CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 13-Dec-2006
Day Change Summary
Previous Current
12-Dec-2006 13-Dec-2006 Change Change % Previous Week
Open 801.3 796.1 -5.2 -0.6% 790.1
High 802.2 801.3 -0.9 -0.1% 809.6
Low 790.2 792.5 2.3 0.3% 789.3
Close 796.3 797.9 1.6 0.2% 799.2
Range 12.0 8.8 -3.2 -26.7% 20.3
ATR 10.1 10.0 -0.1 -0.9% 0.0
Volume 184,738 231,504 46,766 25.3% 251,968
Daily Pivots for day following 13-Dec-2006
Classic Woodie Camarilla DeMark
R4 823.6 819.6 802.7
R3 814.8 810.8 800.3
R2 806.0 806.0 799.5
R1 802.0 802.0 798.7 804.0
PP 797.2 797.2 797.2 798.3
S1 793.2 793.2 797.1 795.2
S2 788.4 788.4 796.3
S3 779.6 784.4 795.5
S4 770.8 775.6 793.1
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
5 806.8 790.2 16.6 2.1% 9.5 1.2% 46% False False 169,468
10 809.6 780.4 29.2 3.7% 10.3 1.3% 60% False False 89,156
20 809.6 775.5 34.1 4.3% 9.1 1.1% 66% False False 44,946
40 809.6 755.5 54.1 6.8% 10.2 1.3% 78% False False 22,543
60 809.6 723.1 86.5 10.8% 10.5 1.3% 86% False False 15,055
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 838.7
2.618 824.3
1.618 815.5
1.000 810.1
0.618 806.7
HIGH 801.3
0.618 797.9
0.500 796.9
0.382 795.9
LOW 792.5
0.618 787.1
1.000 783.7
1.618 778.3
2.618 769.5
4.250 755.1
Fisher Pivots for day following 13-Dec-2006
Pivot 1 day 3 day
R1 797.6 797.5
PP 797.2 797.1
S1 796.9 796.8

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

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