CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 20-Feb-2007
Day Change Summary
Previous Current
16-Feb-2007 20-Feb-2007 Change Change % Previous Week
Open 815.9 819.5 3.6 0.4% 811.7
High 820.7 829.6 8.9 1.1% 821.3
Low 811.5 813.4 1.9 0.2% 804.5
Close 819.7 827.2 7.5 0.9% 819.7
Range 9.2 16.2 7.0 76.1% 16.8
ATR 9.5 10.0 0.5 5.0% 0.0
Volume 145,101 128,568 -16,533 -11.4% 825,706
Daily Pivots for day following 20-Feb-2007
Classic Woodie Camarilla DeMark
R4 872.0 865.8 836.1
R3 855.8 849.6 831.7
R2 839.6 839.6 830.2
R1 833.4 833.4 828.7 836.5
PP 823.4 823.4 823.4 825.0
S1 817.2 817.2 825.7 820.3
S2 807.2 807.2 824.2
S3 791.0 801.0 822.7
S4 774.8 784.8 818.3
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 865.6 859.4 828.9
R3 848.8 842.6 824.3
R2 832.0 832.0 822.8
R1 825.8 825.8 821.2 828.9
PP 815.2 815.2 815.2 816.7
S1 809.0 809.0 818.2 812.1
S2 798.4 798.4 816.6
S3 781.6 792.2 815.1
S4 764.8 775.4 810.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 829.6 808.7 20.9 2.5% 9.4 1.1% 89% True False 153,292
10 829.6 804.5 25.1 3.0% 9.3 1.1% 90% True False 155,610
20 829.6 779.3 50.3 6.1% 9.8 1.2% 95% True False 159,358
40 829.6 773.2 56.4 6.8% 10.6 1.3% 96% True False 152,511
60 829.6 773.2 56.4 6.8% 10.4 1.3% 96% True False 128,471
80 829.6 755.5 74.1 9.0% 10.5 1.3% 97% True False 96,423
100 829.6 723.1 106.5 12.9% 10.5 1.3% 98% True False 77,157
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 2.1
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 898.5
2.618 872.0
1.618 855.8
1.000 845.8
0.618 839.6
HIGH 829.6
0.618 823.4
0.500 821.5
0.382 819.6
LOW 813.4
0.618 803.4
1.000 797.2
1.618 787.2
2.618 771.0
4.250 744.6
Fisher Pivots for day following 20-Feb-2007
Pivot 1 day 3 day
R1 825.3 825.0
PP 823.4 822.8
S1 821.5 820.6

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

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