CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 21-Dec-2006
Day Change Summary
Previous Current
20-Dec-2006 21-Dec-2006 Change Change % Previous Week
Open 789.0 793.1 4.1 0.5% 799.2
High 795.9 797.2 1.3 0.2% 807.2
Low 788.9 786.1 -2.8 -0.4% 790.2
Close 793.0 789.3 -3.7 -0.5% 800.0
Range 7.0 11.1 4.1 58.6% 17.0
ATR 10.1 10.1 0.1 0.7% 0.0
Volume 164,756 113,309 -51,447 -31.2% 1,041,141
Daily Pivots for day following 21-Dec-2006
Classic Woodie Camarilla DeMark
R4 824.2 817.8 795.4
R3 813.1 806.7 792.4
R2 802.0 802.0 791.3
R1 795.6 795.6 790.3 793.3
PP 790.9 790.9 790.9 789.7
S1 784.5 784.5 788.3 782.2
S2 779.8 779.8 787.3
S3 768.7 773.4 786.2
S4 757.6 762.3 783.2
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
5 806.0 781.1 24.9 3.2% 10.4 1.3% 33% False False 154,121
10 807.2 781.1 26.1 3.3% 10.2 1.3% 31% False False 181,263
20 809.6 775.5 34.1 4.3% 10.5 1.3% 40% False False 94,201
40 809.6 755.5 54.1 6.9% 10.3 1.3% 62% False False 47,279
60 809.6 723.1 86.5 11.0% 10.4 1.3% 77% False False 31,554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 844.4
2.618 826.3
1.618 815.2
1.000 808.3
0.618 804.1
HIGH 797.2
0.618 793.0
0.500 791.7
0.382 790.3
LOW 786.1
0.618 779.2
1.000 775.0
1.618 768.1
2.618 757.0
4.250 738.9
Fisher Pivots for day following 21-Dec-2006
Pivot 1 day 3 day
R1 791.7 789.3
PP 790.9 789.2
S1 790.1 789.2

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

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