829.9 823.6 807.9
R2 816.8 816.8 806.7
R1 810.5 810.5 805.5 813.7
PP 803.7 803.7 803.7 805.2
S1 797.4 797.4 803.1 800.6
S2 790.6 790.6 801.9
S3 777.5 784.3 800.7
S4 764.4 771.2 797.1
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
5 817.8 796.8 21.0 2.6% 9.2 1.1% 36% False True 156,102
10 818.7 781.1 37.6 4.7% 10.6 1.3% 62% False False 169,698
20 818.7 762.4 56.3 7.0% 13.2 1.6% 74% False False 160,971
40 838.9 762.4 76.5 9.5% 11.7 1.5% 55% False False 80,841
60 838.9 762.4 76.5 9.5% 11.5 1.4% 55% False False 53,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 865.6
2.618 844.2
1.618 831.1
1.000 823.0
0.618 818.0
HIGH 809.9
0.618 804.9
0.500 803.4
0.382 801.8
LOW 796.8
0.618 788.7
1.000 783.7
1.618 775.6
2.618 762.5
4.250 741.1
Fisher Pivots for day following 29-Mar-2007
Pivot 1 day 3 day
R1 804.0 805.2
PP 803.7 804.9
S1 803.4 804.6

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

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