CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 28-Nov-2006
Day Change Summary
Previous Current
27-Nov-2006 28-Nov-2006 Change Change % Previous Week
Open 797.2 782.0 -15.2 -1.9% 798.1
High 800.6 783.9 -16.7 -2.1% 804.3
Low 779.5 775.5 -4.0 -0.5% 794.7
Close 780.7 782.2 1.5 0.2% 798.3
Range 21.1 8.4 -12.7 -60.2% 9.6
ATR 9.8 9.7 -0.1 -1.0% 0.0
Volume 214 1,081 867 405.1% 3,823
Daily Pivots for day following 28-Nov-2006
Classic Woodie Camarilla DeMark
R4 805.7 802.4 786.8
R3 797.3 794.0 784.5
R2 788.9 788.9 783.7
R1 785.6 785.6 783.0 787.3
PP 780.5 780.5 780.5 781.4
S1 777.2 777.2 781.4 778.9
S2 772.1 772.1 780.7
S3 763.7 768.8 779.9
S4 755.3 760.4 777.6
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
5 804.3 775.5 28.8 3.7% 7.8 1.0% 23% False True 686
10 806.5 775.5 31.0 4.0% 7.9 1.0% 22% False True 713
20 806.5 755.5 51.0 6.5% 10.1 1.3% 52% False False 416
40 806.5 726.4 80.1 10.2% 10.4 1.3% 70% False False 268
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 819.6
2.618 805.9
1.618 797.5
1.000 792.3
0.618 789.1
HIGH 783.9
0.618 780.7
0.500 779.7
0.382 778.7
LOW 775.5
0.618 770.3
1.000 767.1
1.618 761.9
2.618 753.5
4.250 739.8
Fisher Pivots for day following 28-Nov-2006
Pivot 1 day 3 day
R1 781.4 789.0
PP 780.5 786.7
S1 779.7 784.5

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

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