CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 03-Jan-2007
Day Change Summary
Previous Current
29-Dec-2006 03-Jan-2007 Change Change % Previous Week
Open 801.2 800.2 -1.0 -0.1% 785.0
High 802.8 803.9 1.1 0.1% 805.9
Low 792.3 784.1 -8.2 -1.0% 784.5
Close 794.9 793.6 -1.3 -0.2% 794.9
Range 10.5 19.8 9.3 88.6% 21.4
ATR 9.9 10.6 0.7 7.2% 0.0
Volume 87,846 1,350 -86,496 -98.5% 323,190
Daily Pivots for day following 03-Jan-2007
Classic Woodie Camarilla DeMark
R4 853.3 843.2 804.5
R3 833.5 823.4 799.0
R2 813.7 813.7 797.2
R1 803.6 803.6 795.4 798.8
PP 793.9 793.9 793.9 791.4
S1 783.8 783.8 791.8 779.0
S2 774.1 774.1 790.0
S3 754.3 764.0 788.2
S4 734.5 744.2 782.7
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
5 805.9 784.1 21.8 2.7% 11.6 1.5% 44% False True 64,908
10 805.9 781.1 24.8 3.1% 11.0 1.4% 50% False False 103,782
20 809.6 781.1 28.5 3.6% 10.3 1.3% 44% False False 116,546
40 809.6 764.2 45.4 5.7% 10.2 1.3% 65% False False 58,880
60 809.6 746.8 62.8 7.9% 10.3 1.3% 75% False False 39,291
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 888.1
2.618 855.7
1.618 835.9
1.000 823.7
0.618 816.1
HIGH 803.9
0.618 796.3
0.500 794.0
0.382 791.7
LOW 784.1
0.618 771.9
1.000 764.3
1.618 752.1
2.618 732.3
4.250 700.0
Fisher Pivots for day following 03-Jan-2007
Pivot 1 day 3 day
R1 794.0 795.0
PP 793.9 794.5
S1 793.7 794.1

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

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