CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 05-Jan-2007
Day Change Summary
Previous Current
04-Jan-2007 05-Jan-2007 Change Change % Previous Week
Open 793.6 795.7 2.1 0.3% 800.2
High 798.3 796.1 -2.2 -0.3% 803.9
Low 784.6 778.6 -6.0 -0.8% 778.6
Close 795.9 779.2 -16.7 -2.1% 779.2
Range 13.7 17.5 3.8 27.7% 25.3
ATR 10.8 11.3 0.5 4.4% 0.0
Volume 202,518 194,558 -7,960 -3.9% 398,426
Daily Pivots for day following 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 837.1 825.7 788.8
R3 819.6 808.2 784.0
R2 802.1 802.1 782.4
R1 790.7 790.7 780.8 787.7
PP 784.6 784.6 784.6 783.1
S1 773.2 773.2 777.6 770.2
S2 767.1 767.1 776.0
S3 749.6 755.7 774.4
S4 732.1 738.2 769.6
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 863.1 846.5 793.1
R3 837.8 821.2 786.2
R2 812.5 812.5 783.8
R1 795.9 795.9 781.5 791.6
PP 787.2 787.2 787.2 785.1
S1 770.6 770.6 776.9 766.3
S2 761.9 761.9 774.6
S3 736.6 745.3 772.2
S4 711.3 720.0 765.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 805.9 778.6 27.3 3.5% 13.6 1.7% 2% False True 114,563
10 805.9 778.6 27.3 3.5% 11.5 1.5% 2% False True 113,982
20 807.2 778.6 28.6 3.7% 10.7 1.4% 2% False True 135,454
40 809.6 767.0 42.6 5.5% 10.4 1.3% 29% False False 68,801
60 809.6 746.8 62.8 8.1% 10.6 1.4% 52% False False 45,906
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 1.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 870.5
2.618 841.9
1.618 824.4
1.000 813.6
0.618 806.9
HIGH 796.1
0.618 789.4
0.500 787.4
0.382 785.3
LOW 778.6
0.618 767.8
1.000 761.1
1.618 750.3
2.618 732.8
4.250 704.2
Fisher Pivots for day following 05-Jan-2007
Pivot 1 day 3 day
R1 787.4 791.3
PP 784.6 787.2
S1 781.9 783.2

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

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