CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 18-May-2007
Day Change Summary
Previous Current
17-May-2007 18-May-2007 Change Change % Previous Week
Open 821.4 814.6 -6.8 -0.8% 831.6
High 822.2 827.8 5.6 0.7% 834.6
Low 814.0 813.5 -0.5 -0.1% 811.8
Close 814.9 824.8 9.9 1.2% 824.8
Range 8.2 14.3 6.1 74.4% 22.8
ATR 10.7 11.0 0.3 2.4% 0.0
Volume 240,957 206,987 -33,970 -14.1% 1,106,174
Daily Pivots for day following 18-May-2007
Classic Woodie Camarilla DeMark
R4 864.9 859.2 832.7
R3 850.6 844.9 828.7
R2 836.3 836.3 827.4
R1 830.6 830.6 826.1 833.5
PP 822.0 822.0 822.0 823.5
S1 816.3 816.3 823.5 819.2
S2 807.7 807.7 822.2
S3 793.4 802.0 820.9
S4 779.1 787.7 816.9
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 892.1 881.3 837.3
R3 869.3 858.5 831.1
R2 846.5 846.5 829.0
R1 835.7 835.7 826.9 829.7
PP 823.7 823.7 823.7 820.8
S1 812.9 812.9 822.7 806.9
S2 800.9 800.9 820.6
S3 778.1 790.1 818.5
S4 755.3 767.3 812.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 834.6 811.8 22.8 2.8% 12.2 1.5% 57% False False 221,234
10 840.8 811.8 29.0 3.5% 11.5 1.4% 45% False False 201,885
20 840.8 810.3 30.5 3.7% 11.0 1.3% 48% False False 189,079
40 840.8 796.8 44.0 5.3% 10.0 1.2% 64% False False 169,688
60 840.8 762.4 78.4 9.5% 11.8 1.4% 80% False False 156,383
80 840.8 762.4 78.4 9.5% 10.8 1.3% 80% False False 117,395
100 840.8 762.4 78.4 9.5% 10.9 1.3% 80% False False 93,948
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 888.6
2.618 865.2
1.618 850.9
1.000 842.1
0.618 836.6
HIGH 827.8
0.618 822.3
0.500 820.7
0.382 819.0
LOW 813.5
0.618 804.7
1.000 799.2
1.618 790.4
2.618 776.1
4.250 752.7
Fisher Pivots for day following 18-May-2007
Pivot 1 day 3 day
R1 823.4 823.1
PP 822.0 821.5
S1 820.7 819.8

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

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