CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 14-Dec-2006
Day Change Summary
Previous Current
13-Dec-2006 14-Dec-2006 Change Change % Previous Week
Open 796.1 797.8 1.7 0.2% 790.1
High 801.3 807.2 5.9 0.7% 809.6
Low 792.5 796.4 3.9 0.5% 789.3
Close 797.9 801.1 3.2 0.4% 799.2
Range 8.8 10.8 2.0 22.7% 20.3
ATR 10.0 10.0 0.1 0.6% 0.0
Volume 231,504 219,572 -11,932 -5.2% 251,968
Daily Pivots for day following 14-Dec-2006
Classic Woodie Camarilla DeMark
R4 834.0 828.3 807.0
R3 823.2 817.5 804.1
R2 812.4 812.4 803.1
R1 806.7 806.7 802.1 809.6
PP 801.6 801.6 801.6 803.0
S1 795.9 795.9 800.1 798.8
S2 790.8 790.8 799.1
S3 780.0 785.1 798.1
S4 769.2 774.3 795.2
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
5 807.2 790.2 17.0 2.1% 10.0 1.2% 64% True False 208,406
10 809.6 780.4 29.2 3.6% 10.3 1.3% 71% False False 110,888
20 809.6 775.5 34.1 4.3% 9.2 1.2% 75% False False 55,878
40 809.6 755.5 54.1 6.8% 10.3 1.3% 84% False False 28,028
60 809.6 723.1 86.5 10.8% 10.5 1.3% 90% False False 18,714
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 853.1
2.618 835.5
1.618 824.7
1.000 818.0
0.618 813.9
HIGH 807.2
0.618 803.1
0.500 801.8
0.382 800.5
LOW 796.4
0.618 789.7
1.000 785.6
1.618 778.9
2.618 768.1
4.250 750.5
Fisher Pivots for day following 14-Dec-2006
Pivot 1 day 3 day
R1 801.8 800.3
PP 801.6 799.5
S1 801.3 798.7

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

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