CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 15-Nov-2006
Day Change Summary
Previous Current
14-Nov-2006 15-Nov-2006 Change Change % Previous Week
Open 780.0 795.8 15.8 2.0% 764.3
High 795.2 804.1 8.9 1.1% 782.5
Low 778.3 793.6 15.3 2.0% 764.2
Close 794.8 800.7 5.9 0.7% 779.1
Range 16.9 10.5 -6.4 -37.9% 18.3
ATR 11.6 11.5 -0.1 -0.7% 0.0
Volume 85 497 412 484.7% 792
Daily Pivots for day following 15-Nov-2006
Classic Woodie Camarilla DeMark
R4 831.0 826.3 806.5
R3 820.5 815.8 803.6
R2 810.0 810.0 802.6
R1 805.3 805.3 801.7 807.7
PP 799.5 799.5 799.5 800.6
S1 794.8 794.8 799.7 797.2
S2 789.0 789.0 798.8
S3 778.5 784.3 797.8
S4 768.0 773.8 794.9
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
5 804.1 767.0 37.1 4.6% 12.0 1.5% 91% True False 221
10 804.1 755.5 48.6 6.1% 11.4 1.4% 93% True False 154
20 804.1 755.5 48.6 6.1% 11.3 1.4% 93% True False 139
40 804.1 723.1 81.0 10.1% 11.3 1.4% 96% True False 110
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 848.7
2.618 831.6
1.618 821.1
1.000 814.6
0.618 810.6
HIGH 804.1
0.618 800.1
0.500 798.9
0.382 797.6
LOW 793.6
0.618 787.1
1.000 783.1
1.618 776.6
2.618 766.1
4.250 749.0
Fisher Pivots for day following 15-Nov-2006
Pivot 1 day 3 day
R1 800.1 797.1
PP 799.5 793.6
S1 798.9 790.0

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

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