CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 01-May-2007
Day Change Summary
Previous Current
30-Apr-2007 01-May-2007 Change Change % Previous Week
Open 834.9 816.9 -18.0 -2.2% 833.9
High 837.0 820.9 -16.1 -1.9% 839.6
Low 816.3 810.3 -6.0 -0.7% 823.9
Close 818.9 820.2 1.3 0.2% 834.9
Range 20.7 10.6 -10.1 -48.8% 15.7
ATR 10.5 10.5 0.0 0.1% 0.0
Volume 159,502 206,872 47,370 29.7% 854,488
Daily Pivots for day following 01-May-2007
Classic Woodie Camarilla DeMark
R4 848.9 845.2 826.0
R3 838.3 834.6 823.1
R2 827.7 827.7 822.1
R1 824.0 824.0 821.2 825.9
PP 817.1 817.1 817.1 818.1
S1 813.4 813.4 819.2 815.3
S2 806.5 806.5 818.3
S3 795.9 802.8 817.3
S4 785.3 792.2 814.4
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
5 839.6 810.3 29.3 3.6% 11.9 1.4% 34% False True 176,388
10 839.6 810.3 29.3 3.6% 10.5 1.3% 34% False True 178,509
20 839.6 807.4 32.2 3.9% 9.3 1.1% 40% False False 152,398
40 839.6 766.7 72.9 8.9% 10.3 1.3% 73% False False 169,713
60 839.6 762.4 77.2 9.4% 11.1 1.4% 75% False False 113,826
80 839.6 762.4 77.2 9.4% 10.8 1.3% 75% False False 85,416
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 2.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 866.0
2.618 848.7
1.618 838.1
1.000 831.5
0.618 827.5
HIGH 820.9
0.618 816.9
0.500 815.6
0.382 814.3
LOW 810.3
0.618 803.7
1.000 799.7
1.618 793.1
2.618 782.5
4.250 765.3
Fisher Pivots for day following 01-May-2007
Pivot 1 day 3 day
R1 818.7 824.5
PP 817.1 823.1
S1 815.6 821.6

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

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