CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 01-Dec-2006
Day Change Summary
Previous Current
30-Nov-2006 01-Dec-2006 Change Change % Previous Week
Open 792.0 793.4 1.4 0.2% 797.2
High 798.0 795.5 -2.5 -0.3% 800.6
Low 787.4 780.4 -7.0 -0.9% 775.5
Close 794.3 790.4 -3.9 -0.5% 790.4
Range 10.6 15.1 4.5 42.5% 25.1
ATR 9.9 10.3 0.4 3.7% 0.0
Volume 2,251 13,233 10,982 487.9% 17,515
Daily Pivots for day following 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 834.1 827.3 798.7
R3 819.0 812.2 794.6
R2 803.9 803.9 793.2
R1 797.1 797.1 791.8 793.0
PP 788.8 788.8 788.8 786.7
S1 782.0 782.0 789.0 777.9
S2 773.7 773.7 787.6
S3 758.6 766.9 786.2
S4 743.5 751.8 782.1
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 864.1 852.4 804.2
R3 839.0 827.3 797.3
R2 813.9 813.9 795.0
R1 802.2 802.2 792.7 795.5
PP 788.8 788.8 788.8 785.5
S1 777.1 777.1 788.1 770.4
S2 763.7 763.7 785.8
S3 738.6 752.0 783.5
S4 713.5 726.9 776.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 800.6 775.5 25.1 3.2% 13.2 1.7% 59% False False 3,503
10 804.3 775.5 28.8 3.6% 8.8 1.1% 52% False False 2,133
20 806.5 764.2 42.3 5.4% 10.1 1.3% 62% False False 1,213
40 806.5 746.8 59.7 7.6% 10.4 1.3% 73% False False 663
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 859.7
2.618 835.0
1.618 819.9
1.000 810.6
0.618 804.8
HIGH 795.5
0.618 789.7
0.500 788.0
0.382 786.2
LOW 780.4
0.618 771.1
1.000 765.3
1.618 756.0
2.618 740.9
4.250 716.2
Fisher Pivots for day following 01-Dec-2006
Pivot 1 day 3 day
R1 789.6 790.0
PP 788.8 789.6
S1 788.0 789.2

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

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