CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 30-Mar-2007
Day Change Summary
Previous Current
29-Mar-2007 30-Mar-2007 Change Change % Previous Week
Open 803.8 804.5 0.7 0.1% 815.1
High 809.9 811.4 1.5 0.2% 817.8
Low 796.8 799.1 2.3 0.3% 796.8
Close 804.3 808.0 3.7 0.5% 808.0
Range 13.1 12.3 -0.8 -6.1% 21.0
ATR 12.1 12.1 0.0 0.1% 0.0
Volume 208,517 199,911 -8,606 -4.1% 830,376
Daily Pivots for day following 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 843.1 837.8 814.8
R3 830.8 825.5 811.4
R2 818.5 818.5 810.3
R1 813.2 813.2 809.1 815.9
PP 806.2 806.2 806.2 807.5
S1 800.9 800.9 806.9 803.6
S2 793.9 793.9 805.7
S3 781.6 788.6 804.6
S4 769.3 776.3 801.2
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 870.5 860.3 819.6
R3 849.5 839.3 813.8
R2 828.5 828.5 811.9
R1 818.3 818.3 809.9 812.9
PP 807.5 807.5 807.5 804.9
S1 797.3 797.3 806.1 791.9
S2 786.5 786.5 804.2
S3 765.5 776.3 802.2
S4 744.5 755.3 796.5
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% 10.9 1.3% 53% False False 166,075
10 818.7 781.1 37.6 4.7% 10.9 1.3% 72% False False 166,873
20 818.7 762.4 56.3 7.0% 12.9 1.6% 81% False False 170,847
40 838.9 762.4 76.5 9.5% 11.9 1.5% 60% False False 85,835
60 838.9 762.4 76.5 9.5% 11.5 1.4% 60% False False 57,292
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 2.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 863.7
2.618 843.6
1.618 831.3
1.000 823.7
0.618 819.0
HIGH 811.4
0.618 806.7
0.500 805.3
0.382 803.8
LOW 799.1
0.618 791.5
1.000 786.8
1.618 779.2
2.618 766.9
4.250 746.8
Fisher Pivots for day following 30-Mar-2007
Pivot 1 day 3 day
R1 807.1 806.7
PP 806.2 805.4
S1 805.3 804.1

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

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