CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 24-Jan-2007
Day Change Summary
Previous Current
23-Jan-2007 24-Jan-2007 Change Change % Previous Week
Open 782.3 788.8 6.5 0.8% 801.3
High 793.4 798.6 5.2 0.7% 807.1
Low 779.3 788.4 9.1 1.2% 778.7
Close 788.8 798.1 9.3 1.2% 788.0
Range 14.1 10.2 -3.9 -27.7% 28.4
ATR 11.5 11.4 -0.1 -0.8% 0.0
Volume 152,869 174,783 21,914 14.3% 651,834
Daily Pivots for day following 24-Jan-2007
Classic Woodie Camarilla DeMark
R4 825.6 822.1 803.7
R3 815.4 811.9 800.9
R2 805.2 805.2 800.0
R1 801.7 801.7 799.0 803.5
PP 795.0 795.0 795.0 795.9
S1 791.5 791.5 797.2 793.3
S2 784.8 784.8 796.2
S3 774.6 781.3 795.3
S4 764.4 771.1 792.5
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
5 798.6 778.7 19.9 2.5% 12.3 1.5% 97% True False 169,177
10 807.1 776.8 30.3 3.8% 11.5 1.4% 70% False False 168,922
20 807.1 773.2 33.9 4.2% 11.7 1.5% 73% False False 148,143
40 809.6 773.2 36.4 4.6% 11.1 1.4% 68% False False 121,172
60 809.6 755.5 54.1 6.8% 10.8 1.4% 79% False False 80,901
80 809.6 723.1 86.5 10.8% 10.7 1.3% 87% False False 60,701
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 842.0
2.618 825.3
1.618 815.1
1.000 808.8
0.618 804.9
HIGH 798.6
0.618 794.7
0.500 793.5
0.382 792.3
LOW 788.4
0.618 782.1
1.000 778.2
1.618 771.9
2.618 761.7
4.250 745.1
Fisher Pivots for day following 24-Jan-2007
Pivot 1 day 3 day
R1 796.6 795.0
PP 795.0 791.9
S1 793.5 788.9

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

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