CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 26-Dec-2006
Day Change Summary
Previous Current
22-Dec-2006 26-Dec-2006 Change Change % Previous Week
Open 789.5 785.0 -4.5 -0.6% 800.0
High 790.3 795.6 5.3 0.7% 803.2
Low 783.3 784.5 1.2 0.2% 781.1
Close 784.0 795.3 11.3 1.4% 784.0
Range 7.0 11.1 4.1 58.6% 22.1
ATR 9.9 10.0 0.1 1.2% 0.0
Volume 140,144 89,045 -51,099 -36.5% 713,289
Daily Pivots for day following 26-Dec-2006
Classic Woodie Camarilla DeMark
R4 825.1 821.3 801.4
R3 814.0 810.2 798.4
R2 802.9 802.9 797.3
R1 799.1 799.1 796.3 801.0
PP 791.8 791.8 791.8 792.8
S1 788.0 788.0 794.3 789.9
S2 780.7 780.7 793.3
S3 769.6 776.9 792.2
S4 758.5 765.8 789.2
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 855.7 842.0 796.2
R3 833.6 819.9 790.1
R2 811.5 811.5 788.1
R1 797.8 797.8 786.0 793.6
PP 789.4 789.4 789.4 787.4
S1 775.7 775.7 782.0 771.5
S2 767.3 767.3 779.9
S3 745.2 753.6 777.9
S4 723.1 731.5 771.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 797.2 781.1 16.1 2.0% 9.3 1.2% 88% False False 133,881
10 807.2 781.1 26.1 3.3% 10.2 1.3% 54% False False 163,560
20 809.6 775.5 34.1 4.3% 10.2 1.3% 58% False False 105,637
40 809.6 755.5 54.1 6.8% 10.2 1.3% 74% False False 53,000
60 809.6 723.1 86.5 10.9% 10.4 1.3% 83% False False 35,373
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 1.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 842.8
2.618 824.7
1.618 813.6
1.000 806.7
0.618 802.5
HIGH 795.6
0.618 791.4
0.500 790.1
0.382 788.7
LOW 784.5
0.618 777.6
1.000 773.4
1.618 766.5
2.618 755.4
4.250 737.3
Fisher Pivots for day following 26-Dec-2006
Pivot 1 day 3 day
R1 793.6 793.6
PP 791.8 791.9
S1 790.1 790.3

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

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