CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 08-Mar-2007
Day Change Summary
Previous Current
07-Mar-2007 08-Mar-2007 Change Change % Previous Week
Open 778.1 775.0 -3.1 -0.4% 827.2
High 781.9 787.5 5.6 0.7% 831.3
Low 773.5 772.2 -1.3 -0.2% 773.2
Close 775.1 783.7 8.6 1.1% 773.8
Range 8.4 15.3 6.9 82.1% 58.1
ATR 14.4 14.5 0.1 0.4% 0.0
Volume 264,230 224,378 -39,852 -15.1% 1,298,098
Daily Pivots for day following 08-Mar-2007
Classic Woodie Camarilla DeMark
R4 827.0 820.7 792.1
R3 811.7 805.4 787.9
R2 796.4 796.4 786.5
R1 790.1 790.1 785.1 793.3
PP 781.1 781.1 781.1 782.7
S1 774.8 774.8 782.3 778.0
S2 765.8 765.8 780.9
S3 750.5 759.5 779.5
S4 735.2 744.2 775.3
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
5 792.7 755.3 37.4 4.8% 18.5 2.4% 76% False False 269,115
10 831.3 755.3 76.0 9.7% 19.0 2.4% 37% False False 253,047
20 831.9 755.3 76.6 9.8% 14.0 1.8% 37% False False 206,421
40 831.9 755.3 76.6 9.8% 12.3 1.6% 37% False False 185,216
60 831.9 755.3 76.6 9.8% 11.9 1.5% 37% False False 174,915
80 831.9 755.3 76.6 9.8% 11.3 1.4% 37% False False 132,154
100 831.9 755.3 76.6 9.8% 11.2 1.4% 37% False False 105,748
120 831.9 723.1 108.8 13.9% 11.1 1.4% 56% False False 88,132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 852.5
2.618 827.6
1.618 812.3
1.000 802.8
0.618 797.0
HIGH 787.5
0.618 781.7
0.500 779.9
0.382 778.0
LOW 772.2
0.618 762.7
1.000 756.9
1.618 747.4
2.618 732.1
4.250 707.2
Fisher Pivots for day following 08-Mar-2007
Pivot 1 day 3 day
R1 782.4 779.6
PP 781.1 775.5
S1 779.9 771.4

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

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