CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 23-Nov-2006
Day Change Summary
Previous Current
22-Nov-2006 23-Nov-2006 Change Change % Previous Week
Open 803.5 802.0 -1.5 -0.2% 778.3
High 804.3 802.0 -2.3 -0.3% 806.5
Low 798.8 802.0 3.2 0.4% 775.9
Close 802.1 802.0 -0.1 0.0% 799.2
Range 5.5 0.0 -5.5 -100.0% 30.6
ATR 10.1 9.4 -0.7 -7.1% 0.0
Volume 934 934 0 0.0% 2,144
Daily Pivots for day following 23-Nov-2006
Classic Woodie Camarilla DeMark
R4 802.0 802.0 802.0
R3 802.0 802.0 802.0
R2 802.0 802.0 802.0
R1 802.0 802.0 802.0 802.0
PP 802.0 802.0 802.0 802.0
S1 802.0 802.0 802.0 802.0
S2 802.0 802.0 802.0
S3 802.0 802.0 802.0
S4 802.0 802.0 802.0
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
5 804.3 792.1 12.2 1.5% 5.3 0.7% 81% False False 825
10 806.5 769.9 36.6 4.6% 8.0 1.0% 88% False False 597
20 806.5 755.5 51.0 6.4% 10.1 1.3% 91% False False 357
40 806.5 723.1 83.4 10.4% 10.4 1.3% 95% False False 230
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.0
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 802.0
2.618 802.0
1.618 802.0
1.000 802.0
0.618 802.0
HIGH 802.0
0.618 802.0
0.500 802.0
0.382 802.0
LOW 802.0
0.618 802.0
1.000 802.0
1.618 802.0
2.618 802.0
4.250 802.0
Fisher Pivots for day following 23-Nov-2006
Pivot 1 day 3 day
R1 802.0 801.5
PP 802.0 800.9
S1 802.0 800.4

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

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