CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 23-Jan-2007
Day Change Summary
Previous Current
22-Jan-2007 23-Jan-2007 Change Change % Previous Week
Open 788.1 782.3 -5.8 -0.7% 801.3
High 791.4 793.4 2.0 0.3% 807.1
Low 779.1 779.3 0.2 0.0% 778.7
Close 782.0 788.8 6.8 0.9% 788.0
Range 12.3 14.1 1.8 14.6% 28.4
ATR 11.3 11.5 0.2 1.7% 0.0
Volume 161,832 152,869 -8,963 -5.5% 651,834
Daily Pivots for day following 23-Jan-2007
Classic Woodie Camarilla DeMark
R4 829.5 823.2 796.6
R3 815.4 809.1 792.7
R2 801.3 801.3 791.4
R1 795.0 795.0 790.1 798.2
PP 787.2 787.2 787.2 788.7
S1 780.9 780.9 787.5 784.1
S2 773.1 773.1 786.2
S3 759.0 766.8 784.9
S4 744.9 752.7 781.0
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
5 798.7 778.7 20.0 2.5% 11.7 1.5% 51% False False 166,747
10 807.1 773.2 33.9 4.3% 11.6 1.5% 46% False False 172,384
20 807.1 773.2 33.9 4.3% 11.7 1.5% 46% False False 145,070
40 809.6 773.2 36.4 4.6% 10.8 1.4% 43% False False 116,826
60 809.6 755.5 54.1 6.9% 10.8 1.4% 62% False False 77,992
80 809.6 723.1 86.5 11.0% 10.7 1.4% 76% False False 58,517
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 853.3
2.618 830.3
1.618 816.2
1.000 807.5
0.618 802.1
HIGH 793.4
0.618 788.0
0.500 786.4
0.382 784.7
LOW 779.3
0.618 770.6
1.000 765.2
1.618 756.5
2.618 742.4
4.250 719.4
Fisher Pivots for day following 23-Jan-2007
Pivot 1 day 3 day
R1 788.0 787.9
PP 787.2 787.0
S1 786.4 786.1

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

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