CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 10-Apr-2007
Day Change Summary
Previous Current
09-Apr-2007 10-Apr-2007 Change Change % Previous Week
Open 818.8 817.6 -1.2 -0.1% 807.5
High 820.9 822.1 1.2 0.1% 819.9
Low 814.7 815.3 0.6 0.1% 803.3
Close 817.3 819.4 2.1 0.3% 816.8
Range 6.2 6.8 0.6 9.7% 16.6
ATR 9.9 9.7 -0.2 -2.3% 0.0
Volume 2,206 109,159 106,953 4,848.3% 699,321
Daily Pivots for day following 10-Apr-2007
Classic Woodie Camarilla DeMark
R4 839.3 836.2 823.1
R3 832.5 829.4 821.3
R2 825.7 825.7 820.6
R1 822.6 822.6 820.0 824.2
PP 818.9 818.9 818.9 819.7
S1 815.8 815.8 818.8 817.4
S2 812.1 812.1 818.2
S3 805.3 809.0 817.5
S4 798.5 802.2 815.7
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 863.1 856.6 825.9
R3 846.5 840.0 821.4
R2 829.9 829.9 819.8
R1 823.4 823.4 818.3 826.7
PP 813.3 813.3 813.3 815.0
S1 806.8 806.8 815.3 810.1
S2 796.7 796.7 813.8
S3 780.1 790.2 812.2
S4 763.5 773.6 807.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 822.1 812.6 9.5 1.2% 5.4 0.7% 72% True False 92,444
10 822.1 796.8 25.3 3.1% 8.1 1.0% 89% True False 135,986
20 822.1 766.7 55.4 6.8% 9.5 1.2% 95% True False 172,577
40 838.9 762.4 76.5 9.3% 11.6 1.4% 75% False False 106,026
60 838.9 762.4 76.5 9.3% 10.9 1.3% 75% False False 70,771
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 851.0
2.618 839.9
1.618 833.1
1.000 828.9
0.618 826.3
HIGH 822.1
0.618 819.5
0.500 818.7
0.382 817.9
LOW 815.3
0.618 811.1
1.000 808.5
1.618 804.3
2.618 797.5
4.250 786.4
Fisher Pivots for day following 10-Apr-2007
Pivot 1 day 3 day
R1 819.2 819.1
PP 818.9 818.7
S1 818.7 818.4

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

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