CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 08-Dec-2006
Day Change Summary
Previous Current
07-Dec-2006 08-Dec-2006 Change Change % Previous Week
Open 803.5 799.5 -4.0 -0.5% 790.1
High 806.8 804.8 -2.0 -0.2% 809.6
Low 798.3 793.1 -5.2 -0.7% 789.3
Close 799.6 799.2 -0.4 -0.1% 799.2
Range 8.5 11.7 3.2 37.6% 20.3
ATR 10.1 10.2 0.1 1.2% 0.0
Volume 24,880 198,351 173,471 697.2% 251,968
Daily Pivots for day following 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 834.1 828.4 805.6
R3 822.4 816.7 802.4
R2 810.7 810.7 801.3
R1 805.0 805.0 800.3 802.0
PP 799.0 799.0 799.0 797.6
S1 793.3 793.3 798.1 790.3
S2 787.3 787.3 797.1
S3 775.6 781.6 796.0
S4 763.9 769.9 792.8
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 860.3 850.0 810.4
R3 840.0 829.7 804.8
R2 819.7 819.7 802.9
R1 809.4 809.4 801.1 814.6
PP 799.4 799.4 799.4 801.9
S1 789.1 789.1 797.3 794.3
S2 779.1 779.1 795.5
S3 758.8 768.8 793.6
S4 738.5 748.5 788.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 809.6 789.3 20.3 2.5% 10.0 1.3% 49% False False 50,393
10 809.6 775.5 34.1 4.3% 11.6 1.5% 70% False False 26,948
20 809.6 775.5 34.1 4.3% 9.5 1.2% 70% False False 13,772
40 809.6 755.5 54.1 6.8% 10.3 1.3% 81% False False 6,949
60 809.6 723.1 86.5 10.8% 10.6 1.3% 88% False False 4,655
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 2.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 854.5
2.618 835.4
1.618 823.7
1.000 816.5
0.618 812.0
HIGH 804.8
0.618 800.3
0.500 799.0
0.382 797.6
LOW 793.1
0.618 785.9
1.000 781.4
1.618 774.2
2.618 762.5
4.250 743.4
Fisher Pivots for day following 08-Dec-2006
Pivot 1 day 3 day
R1 799.1 800.0
PP 799.0 799.7
S1 799.0 799.5

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

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