CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 06-Apr-2007
Day Change Summary
Previous Current
05-Apr-2007 06-Apr-2007 Change Change % Previous Week
Open 824.1 823.8 -0.3 0.0% 814.5
High 826.8 823.8 -3.0 -0.4% 826.8
Low 822.7 823.8 1.1 0.1% 810.7
Close 823.8 823.8 0.0 0.0% 823.8
Range 4.1 0.0 -4.1 -100.0% 16.1
ATR 9.3 8.6 -0.7 -7.1% 0.0
Volume 9 110 101 1,122.2% 376
Daily Pivots for day following 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 823.8 823.8 823.8
R3 823.8 823.8 823.8
R2 823.8 823.8 823.8
R1 823.8 823.8 823.8 823.8
PP 823.8 823.8 823.8 823.8
S1 823.8 823.8 823.8 823.8
S2 823.8 823.8 823.8
S3 823.8 823.8 823.8
S4 823.8 823.8 823.8
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 868.7 862.4 832.7
R3 852.6 846.3 828.2
R2 836.5 836.5 826.8
R1 830.2 830.2 825.3 833.4
PP 820.4 820.4 820.4 822.0
S1 814.1 814.1 822.3 817.3
S2 804.3 804.3 820.8
S3 788.2 798.0 819.4
S4 772.1 781.9 814.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 826.8 810.7 16.1 2.0% 4.2 0.5% 81% False False 75
10 826.8 804.2 22.6 2.7% 7.0 0.9% 87% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 823.8
2.618 823.8
1.618 823.8
1.000 823.8
0.618 823.8
HIGH 823.8
0.618 823.8
0.500 823.8
0.382 823.8
LOW 823.8
0.618 823.8
1.000 823.8
1.618 823.8
2.618 823.8
4.250 823.8
Fisher Pivots for day following 06-Apr-2007
Pivot 1 day 3 day
R1 823.8 823.7
PP 823.8 823.6
S1 823.8 823.6

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

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