CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 16-Apr-2007
Day Change Summary
Previous Current
13-Apr-2007 16-Apr-2007 Change Change % Previous Week
Open 819.3 824.4 5.1 0.6% 818.8
High 824.9 836.8 11.9 1.4% 824.9
Low 816.0 824.4 8.4 1.0% 807.4
Close 824.5 835.5 11.0 1.3% 824.5
Range 8.9 12.4 3.5 39.3% 17.5
ATR 10.0 10.2 0.2 1.7% 0.0
Volume 171,893 142,235 -29,658 -17.3% 616,698
Daily Pivots for day following 16-Apr-2007
Classic Woodie Camarilla DeMark
R4 869.4 864.9 842.3
R3 857.0 852.5 838.9
R2 844.6 844.6 837.8
R1 840.1 840.1 836.6 842.4
PP 832.2 832.2 832.2 833.4
S1 827.7 827.7 834.4 830.0
S2 819.8 819.8 833.2
S3 807.4 815.3 832.1
S4 795.0 802.9 828.7
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
5 836.8 807.4 29.4 3.5% 10.6 1.3% 96% True False 151,345
10 836.8 807.4 29.4 3.5% 8.4 1.0% 96% True False 125,307
20 836.8 791.0 45.8 5.5% 9.2 1.1% 97% True False 147,325
40 838.9 762.4 76.5 9.2% 12.2 1.5% 96% False False 122,163
60 838.9 762.4 76.5 9.2% 11.0 1.3% 96% False False 81,554
80 838.9 762.4 76.5 9.2% 10.8 1.3% 96% False False 61,201
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 1.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 889.5
2.618 869.3
1.618 856.9
1.000 849.2
0.618 844.5
HIGH 836.8
0.618 832.1
0.500 830.6
0.382 829.1
LOW 824.4
0.618 816.7
1.000 812.0
1.618 804.3
2.618 791.9
4.250 771.7
Fisher Pivots for day following 16-Apr-2007
Pivot 1 day 3 day
R1 833.9 831.0
PP 832.2 826.6
S1 830.6 822.1

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

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