CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 04-May-2007
Day Change Summary
Previous Current
03-May-2007 04-May-2007 Change Change % Previous Week
Open 830.6 831.7 1.1 0.1% 834.9
High 834.7 837.1 2.4 0.3% 837.1
Low 828.6 830.2 1.6 0.2% 810.3
Close 831.6 836.8 5.2 0.6% 836.8
Range 6.1 6.9 0.8 13.1% 26.8
ATR 10.5 10.3 -0.3 -2.5% 0.0
Volume 167,641 158,849 -8,792 -5.2% 908,250
Daily Pivots for day following 04-May-2007
Classic Woodie Camarilla DeMark
R4 855.4 853.0 840.6
R3 848.5 846.1 838.7
R2 841.6 841.6 838.1
R1 839.2 839.2 837.4 840.4
PP 834.7 834.7 834.7 835.3
S1 832.3 832.3 836.2 833.5
S2 827.8 827.8 835.5
S3 820.9 825.4 834.9
S4 814.0 818.5 833.0
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 908.5 899.4 851.5
R3 881.7 872.6 844.2
R2 854.9 854.9 841.7
R1 845.8 845.8 839.3 850.4
PP 828.1 828.1 828.1 830.3
S1 819.0 819.0 834.3 823.6
S2 801.3 801.3 831.9
S3 774.5 792.2 829.4
S4 747.7 765.4 822.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 837.1 810.3 26.8 3.2% 12.0 1.4% 99% True False 181,650
10 839.6 810.3 29.3 3.5% 10.6 1.3% 90% False False 176,273
20 839.6 807.4 32.2 3.8% 10.0 1.2% 91% False False 161,949
40 839.6 766.7 72.9 8.7% 10.2 1.2% 96% False False 175,804
60 839.6 762.4 77.2 9.2% 11.1 1.3% 96% False False 122,834
80 839.6 762.4 77.2 9.2% 10.8 1.3% 96% False False 92,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 866.4
2.618 855.2
1.618 848.3
1.000 844.0
0.618 841.4
HIGH 837.1
0.618 834.5
0.500 833.7
0.382 832.8
LOW 830.2
0.618 825.9
1.000 823.3
1.618 819.0
2.618 812.1
4.250 800.9
Fisher Pivots for day following 04-May-2007
Pivot 1 day 3 day
R1 835.8 833.7
PP 834.7 830.7
S1 833.7 827.6

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

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