CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 03-Apr-2007
Day Change Summary
Previous Current
02-Apr-2007 03-Apr-2007 Change Change % Previous Week
Open 807.5 808.7 1.2 0.1% 815.1
High 809.6 819.6 10.0 1.2% 817.8
Low 803.3 808.6 5.3 0.7% 796.8
Close 808.6 817.3 8.7 1.1% 808.0
Range 6.3 11.0 4.7 74.6% 21.0
ATR 11.7 11.6 0.0 -0.4% 0.0
Volume 205,175 143,289 -61,886 -30.2% 830,376
Daily Pivots for day following 03-Apr-2007
Classic Woodie Camarilla DeMark
R4 848.2 843.7 823.4
R3 837.2 832.7 820.3
R2 826.2 826.2 819.3
R1 821.7 821.7 818.3 824.0
PP 815.2 815.2 815.2 816.3
S1 810.7 810.7 816.3 813.0
S2 804.2 804.2 815.3
S3 793.2 799.7 814.3
S4 782.2 788.7 811.3
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
5 819.6 796.8 22.8 2.8% 10.8 1.3% 90% True False 179,528
10 819.6 796.8 22.8 2.8% 10.1 1.2% 90% True False 166,819
20 819.6 766.7 52.9 6.5% 11.3 1.4% 96% True False 187,028
40 838.9 762.4 76.5 9.4% 12.0 1.5% 72% False False 94,540
60 838.9 762.4 76.5 9.4% 11.4 1.4% 72% False False 63,089
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 866.4
2.618 848.4
1.618 837.4
1.000 830.6
0.618 826.4
HIGH 819.6
0.618 815.4
0.500 814.1
0.382 812.8
LOW 808.6
0.618 801.8
1.000 797.6
1.618 790.8
2.618 779.8
4.250 761.9
Fisher Pivots for day following 03-Apr-2007
Pivot 1 day 3 day
R1 816.2 814.7
PP 815.2 812.0
S1 814.1 809.4

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

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