CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 25-Apr-2007
Day Change Summary
Previous Current
24-Apr-2007 25-Apr-2007 Change Change % Previous Week
Open 832.5 832.1 -0.4 0.0% 824.4
High 835.2 839.3 4.1 0.5% 838.0
Low 823.9 829.6 5.7 0.7% 818.3
Close 832.0 834.3 2.3 0.3% 833.8
Range 11.3 9.7 -1.6 -14.2% 19.7
ATR 9.8 9.8 0.0 -0.1% 0.0
Volume 181,959 185,606 3,647 2.0% 859,556
Daily Pivots for day following 25-Apr-2007
Classic Woodie Camarilla DeMark
R4 863.5 858.6 839.6
R3 853.8 848.9 837.0
R2 844.1 844.1 836.1
R1 839.2 839.2 835.2 841.7
PP 834.4 834.4 834.4 835.6
S1 829.5 829.5 833.4 832.0
S2 824.7 824.7 832.5
S3 815.0 819.8 831.6
S4 805.3 810.1 829.0
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
5 839.3 818.3 21.0 2.5% 9.9 1.2% 76% True False 181,033
10 839.3 807.4 31.9 3.8% 9.8 1.2% 84% True False 175,867
20 839.3 796.8 42.5 5.1% 9.0 1.1% 88% True False 155,426
40 839.3 762.4 76.9 9.2% 11.4 1.4% 93% True False 153,026
60 839.3 762.4 76.9 9.2% 10.7 1.3% 93% True False 102,230
80 839.3 762.4 76.9 9.2% 10.9 1.3% 93% True False 76,721
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 880.5
2.618 864.7
1.618 855.0
1.000 849.0
0.618 845.3
HIGH 839.3
0.618 835.6
0.500 834.5
0.382 833.3
LOW 829.6
0.618 823.6
1.000 819.9
1.618 813.9
2.618 804.2
4.250 788.4
Fisher Pivots for day following 25-Apr-2007
Pivot 1 day 3 day
R1 834.5 833.4
PP 834.4 832.5
S1 834.4 831.6

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

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