CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 29-Nov-2006
Day Change Summary
Previous Current
28-Nov-2006 29-Nov-2006 Change Change % Previous Week
Open 782.0 783.1 1.1 0.1% 798.1
High 783.9 793.7 9.8 1.3% 804.3
Low 775.5 783.0 7.5 1.0% 794.7
Close 782.2 792.9 10.7 1.4% 798.3
Range 8.4 10.7 2.3 27.4% 9.6
ATR 9.7 9.9 0.1 1.3% 0.0
Volume 1,081 736 -345 -31.9% 3,823
Daily Pivots for day following 29-Nov-2006
Classic Woodie Camarilla DeMark
R4 822.0 818.1 798.8
R3 811.3 807.4 795.8
R2 800.6 800.6 794.9
R1 796.7 796.7 793.9 798.7
PP 789.9 789.9 789.9 790.8
S1 786.0 786.0 791.9 788.0
S2 779.2 779.2 790.9
S3 768.5 775.3 790.0
S4 757.8 764.6 787.0
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
5 802.4 775.5 26.9 3.4% 8.8 1.1% 65% False False 647
10 806.5 775.5 31.0 3.9% 7.9 1.0% 56% False False 737
20 806.5 755.5 51.0 6.4% 9.7 1.2% 73% False False 445
40 806.5 744.1 62.4 7.9% 10.2 1.3% 78% False False 284
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 839.2
2.618 821.7
1.618 811.0
1.000 804.4
0.618 800.3
HIGH 793.7
0.618 789.6
0.500 788.4
0.382 787.1
LOW 783.0
0.618 776.4
1.000 772.3
1.618 765.7
2.618 755.0
4.250 737.5
Fisher Pivots for day following 29-Nov-2006
Pivot 1 day 3 day
R1 791.4 791.3
PP 789.9 789.7
S1 788.4 788.1

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

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