CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 10-Nov-2006
Day Change Summary
Previous Current
09-Nov-2006 10-Nov-2006 Change Change % Previous Week
Open 781.0 772.1 -8.9 -1.1% 764.3
High 782.3 779.5 -2.8 -0.4% 782.5
Low 767.0 769.9 2.9 0.4% 764.2
Close 772.2 779.1 6.9 0.9% 779.1
Range 15.3 9.6 -5.7 -37.3% 18.3
ATR 11.6 11.4 -0.1 -1.2% 0.0
Volume 198 279 81 40.9% 792
Daily Pivots for day following 10-Nov-2006
Classic Woodie Camarilla DeMark
R4 805.0 801.6 784.4
R3 795.4 792.0 781.7
R2 785.8 785.8 780.9
R1 782.4 782.4 780.0 784.1
PP 776.2 776.2 776.2 777.0
S1 772.8 772.8 778.2 774.5
S2 766.6 766.6 777.3
S3 757.0 763.2 776.5
S4 747.4 753.6 773.8
Weekly Pivots for week ending 10-Nov-2006
Classic Woodie Camarilla DeMark
R4 830.2 822.9 789.2
R3 811.9 804.6 784.1
R2 793.6 793.6 782.5
R1 786.3 786.3 780.8 790.0
PP 775.3 775.3 775.3 777.1
S1 768.0 768.0 777.4 771.7
S2 757.0 757.0 775.7
S3 738.7 749.7 774.1
S4 720.4 731.4 769.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 782.5 764.2 18.3 2.3% 12.2 1.6% 81% False False 158
10 783.1 755.5 27.6 3.5% 12.1 1.6% 86% False False 118
20 786.8 755.5 31.3 4.0% 11.0 1.4% 75% False False 126
40 786.8 723.1 63.7 8.2% 11.1 1.4% 88% False False 96
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 2.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 820.3
2.618 804.6
1.618 795.0
1.000 789.1
0.618 785.4
HIGH 779.5
0.618 775.8
0.500 774.7
0.382 773.6
LOW 769.9
0.618 764.0
1.000 760.3
1.618 754.4
2.618 744.8
4.250 729.1
Fisher Pivots for day following 10-Nov-2006
Pivot 1 day 3 day
R1 777.6 777.6
PP 776.2 776.1
S1 774.7 774.7

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

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