CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 20-Apr-2007
Day Change Summary
Previous Current
19-Apr-2007 20-Apr-2007 Change Change % Previous Week
Open 828.1 823.4 -4.7 -0.6% 824.4
High 828.7 834.2 5.5 0.7% 838.0
Low 818.3 822.6 4.3 0.5% 818.3
Close 823.8 833.8 10.0 1.2% 833.8
Range 10.4 11.6 1.2 11.5% 19.7
ATR 9.8 9.9 0.1 1.3% 0.0
Volume 168,532 212,112 43,580 25.9% 859,556
Daily Pivots for day following 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 865.0 861.0 840.2
R3 853.4 849.4 837.0
R2 841.8 841.8 835.9
R1 837.8 837.8 834.9 839.8
PP 830.2 830.2 830.2 831.2
S1 826.2 826.2 832.7 828.2
S2 818.6 818.6 831.7
S3 807.0 814.6 830.6
S4 795.4 803.0 827.4
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 889.1 881.2 844.6
R3 869.4 861.5 839.2
R2 849.7 849.7 837.4
R1 841.8 841.8 835.6 845.8
PP 830.0 830.0 830.0 832.0
S1 822.1 822.1 832.0 826.1
S2 810.3 810.3 830.2
S3 790.6 802.4 828.4
S4 770.9 782.7 823.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 838.0 818.3 19.7 2.4% 9.7 1.2% 79% False False 171,911
10 838.0 807.4 30.6 3.7% 9.5 1.1% 86% False False 147,625
20 838.0 796.8 41.2 4.9% 9.0 1.1% 90% False False 150,297
40 838.4 762.4 76.0 9.1% 12.2 1.5% 94% False False 140,035
60 838.9 762.4 76.5 9.2% 10.8 1.3% 93% False False 93,500
80 838.9 762.4 76.5 9.2% 10.9 1.3% 93% False False 70,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 883.5
2.618 864.6
1.618 853.0
1.000 845.8
0.618 841.4
HIGH 834.2
0.618 829.8
0.500 828.4
0.382 827.0
LOW 822.6
0.618 815.4
1.000 811.0
1.618 803.8
2.618 792.2
4.250 773.3
Fisher Pivots for day following 20-Apr-2007
Pivot 1 day 3 day
R1 832.0 831.3
PP 830.2 828.8
S1 828.4 826.3

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

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