CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 04-Jan-2007
Day Change Summary
Previous Current
03-Jan-2007 04-Jan-2007 Change Change % Previous Week
Open 800.2 793.6 -6.6 -0.8% 785.0
High 803.9 798.3 -5.6 -0.7% 805.9
Low 784.1 784.6 0.5 0.1% 784.5
Close 793.6 795.9 2.3 0.3% 794.9
Range 19.8 13.7 -6.1 -30.8% 21.4
ATR 10.6 10.8 0.2 2.1% 0.0
Volume 1,350 202,518 201,168 14,901.3% 323,190
Daily Pivots for day following 04-Jan-2007
Classic Woodie Camarilla DeMark
R4 834.0 828.7 803.4
R3 820.3 815.0 799.7
R2 806.6 806.6 798.4
R1 801.3 801.3 797.2 804.0
PP 792.9 792.9 792.9 794.3
S1 787.6 787.6 794.6 790.3
S2 779.2 779.2 793.4
S3 765.5 773.9 792.1
S4 751.8 760.2 788.4
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% 12.2 1.5% 54% False False 87,602
10 805.9 781.1 24.8 3.1% 10.7 1.3% 60% False False 110,742
20 809.6 781.1 28.5 3.6% 10.2 1.3% 52% False False 126,561
40 809.6 767.0 42.6 5.4% 10.2 1.3% 68% False False 63,939
60 809.6 746.8 62.8 7.9% 10.4 1.3% 78% False False 42,664
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 856.5
2.618 834.2
1.618 820.5
1.000 812.0
0.618 806.8
HIGH 798.3
0.618 793.1
0.500 791.5
0.382 789.8
LOW 784.6
0.618 776.1
1.000 770.9
1.618 762.4
2.618 748.7
4.250 726.4
Fisher Pivots for day following 04-Jan-2007
Pivot 1 day 3 day
R1 794.4 795.3
PP 792.9 794.6
S1 791.5 794.0

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

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