CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 12-Dec-2006
Day Change Summary
Previous Current
11-Dec-2006 12-Dec-2006 Change Change % Previous Week
Open 799.2 801.3 2.1 0.3% 790.1
High 803.3 802.2 -1.1 -0.1% 809.6
Low 796.8 790.2 -6.6 -0.8% 789.3
Close 801.4 796.3 -5.1 -0.6% 799.2
Range 6.5 12.0 5.5 84.6% 20.3
ATR 9.9 10.1 0.1 1.5% 0.0
Volume 207,867 184,738 -23,129 -11.1% 251,968
Daily Pivots for day following 12-Dec-2006
Classic Woodie Camarilla DeMark
R4 832.2 826.3 802.9
R3 820.2 814.3 799.6
R2 808.2 808.2 798.5
R1 802.3 802.3 797.4 799.3
PP 796.2 796.2 796.2 794.7
S1 790.3 790.3 795.2 787.3
S2 784.2 784.2 794.1
S3 772.2 778.3 793.0
S4 760.2 766.3 789.7
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
5 806.9 790.2 16.7 2.1% 9.2 1.2% 37% False True 125,130
10 809.6 780.4 29.2 3.7% 10.5 1.3% 54% False False 66,079
20 809.6 775.5 34.1 4.3% 9.2 1.2% 61% False False 33,396
40 809.6 755.5 54.1 6.8% 10.3 1.3% 75% False False 16,757
60 809.6 723.1 86.5 10.9% 10.5 1.3% 85% False False 11,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 853.2
2.618 833.6
1.618 821.6
1.000 814.2
0.618 809.6
HIGH 802.2
0.618 797.6
0.500 796.2
0.382 794.8
LOW 790.2
0.618 782.8
1.000 778.2
1.618 770.8
2.618 758.8
4.250 739.2
Fisher Pivots for day following 12-Dec-2006
Pivot 1 day 3 day
R1 796.3 797.5
PP 796.2 797.1
S1 796.2 796.7

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

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