CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 11-Apr-2007
Day Change Summary
Previous Current
10-Apr-2007 11-Apr-2007 Change Change % Previous Week
Open 817.6 819.4 1.8 0.2% 807.5
High 822.1 820.5 -1.6 -0.2% 819.9
Low 815.3 808.6 -6.7 -0.8% 803.3
Close 819.4 813.9 -5.5 -0.7% 816.8
Range 6.8 11.9 5.1 75.0% 16.6
ATR 9.7 9.9 0.2 1.6% 0.0
Volume 109,159 130,736 21,577 19.8% 699,321
Daily Pivots for day following 11-Apr-2007
Classic Woodie Camarilla DeMark
R4 850.0 843.9 820.4
R3 838.1 832.0 817.2
R2 826.2 826.2 816.1
R1 820.1 820.1 815.0 817.2
PP 814.3 814.3 814.3 812.9
S1 808.2 808.2 812.8 805.3
S2 802.4 802.4 811.7
S3 790.5 796.3 810.6
S4 778.6 784.4 807.4
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
5 822.1 808.6 13.5 1.7% 6.6 0.8% 39% False True 88,407
10 822.1 796.8 25.3 3.1% 8.2 1.0% 68% False False 134,985
20 822.1 780.8 41.3 5.1% 9.2 1.1% 80% False False 160,759
40 838.9 762.4 76.5 9.4% 11.8 1.4% 67% False False 109,282
60 838.9 762.4 76.5 9.4% 11.0 1.4% 67% False False 72,947
80 838.9 762.4 76.5 9.4% 10.7 1.3% 67% False False 54,741
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 871.1
2.618 851.7
1.618 839.8
1.000 832.4
0.618 827.9
HIGH 820.5
0.618 816.0
0.500 814.6
0.382 813.1
LOW 808.6
0.618 801.2
1.000 796.7
1.618 789.3
2.618 777.4
4.250 758.0
Fisher Pivots for day following 11-Apr-2007
Pivot 1 day 3 day
R1 814.6 815.4
PP 814.3 814.9
S1 814.1 814.4

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

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