CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 20-Nov-2006
Day Change Summary
Previous Current
17-Nov-2006 20-Nov-2006 Change Change % Previous Week
Open 798.0 798.1 0.1 0.0% 778.3
High 799.8 802.2 2.4 0.3% 806.5
Low 792.1 794.7 2.6 0.3% 775.9
Close 799.2 799.9 0.7 0.1% 799.2
Range 7.7 7.5 -0.2 -2.6% 30.6
ATR 11.1 10.8 -0.3 -2.3% 0.0
Volume 576 238 -338 -58.7% 2,144
Daily Pivots for day following 20-Nov-2006
Classic Woodie Camarilla DeMark
R4 821.4 818.2 804.0
R3 813.9 810.7 802.0
R2 806.4 806.4 801.3
R1 803.2 803.2 800.6 804.8
PP 798.9 798.9 798.9 799.8
S1 795.7 795.7 799.2 797.3
S2 791.4 791.4 798.5
S3 783.9 788.2 797.8
S4 776.4 780.7 795.8
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
5 806.5 778.3 28.2 3.5% 10.3 1.3% 77% False False 467
10 806.5 767.0 39.5 4.9% 11.0 1.4% 83% False False 302
20 806.5 755.5 51.0 6.4% 11.0 1.4% 87% False False 212
40 806.5 723.1 83.4 10.4% 10.7 1.3% 92% False False 150
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 834.1
2.618 821.8
1.618 814.3
1.000 809.7
0.618 806.8
HIGH 802.2
0.618 799.3
0.500 798.5
0.382 797.6
LOW 794.7
0.618 790.1
1.000 787.2
1.618 782.6
2.618 775.1
4.250 762.8
Fisher Pivots for day following 20-Nov-2006
Pivot 1 day 3 day
R1 799.4 799.7
PP 798.9 799.5
S1 798.5 799.3

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

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