CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 27-Apr-2007
Day Change Summary
Previous Current
26-Apr-2007 27-Apr-2007 Change Change % Previous Week
Open 834.8 837.8 3.0 0.4% 833.9
High 839.6 838.7 -0.9 -0.1% 839.6
Low 830.0 830.0 0.0 0.0% 823.9
Close 838.6 834.9 -3.7 -0.4% 834.9
Range 9.6 8.7 -0.9 -9.4% 15.7
ATR 9.8 9.7 -0.1 -0.8% 0.0
Volume 176,782 153,181 -23,601 -13.4% 854,488
Daily Pivots for day following 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 860.6 856.5 839.7
R3 851.9 847.8 837.3
R2 843.2 843.2 836.5
R1 839.1 839.1 835.7 836.8
PP 834.5 834.5 834.5 833.4
S1 830.4 830.4 834.1 828.1
S2 825.8 825.8 833.3
S3 817.1 821.7 832.5
S4 808.4 813.0 830.1
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 879.9 873.1 843.5
R3 864.2 857.4 839.2
R2 848.5 848.5 837.8
R1 841.7 841.7 836.3 845.1
PP 832.8 832.8 832.8 834.5
S1 826.0 826.0 833.5 829.4
S2 817.1 817.1 832.0
S3 801.4 810.3 830.6
S4 785.7 794.6 826.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 839.6 823.9 15.7 1.9% 9.1 1.1% 70% False False 170,897
10 839.6 818.3 21.3 2.6% 9.4 1.1% 78% False False 171,404
20 839.6 803.3 36.3 4.3% 8.6 1.0% 87% False False 151,503
40 839.6 762.4 77.2 9.2% 10.7 1.3% 94% False False 161,175
60 839.6 762.4 77.2 9.2% 10.8 1.3% 94% False False 107,724
80 839.6 762.4 77.2 9.2% 10.8 1.3% 94% False False 80,844
Crabel Price Patterns
NR True
NR4 True
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 1.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 875.7
2.618 861.5
1.618 852.8
1.000 847.4
0.618 844.1
HIGH 838.7
0.618 835.4
0.500 834.4
0.382 833.3
LOW 830.0
0.618 824.6
1.000 821.3
1.618 815.9
2.618 807.2
4.250 793.0
Fisher Pivots for day following 27-Apr-2007
Pivot 1 day 3 day
R1 834.7 834.8
PP 834.5 834.7
S1 834.4 834.6

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

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