CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 19-Jan-2007
Day Change Summary
Previous Current
18-Jan-2007 19-Jan-2007 Change Change % Previous Week
Open 792.1 782.5 -9.6 -1.2% 801.3
High 794.0 790.2 -3.8 -0.5% 807.1
Low 780.4 778.7 -1.7 -0.2% 778.7
Close 782.8 788.0 5.2 0.7% 788.0
Range 13.6 11.5 -2.1 -15.4% 28.4
ATR 11.2 11.3 0.0 0.2% 0.0
Volume 161,701 194,700 32,999 20.4% 651,834
Daily Pivots for day following 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 820.1 815.6 794.3
R3 808.6 804.1 791.2
R2 797.1 797.1 790.1
R1 792.6 792.6 789.1 794.9
PP 785.6 785.6 785.6 786.8
S1 781.1 781.1 786.9 783.4
S2 774.1 774.1 785.9
S3 762.6 769.6 784.8
S4 751.1 758.1 781.7
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 876.5 860.6 803.6
R3 848.1 832.2 795.8
R2 819.7 819.7 793.2
R1 803.8 803.8 790.6 797.6
PP 791.3 791.3 791.3 788.1
S1 775.4 775.4 785.4 769.2
S2 762.9 762.9 782.8
S3 734.5 747.0 780.2
S4 706.1 718.6 772.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 807.1 778.7 28.4 3.6% 11.2 1.4% 33% False True 165,797
10 807.1 773.2 33.9 4.3% 11.8 1.5% 44% False False 180,619
20 807.1 773.2 33.9 4.3% 11.3 1.4% 44% False False 145,680
40 809.6 773.2 36.4 4.6% 10.5 1.3% 41% False False 109,018
60 809.6 755.5 54.1 6.9% 10.6 1.4% 60% False False 72,750
80 809.6 723.1 86.5 11.0% 10.6 1.3% 75% False False 54,584
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 3.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 839.1
2.618 820.3
1.618 808.8
1.000 801.7
0.618 797.3
HIGH 790.2
0.618 785.8
0.500 784.5
0.382 783.1
LOW 778.7
0.618 771.6
1.000 767.2
1.618 760.1
2.618 748.6
4.250 729.8
Fisher Pivots for day following 19-Jan-2007
Pivot 1 day 3 day
R1 786.8 788.7
PP 785.6 788.5
S1 784.5 788.2

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

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