CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 13-Apr-2007
Day Change Summary
Previous Current
12-Apr-2007 13-Apr-2007 Change Change % Previous Week
Open 813.7 819.3 5.6 0.7% 818.8
High 820.4 824.9 4.5 0.5% 824.9
Low 807.4 816.0 8.6 1.1% 807.4
Close 819.1 824.5 5.4 0.7% 824.5
Range 13.0 8.9 -4.1 -31.5% 17.5
ATR 10.1 10.0 -0.1 -0.8% 0.0
Volume 202,704 171,893 -30,811 -15.2% 616,698
Daily Pivots for day following 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 848.5 845.4 829.4
R3 839.6 836.5 826.9
R2 830.7 830.7 826.1
R1 827.6 827.6 825.3 829.2
PP 821.8 821.8 821.8 822.6
S1 818.7 818.7 823.7 820.3
S2 812.9 812.9 822.9
S3 804.0 809.8 822.1
S4 795.1 800.9 819.6
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 871.4 865.5 834.1
R3 853.9 848.0 829.3
R2 836.4 836.4 827.7
R1 830.5 830.5 826.1 833.5
PP 818.9 818.9 818.9 820.4
S1 813.0 813.0 822.9 816.0
S2 801.4 801.4 821.3
S3 783.9 795.5 819.7
S4 766.4 778.0 814.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 824.9 807.4 17.5 2.1% 9.4 1.1% 98% True False 123,339
10 824.9 803.3 21.6 2.6% 7.8 0.9% 98% True False 131,601
20 824.9 781.1 43.8 5.3% 9.3 1.1% 99% True False 149,237
40 838.9 762.4 76.5 9.3% 11.9 1.4% 81% False False 118,622
60 838.9 762.4 76.5 9.3% 11.0 1.3% 81% False False 79,185
80 838.9 762.4 76.5 9.3% 10.8 1.3% 81% False False 59,424
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 2.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 862.7
2.618 848.2
1.618 839.3
1.000 833.8
0.618 830.4
HIGH 824.9
0.618 821.5
0.500 820.5
0.382 819.4
LOW 816.0
0.618 810.5
1.000 807.1
1.618 801.6
2.618 792.7
4.250 778.2
Fisher Pivots for day following 13-Apr-2007
Pivot 1 day 3 day
R1 823.2 821.7
PP 821.8 818.9
S1 820.5 816.2

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

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