CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 24-Apr-2007
Day Change Summary
Previous Current
23-Apr-2007 24-Apr-2007 Change Change % Previous Week
Open 833.9 832.5 -1.4 -0.2% 824.4
High 835.6 835.2 -0.4 0.0% 838.0
Low 829.2 823.9 -5.3 -0.6% 818.3
Close 832.4 832.0 -0.4 0.0% 833.8
Range 6.4 11.3 4.9 76.6% 19.7
ATR 9.7 9.8 0.1 1.2% 0.0
Volume 156,960 181,959 24,999 15.9% 859,556
Daily Pivots for day following 24-Apr-2007
Classic Woodie Camarilla DeMark
R4 864.3 859.4 838.2
R3 853.0 848.1 835.1
R2 841.7 841.7 834.1
R1 836.8 836.8 833.0 833.6
PP 830.4 830.4 830.4 828.8
S1 825.5 825.5 831.0 822.3
S2 819.1 819.1 829.9
S3 807.8 814.2 828.9
S4 796.5 802.9 825.8
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
5 835.6 818.3 17.3 2.1% 9.2 1.1% 79% False False 180,630
10 838.0 807.4 30.6 3.7% 10.0 1.2% 80% False False 170,380
20 838.0 796.8 41.2 5.0% 9.0 1.1% 85% False False 153,183
40 838.0 762.4 75.6 9.1% 11.5 1.4% 92% False False 148,440
60 838.9 762.4 76.5 9.2% 10.8 1.3% 91% False False 99,141
80 838.9 762.4 76.5 9.2% 10.9 1.3% 91% False False 74,401
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
4.250 883.2
2.618 864.8
1.618 853.5
1.000 846.5
0.618 842.2
HIGH 835.2
0.618 830.9
0.500 829.6
0.382 828.2
LOW 823.9
0.618 816.9
1.000 812.6
1.618 805.6
2.618 794.3
4.250 775.9
Fisher Pivots for day following 24-Apr-2007
Pivot 1 day 3 day
R1 831.2 831.0
PP 830.4 830.1
S1 829.6 829.1

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

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