CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 29-Jan-2007
Day Change Summary
Previous Current
26-Jan-2007 29-Jan-2007 Change Change % Previous Week
Open 787.9 789.8 1.9 0.2% 788.1
High 792.9 799.3 6.4 0.8% 799.9
Low 781.1 787.6 6.5 0.8% 779.1
Close 789.8 796.9 7.1 0.9% 789.8
Range 11.8 11.7 -0.1 -0.8% 20.8
ATR 11.7 11.7 0.0 0.0% 0.0
Volume 187,501 190,810 3,309 1.8% 812,665
Daily Pivots for day following 29-Jan-2007
Classic Woodie Camarilla DeMark
R4 829.7 825.0 803.3
R3 818.0 813.3 800.1
R2 806.3 806.3 799.0
R1 801.6 801.6 798.0 804.0
PP 794.6 794.6 794.6 795.8
S1 789.9 789.9 795.8 792.3
S2 782.9 782.9 794.8
S3 771.2 778.2 793.7
S4 759.5 766.5 790.5
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
5 799.9 779.3 20.6 2.6% 12.5 1.6% 85% False False 168,328
10 807.1 778.7 28.4 3.6% 12.1 1.5% 64% False False 165,530
20 807.1 773.2 33.9 4.3% 12.2 1.5% 70% False False 159,396
40 809.6 773.2 36.4 4.6% 11.2 1.4% 65% False False 133,983
60 809.6 755.5 54.1 6.8% 10.9 1.4% 77% False False 89,461
80 809.6 726.4 83.2 10.4% 10.8 1.4% 85% False False 67,125
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 3 trading days
Fibonacci Retracements and Extensions
4.250 849.0
2.618 829.9
1.618 818.2
1.000 811.0
0.618 806.5
HIGH 799.3
0.618 794.8
0.500 793.5
0.382 792.1
LOW 787.6
0.618 780.4
1.000 775.9
1.618 768.7
2.618 757.0
4.250 737.9
Fisher Pivots for day following 29-Jan-2007
Pivot 1 day 3 day
R1 795.8 794.8
PP 794.6 792.6
S1 793.5 790.5

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

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