CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 22-Nov-2006
Day Change Summary
Previous Current
21-Nov-2006 22-Nov-2006 Change Change % Previous Week
Open 800.5 803.5 3.0 0.4% 778.3
High 802.1 804.3 2.2 0.3% 806.5
Low 796.5 798.8 2.3 0.3% 775.9
Close 801.1 802.1 1.0 0.1% 799.2
Range 5.6 5.5 -0.1 -1.8% 30.6
ATR 10.4 10.1 -0.4 -3.4% 0.0
Volume 1,447 934 -513 -35.5% 2,144
Daily Pivots for day following 22-Nov-2006
Classic Woodie Camarilla DeMark
R4 818.2 815.7 805.1
R3 812.7 810.2 803.6
R2 807.2 807.2 803.1
R1 804.7 804.7 802.6 803.2
PP 801.7 801.7 801.7 801.0
S1 799.2 799.2 801.6 797.7
S2 796.2 796.2 801.1
S3 790.7 793.7 800.6
S4 785.2 788.2 799.1
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% 7.0 0.9% 69% False False 827
10 806.5 767.0 39.5 4.9% 9.5 1.2% 89% False False 524
20 806.5 755.5 51.0 6.4% 10.8 1.3% 91% False False 325
40 806.5 723.1 83.4 10.4% 10.6 1.3% 95% False False 208
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 827.7
2.618 818.7
1.618 813.2
1.000 809.8
0.618 807.7
HIGH 804.3
0.618 802.2
0.500 801.6
0.382 800.9
LOW 798.8
0.618 795.4
1.000 793.3
1.618 789.9
2.618 784.4
4.250 775.4
Fisher Pivots for day following 22-Nov-2006
Pivot 1 day 3 day
R1 801.9 801.2
PP 801.7 800.4
S1 801.6 799.5

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

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