CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 05-Feb-2007
Day Change Summary
Previous Current
02-Feb-2007 05-Feb-2007 Change Change % Previous Week
Open 811.1 812.1 1.0 0.1% 789.8
High 814.5 814.1 -0.4 0.0% 814.5
Low 809.6 808.0 -1.6 -0.2% 787.6
Close 812.6 811.5 -1.1 -0.1% 812.6
Range 4.9 6.1 1.2 24.5% 26.9
ATR 10.9 10.6 -0.3 -3.1% 0.0
Volume 159,468 128,057 -31,411 -19.7% 852,177
Daily Pivots for day following 05-Feb-2007
Classic Woodie Camarilla DeMark
R4 829.5 826.6 814.9
R3 823.4 820.5 813.2
R2 817.3 817.3 812.6
R1 814.4 814.4 812.1 812.8
PP 811.2 811.2 811.2 810.4
S1 808.3 808.3 810.9 806.7
S2 805.1 805.1 810.4
S3 799.0 802.2 809.8
S4 792.9 796.1 808.1
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
5 814.5 794.9 19.6 2.4% 8.2 1.0% 85% False False 157,884
10 814.5 779.3 35.2 4.3% 10.4 1.3% 91% False False 163,106
20 814.5 773.2 41.3 5.1% 10.8 1.3% 93% False False 170,226
40 814.5 773.2 41.3 5.1% 10.8 1.3% 93% False False 152,840
60 814.5 767.0 47.5 5.9% 10.5 1.3% 94% False False 102,610
80 814.5 746.8 67.7 8.3% 10.6 1.3% 96% False False 76,986
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 840.0
2.618 830.1
1.618 824.0
1.000 820.2
0.618 817.9
HIGH 814.1
0.618 811.8
0.500 811.1
0.382 810.3
LOW 808.0
0.618 804.2
1.000 801.9
1.618 798.1
2.618 792.0
4.250 782.1
Fisher Pivots for day following 05-Feb-2007
Pivot 1 day 3 day
R1 811.4 810.3
PP 811.2 809.0
S1 811.1 807.8

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

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