CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 30-Apr-2007
Day Change Summary
Previous Current
27-Apr-2007 30-Apr-2007 Change Change % Previous Week
Open 837.8 834.9 -2.9 -0.3% 833.9
High 838.7 837.0 -1.7 -0.2% 839.6
Low 830.0 816.3 -13.7 -1.7% 823.9
Close 834.9 818.9 -16.0 -1.9% 834.9
Range 8.7 20.7 12.0 137.9% 15.7
ATR 9.7 10.5 0.8 8.1% 0.0
Volume 153,181 159,502 6,321 4.1% 854,488
Daily Pivots for day following 30-Apr-2007
Classic Woodie Camarilla DeMark
R4 886.2 873.2 830.3
R3 865.5 852.5 824.6
R2 844.8 844.8 822.7
R1 831.8 831.8 820.8 828.0
PP 824.1 824.1 824.1 822.1
S1 811.1 811.1 817.0 807.3
S2 803.4 803.4 815.1
S3 782.7 790.4 813.2
S4 762.0 769.7 807.5
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
5 839.6 816.3 23.3 2.8% 12.0 1.5% 11% False True 171,406
10 839.6 816.3 23.3 2.8% 10.3 1.3% 11% False True 173,131
20 839.6 807.4 32.2 3.9% 9.3 1.1% 36% False False 149,219
40 839.6 762.4 77.2 9.4% 10.7 1.3% 73% False False 165,064
60 839.6 762.4 77.2 9.4% 11.1 1.4% 73% False False 110,380
80 839.6 762.4 77.2 9.4% 10.8 1.3% 73% False False 82,832
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 34 trading days
Fibonacci Retracements and Extensions
4.250 925.0
2.618 891.2
1.618 870.5
1.000 857.7
0.618 849.8
HIGH 837.0
0.618 829.1
0.500 826.7
0.382 824.2
LOW 816.3
0.618 803.5
1.000 795.6
1.618 782.8
2.618 762.1
4.250 728.3
Fisher Pivots for day following 30-Apr-2007
Pivot 1 day 3 day
R1 826.7 828.0
PP 824.1 824.9
S1 821.5 821.9

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

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