CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 18-Dec-2006
Day Change Summary
Previous Current
15-Dec-2006 18-Dec-2006 Change Change % Previous Week
Open 801.4 800.0 -1.4 -0.2% 799.2
High 806.0 803.2 -2.8 -0.3% 807.2
Low 798.9 786.7 -12.2 -1.5% 790.2
Close 800.0 789.5 -10.5 -1.3% 800.0
Range 7.1 16.5 9.4 132.4% 17.0
ATR 9.8 10.3 0.5 4.9% 0.0
Volume 197,460 132,925 -64,535 -32.7% 1,041,141
Daily Pivots for day following 18-Dec-2006
Classic Woodie Camarilla DeMark
R4 842.6 832.6 798.6
R3 826.1 816.1 794.0
R2 809.6 809.6 792.5
R1 799.6 799.6 791.0 796.4
PP 793.1 793.1 793.1 791.5
S1 783.1 783.1 788.0 779.9
S2 776.6 776.6 786.5
S3 760.1 766.6 785.0
S4 743.6 750.1 780.4
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 850.1 842.1 809.4
R3 833.1 825.1 804.7
R2 816.1 816.1 803.1
R1 808.1 808.1 801.6 812.1
PP 799.1 799.1 799.1 801.2
S1 791.1 791.1 798.4 795.1
S2 782.1 782.1 796.9
S3 765.1 774.1 795.3
S4 748.1 757.1 790.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 807.2 786.7 20.5 2.6% 11.0 1.4% 14% False True 193,239
10 809.6 786.7 22.9 2.9% 9.6 1.2% 12% False True 142,380
20 809.6 775.5 34.1 4.3% 9.6 1.2% 41% False False 72,356
40 809.6 755.5 54.1 6.9% 10.3 1.3% 63% False False 36,284
60 809.6 723.1 86.5 11.0% 10.4 1.3% 77% False False 24,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 873.3
2.618 846.4
1.618 829.9
1.000 819.7
0.618 813.4
HIGH 803.2
0.618 796.9
0.500 795.0
0.382 793.0
LOW 786.7
0.618 776.5
1.000 770.2
1.618 760.0
2.618 743.5
4.250 716.6
Fisher Pivots for day following 18-Dec-2006
Pivot 1 day 3 day
R1 795.0 797.0
PP 793.1 794.5
S1 791.3 792.0

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

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