CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 19-Dec-2006
Day Change Summary
Previous Current
18-Dec-2006 19-Dec-2006 Change Change % Previous Week
Open 800.0 789.4 -10.6 -1.3% 799.2
High 803.2 791.5 -11.7 -1.5% 807.2
Low 786.7 781.1 -5.6 -0.7% 790.2
Close 789.5 789.1 -0.4 -0.1% 800.0
Range 16.5 10.4 -6.1 -37.0% 17.0
ATR 10.3 10.3 0.0 0.1% 0.0
Volume 132,925 162,155 29,230 22.0% 1,041,141
Daily Pivots for day following 19-Dec-2006
Classic Woodie Camarilla DeMark
R4 818.4 814.2 794.8
R3 808.0 803.8 792.0
R2 797.6 797.6 791.0
R1 793.4 793.4 790.1 790.3
PP 787.2 787.2 787.2 785.7
S1 783.0 783.0 788.1 779.9
S2 776.8 776.8 787.2
S3 766.4 772.6 786.2
S4 756.0 762.2 783.4
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
5 807.2 781.1 26.1 3.3% 10.7 1.4% 31% False True 188,723
10 807.2 781.1 26.1 3.3% 9.9 1.3% 31% False True 156,926
20 809.6 775.5 34.1 4.3% 9.9 1.3% 40% False False 80,392
40 809.6 755.5 54.1 6.9% 10.4 1.3% 62% False False 40,335
60 809.6 723.1 86.5 11.0% 10.4 1.3% 76% False False 26,920
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 835.7
2.618 818.7
1.618 808.3
1.000 801.9
0.618 797.9
HIGH 791.5
0.618 787.5
0.500 786.3
0.382 785.1
LOW 781.1
0.618 774.7
1.000 770.7
1.618 764.3
2.618 753.9
4.250 736.9
Fisher Pivots for day following 19-Dec-2006
Pivot 1 day 3 day
R1 788.2 793.6
PP 787.2 792.1
S1 786.3 790.6

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

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