CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 22-Feb-2007
Day Change Summary
Previous Current
21-Feb-2007 22-Feb-2007 Change Change % Previous Week
Open 827.0 828.5 1.5 0.2% 811.7
High 829.0 831.9 2.9 0.3% 821.3
Low 822.7 823.6 0.9 0.1% 804.5
Close 828.5 831.1 2.6 0.3% 819.7
Range 6.3 8.3 2.0 31.7% 16.8
ATR 9.7 9.6 -0.1 -1.1% 0.0
Volume 177,521 151,914 -25,607 -14.4% 825,706
Daily Pivots for day following 22-Feb-2007
Classic Woodie Camarilla DeMark
R4 853.8 850.7 835.7
R3 845.5 842.4 833.4
R2 837.2 837.2 832.6
R1 834.1 834.1 831.9 835.7
PP 828.9 828.9 828.9 829.6
S1 825.8 825.8 830.3 827.4
S2 820.6 820.6 829.6
S3 812.3 817.5 828.8
S4 804.0 809.2 826.5
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
5 831.9 811.5 20.4 2.5% 9.3 1.1% 96% True False 159,131
10 831.9 804.5 27.4 3.3% 9.1 1.1% 97% True False 159,795
20 831.9 781.1 50.8 6.1% 9.3 1.1% 98% True False 159,447
40 831.9 773.2 58.7 7.1% 10.5 1.3% 99% True False 153,795
60 831.9 773.2 58.7 7.1% 10.5 1.3% 99% True False 133,931
80 831.9 755.5 76.4 9.2% 10.4 1.3% 99% True False 100,537
100 831.9 723.1 108.8 13.1% 10.4 1.3% 99% True False 80,451
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 867.2
2.618 853.6
1.618 845.3
1.000 840.2
0.618 837.0
HIGH 831.9
0.618 828.7
0.500 827.8
0.382 826.8
LOW 823.6
0.618 818.5
1.000 815.3
1.618 810.2
2.618 801.9
4.250 788.3
Fisher Pivots for day following 22-Feb-2007
Pivot 1 day 3 day
R1 830.0 828.3
PP 828.9 825.5
S1 827.8 822.7

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

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