CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 26-Apr-2007
Day Change Summary
Previous Current
25-Apr-2007 26-Apr-2007 Change Change % Previous Week
Open 832.1 834.8 2.7 0.3% 824.4
High 839.3 839.6 0.3 0.0% 838.0
Low 829.6 830.0 0.4 0.0% 818.3
Close 834.3 838.6 4.3 0.5% 833.8
Range 9.7 9.6 -0.1 -1.0% 19.7
ATR 9.8 9.8 0.0 -0.1% 0.0
Volume 185,606 176,782 -8,824 -4.8% 859,556
Daily Pivots for day following 26-Apr-2007
Classic Woodie Camarilla DeMark
R4 864.9 861.3 843.9
R3 855.3 851.7 841.2
R2 845.7 845.7 840.4
R1 842.1 842.1 839.5 843.9
PP 836.1 836.1 836.1 837.0
S1 832.5 832.5 837.7 834.3
S2 826.5 826.5 836.8
S3 816.9 822.9 836.0
S4 807.3 813.3 833.3
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
5 839.6 822.6 17.0 2.0% 9.7 1.2% 94% True False 182,683
10 839.6 816.0 23.6 2.8% 9.4 1.1% 96% True False 173,275
20 839.6 799.1 40.5 4.8% 8.8 1.0% 98% True False 153,839
40 839.6 762.4 77.2 9.2% 11.0 1.3% 99% True False 157,405
60 839.6 762.4 77.2 9.2% 10.7 1.3% 99% True False 105,174
80 839.6 762.4 77.2 9.2% 10.8 1.3% 99% True False 78,930
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 1.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 880.4
2.618 864.7
1.618 855.1
1.000 849.2
0.618 845.5
HIGH 839.6
0.618 835.9
0.500 834.8
0.382 833.7
LOW 830.0
0.618 824.1
1.000 820.4
1.618 814.5
2.618 804.9
4.250 789.2
Fisher Pivots for day following 26-Apr-2007
Pivot 1 day 3 day
R1 837.3 836.3
PP 836.1 834.0
S1 834.8 831.8

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

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