CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 27-Nov-2006
Day Change Summary
Previous Current
24-Nov-2006 27-Nov-2006 Change Change % Previous Week
Open 802.0 797.2 -4.8 -0.6% 798.1
High 802.4 800.6 -1.8 -0.2% 804.3
Low 798.5 779.5 -19.0 -2.4% 794.7
Close 798.3 780.7 -17.6 -2.2% 798.3
Range 3.9 21.1 17.2 441.0% 9.6
ATR 9.0 9.8 0.9 9.7% 0.0
Volume 270 214 -56 -20.7% 3,823
Daily Pivots for day following 27-Nov-2006
Classic Woodie Camarilla DeMark
R4 850.2 836.6 792.3
R3 829.1 815.5 786.5
R2 808.0 808.0 784.6
R1 794.4 794.4 782.6 790.7
PP 786.9 786.9 786.9 785.1
S1 773.3 773.3 778.8 769.6
S2 765.8 765.8 776.8
S3 744.7 752.2 774.9
S4 723.6 731.1 769.1
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 827.9 822.7 803.6
R3 818.3 813.1 800.9
R2 808.7 808.7 800.1
R1 803.5 803.5 799.2 806.1
PP 799.1 799.1 799.1 800.4
S1 793.9 793.9 797.4 796.5
S2 789.5 789.5 796.5
S3 779.9 784.3 795.7
S4 770.3 774.7 793.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 804.3 779.5 24.8 3.2% 7.2 0.9% 5% False True 759
10 806.5 778.3 28.2 3.6% 8.8 1.1% 9% False False 613
20 806.5 755.5 51.0 6.5% 10.2 1.3% 49% False False 363
40 806.5 723.1 83.4 10.7% 10.5 1.3% 69% False False 242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.0
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 890.3
2.618 855.8
1.618 834.7
1.000 821.7
0.618 813.6
HIGH 800.6
0.618 792.5
0.500 790.1
0.382 787.6
LOW 779.5
0.618 766.5
1.000 758.4
1.618 745.4
2.618 724.3
4.250 689.8
Fisher Pivots for day following 27-Nov-2006
Pivot 1 day 3 day
R1 790.1 791.0
PP 786.9 787.5
S1 783.8 784.1

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

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