CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 13-Nov-2006
Day Change Summary
Previous Current
10-Nov-2006 13-Nov-2006 Change Change % Previous Week
Open 772.1 778.3 6.2 0.8% 764.3
High 779.5 783.7 4.2 0.5% 782.5
Low 769.9 775.9 6.0 0.8% 764.2
Close 779.1 780.3 1.2 0.2% 779.1
Range 9.6 7.8 -1.8 -18.8% 18.3
ATR 11.4 11.2 -0.3 -2.3% 0.0
Volume 279 46 -233 -83.5% 792
Daily Pivots for day following 13-Nov-2006
Classic Woodie Camarilla DeMark
R4 803.4 799.6 784.6
R3 795.6 791.8 782.4
R2 787.8 787.8 781.7
R1 784.0 784.0 781.0 785.9
PP 780.0 780.0 780.0 780.9
S1 776.2 776.2 779.6 778.1
S2 772.2 772.2 778.9
S3 764.4 768.4 778.2
S4 756.6 760.6 776.0
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
5 783.7 767.0 16.7 2.1% 11.6 1.5% 80% True False 137
10 783.7 755.5 28.2 3.6% 11.7 1.5% 88% True False 114
20 786.8 755.5 31.3 4.0% 11.0 1.4% 79% False False 119
40 786.8 723.1 63.7 8.2% 11.1 1.4% 90% False False 98
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 816.9
2.618 804.1
1.618 796.3
1.000 791.5
0.618 788.5
HIGH 783.7
0.618 780.7
0.500 779.8
0.382 778.9
LOW 775.9
0.618 771.1
1.000 768.1
1.618 763.3
2.618 755.5
4.250 742.8
Fisher Pivots for day following 13-Nov-2006
Pivot 1 day 3 day
R1 780.1 778.7
PP 780.0 777.0
S1 779.8 775.4

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

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