CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 17-Nov-2006
Day Change Summary
Previous Current
16-Nov-2006 17-Nov-2006 Change Change % Previous Week
Open 802.0 798.0 -4.0 -0.5% 778.3
High 806.5 799.8 -6.7 -0.8% 806.5
Low 797.7 792.1 -5.6 -0.7% 775.9
Close 799.7 799.2 -0.5 -0.1% 799.2
Range 8.8 7.7 -1.1 -12.5% 30.6
ATR 11.3 11.1 -0.3 -2.3% 0.0
Volume 940 576 -364 -38.7% 2,144
Daily Pivots for day following 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 820.1 817.4 803.4
R3 812.4 809.7 801.3
R2 804.7 804.7 800.6
R1 802.0 802.0 799.9 803.4
PP 797.0 797.0 797.0 797.7
S1 794.3 794.3 798.5 795.7
S2 789.3 789.3 797.8
S3 781.6 786.6 797.1
S4 773.9 778.9 795.0
Weekly Pivots for week ending 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 885.7 873.0 816.0
R3 855.1 842.4 807.6
R2 824.5 824.5 804.8
R1 811.8 811.8 802.0 818.2
PP 793.9 793.9 793.9 797.0
S1 781.2 781.2 796.4 787.6
S2 763.3 763.3 793.6
S3 732.7 750.6 790.8
S4 702.1 720.0 782.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 806.5 775.9 30.6 3.8% 10.3 1.3% 76% False False 428
10 806.5 764.2 42.3 5.3% 11.3 1.4% 83% False False 293
20 806.5 755.5 51.0 6.4% 11.2 1.4% 86% False False 203
40 806.5 723.1 83.4 10.4% 10.9 1.4% 91% False False 146
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 2.5
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 832.5
2.618 820.0
1.618 812.3
1.000 807.5
0.618 804.6
HIGH 799.8
0.618 796.9
0.500 796.0
0.382 795.0
LOW 792.1
0.618 787.3
1.000 784.4
1.618 779.6
2.618 771.9
4.250 759.4
Fisher Pivots for day following 17-Nov-2006
Pivot 1 day 3 day
R1 798.1 799.3
PP 797.0 799.3
S1 796.0 799.2

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

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