CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 09-Feb-2007
Day Change Summary
Previous Current
08-Feb-2007 09-Feb-2007 Change Change % Previous Week
Open 820.8 819.3 -1.5 -0.2% 812.1
High 820.9 820.3 -0.6 -0.1% 821.0
Low 814.6 805.4 -9.2 -1.1% 805.4
Close 819.3 811.4 -7.9 -1.0% 811.4
Range 6.3 14.9 8.6 136.5% 15.6
ATR 10.0 10.3 0.4 3.5% 0.0
Volume 163,935 150,313 -13,622 -8.3% 729,883
Daily Pivots for day following 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 857.1 849.1 819.6
R3 842.2 834.2 815.5
R2 827.3 827.3 814.1
R1 819.3 819.3 812.8 815.9
PP 812.4 812.4 812.4 810.6
S1 804.4 804.4 810.0 801.0
S2 797.5 797.5 808.7
S3 782.6 789.5 807.3
S4 767.7 774.6 803.2
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 859.4 851.0 820.0
R3 843.8 835.4 815.7
R2 828.2 828.2 814.3
R1 819.8 819.8 812.8 816.2
PP 812.6 812.6 812.6 810.8
S1 804.2 804.2 810.0 800.6
S2 797.0 797.0 808.5
S3 781.4 788.6 807.1
S4 765.8 773.0 802.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 821.0 805.4 15.6 1.9% 8.8 1.1% 38% False True 145,976
10 821.0 787.6 33.4 4.1% 9.1 1.1% 71% False False 158,206
20 821.0 778.7 42.3 5.2% 10.5 1.3% 77% False False 161,185
40 821.0 773.2 47.8 5.9% 10.9 1.3% 80% False False 156,863
60 821.0 773.2 47.8 5.9% 10.4 1.3% 80% False False 112,630
80 821.0 755.5 65.5 8.1% 10.5 1.3% 85% False False 84,502
100 821.0 723.1 97.9 12.1% 10.7 1.3% 90% False False 67,617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.0
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 883.6
2.618 859.3
1.618 844.4
1.000 835.2
0.618 829.5
HIGH 820.3
0.618 814.6
0.500 812.9
0.382 811.1
LOW 805.4
0.618 796.2
1.000 790.5
1.618 781.3
2.618 766.4
4.250 742.1
Fisher Pivots for day following 09-Feb-2007
Pivot 1 day 3 day
R1 812.9 813.2
PP 812.4 812.6
S1 811.9 812.0

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

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