CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 18-Apr-2007
Day Change Summary
Previous Current
17-Apr-2007 18-Apr-2007 Change Change % Previous Week
Open 835.3 833.6 -1.7 -0.2% 818.8
High 838.0 833.6 -4.4 -0.5% 824.9
Low 830.3 827.2 -3.1 -0.4% 807.4
Close 833.7 828.0 -5.7 -0.7% 824.5
Range 7.7 6.4 -1.3 -16.9% 17.5
ATR 10.0 9.8 -0.3 -2.5% 0.0
Volume 153,088 183,589 30,501 19.9% 616,698
Daily Pivots for day following 18-Apr-2007
Classic Woodie Camarilla DeMark
R4 848.8 844.8 831.5
R3 842.4 838.4 829.8
R2 836.0 836.0 829.2
R1 832.0 832.0 828.6 830.8
PP 829.6 829.6 829.6 829.0
S1 825.6 825.6 827.4 824.4
S2 823.2 823.2 826.8
S3 816.8 819.2 826.2
S4 810.4 812.8 824.5
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
5 838.0 807.4 30.6 3.7% 9.7 1.2% 67% False False 170,701
10 838.0 807.4 30.6 3.7% 8.1 1.0% 67% False False 129,554
20 838.0 796.8 41.2 5.0% 8.5 1.0% 76% False False 147,947
40 838.9 762.4 76.5 9.2% 12.0 1.5% 86% False False 130,560
60 838.9 762.4 76.5 9.2% 10.8 1.3% 86% False False 87,160
80 838.9 762.4 76.5 9.2% 10.8 1.3% 86% False False 65,408
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 860.8
2.618 850.4
1.618 844.0
1.000 840.0
0.618 837.6
HIGH 833.6
0.618 831.2
0.500 830.4
0.382 829.6
LOW 827.2
0.618 823.2
1.000 820.8
1.618 816.8
2.618 810.4
4.250 800.0
Fisher Pivots for day following 18-Apr-2007
Pivot 1 day 3 day
R1 830.4 831.2
PP 829.6 830.1
S1 828.8 829.1

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

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