CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 02-Feb-2007
Day Change Summary
Previous Current
01-Feb-2007 02-Feb-2007 Change Change % Previous Week
Open 802.8 811.1 8.3 1.0% 789.8
High 812.0 814.5 2.5 0.3% 814.5
Low 801.1 809.6 8.5 1.1% 787.6
Close 811.4 812.6 1.2 0.1% 812.6
Range 10.9 4.9 -6.0 -55.0% 26.9
ATR 11.4 10.9 -0.5 -4.1% 0.0
Volume 177,767 159,468 -18,299 -10.3% 852,177
Daily Pivots for day following 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 826.9 824.7 815.3
R3 822.0 819.8 813.9
R2 817.1 817.1 813.5
R1 814.9 814.9 813.0 816.0
PP 812.2 812.2 812.2 812.8
S1 810.0 810.0 812.2 811.1
S2 807.3 807.3 811.7
S3 802.4 805.1 811.3
S4 797.5 800.2 809.9
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 885.6 876.0 827.4
R3 858.7 849.1 820.0
R2 831.8 831.8 817.5
R1 822.2 822.2 815.1 827.0
PP 804.9 804.9 804.9 807.3
S1 795.3 795.3 810.1 800.1
S2 778.0 778.0 807.7
S3 751.1 768.4 805.2
S4 724.2 741.5 797.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 814.5 787.6 26.9 3.3% 9.3 1.1% 93% True False 170,435
10 814.5 779.1 35.4 4.4% 11.0 1.4% 95% True False 166,484
20 814.5 773.2 41.3 5.1% 11.4 1.4% 95% True False 173,551
40 814.5 773.2 41.3 5.1% 10.8 1.3% 95% True False 150,056
60 814.5 767.0 47.5 5.8% 10.6 1.3% 96% True False 100,476
80 814.5 746.8 67.7 8.3% 10.6 1.3% 97% True False 75,386
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.6
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 835.3
2.618 827.3
1.618 822.4
1.000 819.4
0.618 817.5
HIGH 814.5
0.618 812.6
0.500 812.1
0.382 811.5
LOW 809.6
0.618 806.6
1.000 804.7
1.618 801.7
2.618 796.8
4.250 788.8
Fisher Pivots for day following 02-Feb-2007
Pivot 1 day 3 day
R1 812.4 810.1
PP 812.2 807.6
S1 812.1 805.2

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

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