CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 05-Apr-2007
Day Change Summary
Previous Current
04-Apr-2007 05-Apr-2007 Change Change % Previous Week
Open 817.0 816.6 -0.4 0.0% 815.1
High 818.7 819.9 1.2 0.1% 817.8
Low 812.6 815.2 2.6 0.3% 796.8
Close 816.6 816.8 0.2 0.0% 808.0
Range 6.1 4.7 -1.4 -23.0% 21.0
ATR 11.2 10.8 -0.5 -4.2% 0.0
Volume 150,919 119,879 -31,040 -20.6% 830,376
Daily Pivots for day following 05-Apr-2007
Classic Woodie Camarilla DeMark
R4 831.4 828.8 819.4
R3 826.7 824.1 818.1
R2 822.0 822.0 817.7
R1 819.4 819.4 817.2 820.7
PP 817.3 817.3 817.3 818.0
S1 814.7 814.7 816.4 816.0
S2 812.6 812.6 815.9
S3 807.9 810.0 815.5
S4 803.2 805.3 814.2
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
5 819.9 799.1 20.8 2.5% 8.1 1.0% 85% True False 163,834
10 819.9 796.8 23.1 2.8% 8.6 1.1% 87% True False 159,968
20 819.9 766.7 53.2 6.5% 10.7 1.3% 94% True False 197,944
40 838.9 762.4 76.5 9.4% 11.9 1.5% 71% False False 101,291
60 838.9 762.4 76.5 9.4% 11.2 1.4% 71% False False 67,589
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 839.9
2.618 832.2
1.618 827.5
1.000 824.6
0.618 822.8
HIGH 819.9
0.618 818.1
0.500 817.6
0.382 817.0
LOW 815.2
0.618 812.3
1.000 810.5
1.618 807.6
2.618 802.9
4.250 795.2
Fisher Pivots for day following 05-Apr-2007
Pivot 1 day 3 day
R1 817.6 816.0
PP 817.3 815.1
S1 817.1 814.3

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

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