CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 17-Jan-2007
Day Change Summary
Previous Current
16-Jan-2007 17-Jan-2007 Change Change % Previous Week
Open 801.3 794.8 -6.5 -0.8% 779.3
High 807.1 798.7 -8.4 -1.0% 802.0
Low 793.6 791.7 -1.9 -0.2% 773.2
Close 794.9 792.3 -2.6 -0.3% 801.7
Range 13.5 7.0 -6.5 -48.1% 28.8
ATR 11.4 11.1 -0.3 -2.7% 0.0
Volume 132,799 162,634 29,835 22.5% 959,799
Daily Pivots for day following 17-Jan-2007
Classic Woodie Camarilla DeMark
R4 815.2 810.8 796.2
R3 808.2 803.8 794.2
R2 801.2 801.2 793.6
R1 796.8 796.8 792.9 795.5
PP 794.2 794.2 794.2 793.6
S1 789.8 789.8 791.7 788.5
S2 787.2 787.2 791.0
S3 780.2 782.8 790.4
S4 773.2 775.8 788.5
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
5 807.1 776.8 30.3 3.8% 10.6 1.3% 51% False False 168,668
10 807.1 773.2 33.9 4.3% 12.7 1.6% 56% False False 165,365
20 807.1 773.2 33.9 4.3% 11.2 1.4% 56% False False 144,379
40 809.6 773.2 36.4 4.6% 10.2 1.3% 52% False False 100,129
60 809.6 755.5 54.1 6.8% 10.6 1.3% 68% False False 66,812
80 809.6 723.1 86.5 10.9% 10.7 1.3% 80% False False 50,131
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.2
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 828.5
2.618 817.0
1.618 810.0
1.000 805.7
0.618 803.0
HIGH 798.7
0.618 796.0
0.500 795.2
0.382 794.4
LOW 791.7
0.618 787.4
1.000 784.7
1.618 780.4
2.618 773.4
4.250 762.0
Fisher Pivots for day following 17-Jan-2007
Pivot 1 day 3 day
R1 795.2 799.4
PP 794.2 797.0
S1 793.3 794.7

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

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