CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 12-Jan-2007
Day Change Summary
Previous Current
11-Jan-2007 12-Jan-2007 Change Change % Previous Week
Open 785.3 793.1 7.8 1.0% 779.3
High 796.7 802.0 5.3 0.7% 802.0
Low 783.4 791.6 8.2 1.0% 773.2
Close 792.9 801.7 8.8 1.1% 801.7
Range 13.3 10.4 -2.9 -21.8% 28.8
ATR 11.3 11.2 -0.1 -0.6% 0.0
Volume 174,416 177,153 2,737 1.6% 959,799
Daily Pivots for day following 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 829.6 826.1 807.4
R3 819.2 815.7 804.6
R2 808.8 808.8 803.6
R1 805.3 805.3 802.7 807.1
PP 798.4 798.4 798.4 799.3
S1 794.9 794.9 800.7 796.7
S2 788.0 788.0 799.8
S3 777.6 784.5 798.8
S4 767.2 774.1 796.0
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 878.7 869.0 817.5
R3 849.9 840.2 809.6
R2 821.1 821.1 807.0
R1 811.4 811.4 804.3 816.3
PP 792.3 792.3 792.3 794.7
S1 782.6 782.6 799.1 787.5
S2 763.5 763.5 796.4
S3 734.7 753.8 793.8
S4 705.9 725.0 785.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 802.0 773.2 28.8 3.6% 11.1 1.4% 99% True False 191,959
10 805.9 773.2 32.7 4.1% 12.3 1.5% 87% False False 153,261
20 807.2 773.2 34.0 4.2% 11.2 1.4% 84% False False 152,162
40 809.6 773.2 36.4 4.5% 10.2 1.3% 78% False False 92,779
60 809.6 755.5 54.1 6.7% 10.6 1.3% 85% False False 61,892
80 809.6 723.1 86.5 10.8% 10.7 1.3% 91% False False 46,438
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 846.2
2.618 829.2
1.618 818.8
1.000 812.4
0.618 808.4
HIGH 802.0
0.618 798.0
0.500 796.8
0.382 795.6
LOW 791.6
0.618 785.2
1.000 781.2
1.618 774.8
2.618 764.4
4.250 747.4
Fisher Pivots for day following 12-Jan-2007
Pivot 1 day 3 day
R1 800.1 797.6
PP 798.4 793.5
S1 796.8 789.4

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

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