CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 30-Nov-2006
Day Change Summary
Previous Current
29-Nov-2006 30-Nov-2006 Change Change % Previous Week
Open 783.1 792.0 8.9 1.1% 798.1
High 793.7 798.0 4.3 0.5% 804.3
Low 783.0 787.4 4.4 0.6% 794.7
Close 792.9 794.3 1.4 0.2% 798.3
Range 10.7 10.6 -0.1 -0.9% 9.6
ATR 9.9 9.9 0.1 0.5% 0.0
Volume 736 2,251 1,515 205.8% 3,823
Daily Pivots for day following 30-Nov-2006
Classic Woodie Camarilla DeMark
R4 825.0 820.3 800.1
R3 814.4 809.7 797.2
R2 803.8 803.8 796.2
R1 799.1 799.1 795.3 801.5
PP 793.2 793.2 793.2 794.4
S1 788.5 788.5 793.3 790.9
S2 782.6 782.6 792.4
S3 772.0 777.9 791.4
S4 761.4 767.3 788.5
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% 10.9 1.4% 70% False False 910
10 804.3 775.5 28.8 3.6% 8.1 1.0% 65% False False 868
20 806.5 756.2 50.3 6.3% 9.8 1.2% 76% False False 555
40 806.5 745.8 60.7 7.6% 10.2 1.3% 80% False False 337
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 1.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 843.1
2.618 825.8
1.618 815.2
1.000 808.6
0.618 804.6
HIGH 798.0
0.618 794.0
0.500 792.7
0.382 791.4
LOW 787.4
0.618 780.8
1.000 776.8
1.618 770.2
2.618 759.6
4.250 742.4
Fisher Pivots for day following 30-Nov-2006
Pivot 1 day 3 day
R1 793.8 791.8
PP 793.2 789.3
S1 792.7 786.8

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

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