CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 19-Apr-2007
Day Change Summary
Previous Current
18-Apr-2007 19-Apr-2007 Change Change % Previous Week
Open 833.6 828.1 -5.5 -0.7% 818.8
High 833.6 828.7 -4.9 -0.6% 824.9
Low 827.2 818.3 -8.9 -1.1% 807.4
Close 828.0 823.8 -4.2 -0.5% 824.5
Range 6.4 10.4 4.0 62.5% 17.5
ATR 9.8 9.8 0.0 0.5% 0.0
Volume 183,589 168,532 -15,057 -8.2% 616,698
Daily Pivots for day following 19-Apr-2007
Classic Woodie Camarilla DeMark
R4 854.8 849.7 829.5
R3 844.4 839.3 826.7
R2 834.0 834.0 825.7
R1 828.9 828.9 824.8 826.3
PP 823.6 823.6 823.6 822.3
S1 818.5 818.5 822.8 815.9
S2 813.2 813.2 821.9
S3 802.8 808.1 820.9
S4 792.4 797.7 818.1
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
5 838.0 816.0 22.0 2.7% 9.2 1.1% 35% False False 163,867
10 838.0 807.4 30.6 3.7% 8.7 1.1% 54% False False 134,420
20 838.0 796.8 41.2 5.0% 8.7 1.1% 66% False False 147,194
40 838.4 762.4 76.0 9.2% 12.1 1.5% 81% False False 134,756
60 838.9 762.4 76.5 9.3% 10.8 1.3% 80% False False 89,966
80 838.9 762.4 76.5 9.3% 10.8 1.3% 80% False False 67,514
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 3 trading days
Fibonacci Retracements and Extensions
4.250 872.9
2.618 855.9
1.618 845.5
1.000 839.1
0.618 835.1
HIGH 828.7
0.618 824.7
0.500 823.5
0.382 822.3
LOW 818.3
0.618 811.9
1.000 807.9
1.618 801.5
2.618 791.1
4.250 774.1
Fisher Pivots for day following 19-Apr-2007
Pivot 1 day 3 day
R1 823.7 828.2
PP 823.6 826.7
S1 823.5 825.3

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

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