CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 21-Nov-2006
Day Change Summary
Previous Current
20-Nov-2006 21-Nov-2006 Change Change % Previous Week
Open 798.1 800.5 2.4 0.3% 778.3
High 802.2 802.1 -0.1 0.0% 806.5
Low 794.7 796.5 1.8 0.2% 775.9
Close 799.9 801.1 1.2 0.2% 799.2
Range 7.5 5.6 -1.9 -25.3% 30.6
ATR 10.8 10.4 -0.4 -3.4% 0.0
Volume 238 1,447 1,209 508.0% 2,144
Daily Pivots for day following 21-Nov-2006
Classic Woodie Camarilla DeMark
R4 816.7 814.5 804.2
R3 811.1 808.9 802.6
R2 805.5 805.5 802.1
R1 803.3 803.3 801.6 804.4
PP 799.9 799.9 799.9 800.5
S1 797.7 797.7 800.6 798.8
S2 794.3 794.3 800.1
S3 788.7 792.1 799.6
S4 783.1 786.5 798.0
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
5 806.5 792.1 14.4 1.8% 8.0 1.0% 63% False False 739
10 806.5 767.0 39.5 4.9% 10.4 1.3% 86% False False 440
20 806.5 755.5 51.0 6.4% 11.0 1.4% 89% False False 279
40 806.5 723.1 83.4 10.4% 10.7 1.3% 94% False False 185
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 825.9
2.618 816.8
1.618 811.2
1.000 807.7
0.618 805.6
HIGH 802.1
0.618 800.0
0.500 799.3
0.382 798.6
LOW 796.5
0.618 793.0
1.000 790.9
1.618 787.4
2.618 781.8
4.250 772.7
Fisher Pivots for day following 21-Nov-2006
Pivot 1 day 3 day
R1 800.5 799.8
PP 799.9 798.5
S1 799.3 797.2

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

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