CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 13-Feb-2007
Day Change Summary
Previous Current
12-Feb-2007 13-Feb-2007 Change Change % Previous Week
Open 811.7 809.2 -2.5 -0.3% 812.1
High 812.6 815.7 3.1 0.4% 821.0
Low 804.5 808.7 4.2 0.5% 805.4
Close 809.2 815.3 6.1 0.8% 811.4
Range 8.1 7.0 -1.1 -13.6% 15.6
ATR 10.2 9.9 -0.2 -2.2% 0.0
Volume 187,814 149,703 -38,111 -20.3% 729,883
Daily Pivots for day following 13-Feb-2007
Classic Woodie Camarilla DeMark
R4 834.2 831.8 819.2
R3 827.2 824.8 817.2
R2 820.2 820.2 816.6
R1 817.8 817.8 815.9 819.0
PP 813.2 813.2 813.2 813.9
S1 810.8 810.8 814.7 812.0
S2 806.2 806.2 814.0
S3 799.2 803.8 813.4
S4 792.2 796.8 811.5
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
5 821.0 804.5 16.5 2.0% 9.2 1.1% 65% False False 161,012
10 821.0 795.8 25.2 3.1% 8.6 1.1% 77% False False 154,801
20 821.0 778.7 42.3 5.2% 10.0 1.2% 87% False False 162,563
40 821.0 773.2 47.8 5.9% 10.7 1.3% 88% False False 154,895
60 821.0 773.2 47.8 5.9% 10.2 1.2% 88% False False 118,245
80 821.0 755.5 65.5 8.0% 10.5 1.3% 91% False False 88,719
100 821.0 723.1 97.9 12.0% 10.6 1.3% 94% False False 70,991
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 True
Bear Hook False
Bull Hook False
Stretch 1.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 845.5
2.618 834.0
1.618 827.0
1.000 822.7
0.618 820.0
HIGH 815.7
0.618 813.0
0.500 812.2
0.382 811.4
LOW 808.7
0.618 804.4
1.000 801.7
1.618 797.4
2.618 790.4
4.250 779.0
Fisher Pivots for day following 13-Feb-2007
Pivot 1 day 3 day
R1 814.3 814.3
PP 813.2 813.4
S1 812.2 812.4

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

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