CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 26-Jan-2007
Day Change Summary
Previous Current
25-Jan-2007 26-Jan-2007 Change Change % Previous Week
Open 798.5 787.9 -10.6 -1.3% 788.1
High 799.9 792.9 -7.0 -0.9% 799.9
Low 785.1 781.1 -4.0 -0.5% 779.1
Close 787.4 789.8 2.4 0.3% 789.8
Range 14.8 11.8 -3.0 -20.3% 20.8
ATR 11.7 11.7 0.0 0.1% 0.0
Volume 135,680 187,501 51,821 38.2% 812,665
Daily Pivots for day following 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 823.3 818.4 796.3
R3 811.5 806.6 793.0
R2 799.7 799.7 792.0
R1 794.8 794.8 790.9 797.3
PP 787.9 787.9 787.9 789.2
S1 783.0 783.0 788.7 785.5
S2 776.1 776.1 787.6
S3 764.3 771.2 786.6
S4 752.5 759.4 783.3
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 852.0 841.7 801.2
R3 831.2 820.9 795.5
R2 810.4 810.4 793.6
R1 800.1 800.1 791.7 805.3
PP 789.6 789.6 789.6 792.2
S1 779.3 779.3 787.9 784.5
S2 768.8 768.8 786.0
S3 748.0 758.5 784.1
S4 727.2 737.7 778.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 799.9 779.1 20.8 2.6% 12.6 1.6% 51% False False 162,533
10 807.1 778.7 28.4 3.6% 11.9 1.5% 39% False False 164,165
20 807.1 773.2 33.9 4.3% 12.1 1.5% 49% False False 152,843
40 809.6 773.2 36.4 4.6% 11.1 1.4% 46% False False 129,240
60 809.6 755.5 54.1 6.8% 10.8 1.4% 63% False False 86,281
80 809.6 723.1 86.5 11.0% 10.8 1.4% 77% False False 64,741
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 2.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 843.1
2.618 823.8
1.618 812.0
1.000 804.7
0.618 800.2
HIGH 792.9
0.618 788.4
0.500 787.0
0.382 785.6
LOW 781.1
0.618 773.8
1.000 769.3
1.618 762.0
2.618 750.2
4.250 731.0
Fisher Pivots for day following 26-Jan-2007
Pivot 1 day 3 day
R1 788.9 790.5
PP 787.9 790.3
S1 787.0 790.0

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

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