CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 05-Mar-2007
Day Change Summary
Previous Current
02-Mar-2007 05-Mar-2007 Change Change % Previous Week
Open 790.7 774.0 -16.7 -2.1% 827.2
High 792.7 778.8 -13.9 -1.8% 831.3
Low 773.2 757.3 -15.9 -2.1% 773.2
Close 773.8 758.3 -15.5 -2.0% 773.8
Range 19.5 21.5 2.0 10.3% 58.1
ATR 13.3 13.9 0.6 4.4% 0.0
Volume 292,690 245,646 -47,044 -16.1% 1,298,098
Daily Pivots for day following 05-Mar-2007
Classic Woodie Camarilla DeMark
R4 829.3 815.3 770.1
R3 807.8 793.8 764.2
R2 786.3 786.3 762.2
R1 772.3 772.3 760.3 768.6
PP 764.8 764.8 764.8 762.9
S1 750.8 750.8 756.3 747.1
S2 743.3 743.3 754.4
S3 721.8 729.3 752.4
S4 700.3 707.8 746.5
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 967.1 928.5 805.8
R3 909.0 870.4 789.8
R2 850.9 850.9 784.5
R1 812.3 812.3 779.1 802.6
PP 792.8 792.8 792.8 787.9
S1 754.2 754.2 768.5 744.5
S2 734.7 734.7 763.1
S3 676.6 696.1 757.8
S4 618.5 638.0 741.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 825.5 757.3 68.2 9.0% 23.8 3.1% 1% False True 275,762
10 831.9 757.3 74.6 9.8% 16.9 2.2% 1% False True 218,123
20 831.9 757.3 74.6 9.8% 12.6 1.7% 1% False True 186,841
40 831.9 757.3 74.6 9.8% 12.0 1.6% 1% False True 180,196
60 831.9 757.3 74.6 9.8% 11.4 1.5% 1% False True 162,318
80 831.9 757.3 74.6 9.8% 11.1 1.5% 1% False True 122,068
100 831.9 746.8 85.1 11.2% 11.0 1.5% 14% False False 97,677
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 2.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 870.2
2.618 835.1
1.618 813.6
1.000 800.3
0.618 792.1
HIGH 778.8
0.618 770.6
0.500 768.1
0.382 765.5
LOW 757.3
0.618 744.0
1.000 735.8
1.618 722.5
2.618 701.0
4.250 665.9
Fisher Pivots for day following 05-Mar-2007
Pivot 1 day 3 day
R1 768.1 777.4
PP 764.8 771.0
S1 761.6 764.7

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

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