CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 29-Dec-2006
Day Change Summary
Previous Current
28-Dec-2006 29-Dec-2006 Change Change % Previous Week
Open 804.3 801.2 -3.1 -0.4% 785.0
High 805.9 802.8 -3.1 -0.4% 805.9
Low 799.4 792.3 -7.1 -0.9% 784.5
Close 801.0 794.9 -6.1 -0.8% 794.9
Range 6.5 10.5 4.0 61.5% 21.4
ATR 9.8 9.9 0.0 0.5% 0.0
Volume 86,547 87,846 1,299 1.5% 323,190
Daily Pivots for day following 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 828.2 822.0 800.7
R3 817.7 811.5 797.8
R2 807.2 807.2 796.8
R1 801.0 801.0 795.9 798.9
PP 796.7 796.7 796.7 795.6
S1 790.5 790.5 793.9 788.4
S2 786.2 786.2 793.0
S3 775.7 780.0 792.0
S4 765.2 769.5 789.1
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 859.3 848.5 806.7
R3 837.9 827.1 800.8
R2 816.5 816.5 798.8
R1 805.7 805.7 796.9 811.1
PP 795.1 795.1 795.1 797.8
S1 784.3 784.3 792.9 789.7
S2 773.7 773.7 791.0
S3 752.3 762.9 789.0
S4 730.9 741.5 783.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 805.9 783.3 22.6 2.8% 9.1 1.1% 51% False False 92,666
10 806.0 781.1 24.9 3.1% 9.8 1.2% 55% False False 123,393
20 809.6 780.4 29.2 3.7% 10.0 1.3% 50% False False 117,141
40 809.6 756.2 53.4 6.7% 9.9 1.2% 72% False False 58,848
60 809.6 745.8 63.8 8.0% 10.2 1.3% 77% False False 39,271
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 1.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 847.4
2.618 830.3
1.618 819.8
1.000 813.3
0.618 809.3
HIGH 802.8
0.618 798.8
0.500 797.6
0.382 796.3
LOW 792.3
0.618 785.8
1.000 781.8
1.618 775.3
2.618 764.8
4.250 747.7
Fisher Pivots for day following 29-Dec-2006
Pivot 1 day 3 day
R1 797.6 799.1
PP 796.7 797.7
S1 795.8 796.3

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

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