CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 09-Nov-2006
Day Change Summary
Previous Current
08-Nov-2006 09-Nov-2006 Change Change % Previous Week
Open 774.5 781.0 6.5 0.8% 772.5
High 781.9 782.3 0.4 0.1% 783.1
Low 768.1 767.0 -1.1 -0.1% 755.5
Close 779.4 772.2 -7.2 -0.9% 761.8
Range 13.8 15.3 1.5 10.9% 27.6
ATR 11.3 11.6 0.3 2.5% 0.0
Volume 97 198 101 104.1% 391
Daily Pivots for day following 09-Nov-2006
Classic Woodie Camarilla DeMark
R4 819.7 811.3 780.6
R3 804.4 796.0 776.4
R2 789.1 789.1 775.0
R1 780.7 780.7 773.6 777.3
PP 773.8 773.8 773.8 772.1
S1 765.4 765.4 770.8 762.0
S2 758.5 758.5 769.4
S3 743.2 750.1 768.0
S4 727.9 734.8 763.8
Weekly Pivots for week ending 03-Nov-2006
Classic Woodie Camarilla DeMark
R4 849.6 833.3 777.0
R3 822.0 805.7 769.4
R2 794.4 794.4 766.9
R1 778.1 778.1 764.3 772.5
PP 766.8 766.8 766.8 764.0
S1 750.5 750.5 759.3 744.9
S2 739.2 739.2 756.7
S3 711.6 722.9 754.2
S4 684.0 695.3 746.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 782.5 756.2 26.3 3.4% 12.3 1.6% 61% False False 118
10 786.1 755.5 30.6 4.0% 12.3 1.6% 55% False False 117
20 786.8 755.5 31.3 4.1% 11.0 1.4% 53% False False 124
40 786.8 723.1 63.7 8.2% 10.8 1.4% 77% False False 89
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 847.3
2.618 822.4
1.618 807.1
1.000 797.6
0.618 791.8
HIGH 782.3
0.618 776.5
0.500 774.7
0.382 772.8
LOW 767.0
0.618 757.5
1.000 751.7
1.618 742.2
2.618 726.9
4.250 702.0
Fisher Pivots for day following 09-Nov-2006
Pivot 1 day 3 day
R1 774.7 774.8
PP 773.8 773.9
S1 773.0 773.1

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

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