CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 15-Mar-2007
Day Change Summary
Previous Current
14-Mar-2007 15-Mar-2007 Change Change % Previous Week
Open 769.4 777.8 8.4 1.1% 774.0
High 779.4 784.4 5.0 0.6% 789.4
Low 760.6 775.1 14.5 1.9% 755.3
Close 777.9 783.0 5.1 0.7% 787.4
Range 18.8 9.3 -9.5 -50.5% 34.1
ATR 14.6 14.2 -0.4 -2.6% 0.0
Volume 105,327 89,972 -15,355 -14.6% 1,215,601
Daily Pivots for day following 15-Mar-2007
Classic Woodie Camarilla DeMark
R4 808.7 805.2 788.1
R3 799.4 795.9 785.6
R2 790.1 790.1 784.7
R1 786.6 786.6 783.9 788.4
PP 780.8 780.8 780.8 781.7
S1 777.3 777.3 782.1 779.1
S2 771.5 771.5 781.3
S3 762.2 768.0 780.4
S4 752.9 758.7 777.9
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 879.7 867.6 806.2
R3 845.6 833.5 796.8
R2 811.5 811.5 793.7
R1 799.4 799.4 790.5 805.5
PP 777.4 777.4 777.4 780.4
S1 765.3 765.3 784.3 771.4
S2 743.3 743.3 781.1
S3 709.2 731.2 778.0
S4 675.1 697.1 768.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 790.5 760.6 29.9 3.8% 13.4 1.7% 75% False False 105,273
10 792.7 755.3 37.4 4.8% 16.0 2.0% 74% False False 187,194
20 831.9 755.3 76.6 9.8% 15.2 1.9% 36% False False 192,625
40 831.9 755.3 76.6 9.8% 12.6 1.6% 36% False False 177,292
60 831.9 755.3 76.6 9.8% 12.2 1.6% 36% False False 166,321
80 831.9 755.3 76.6 9.8% 11.4 1.5% 36% False False 138,710
100 831.9 755.3 76.6 9.8% 11.4 1.5% 36% False False 111,004
120 831.9 723.1 108.8 13.9% 11.3 1.4% 55% False False 92,518
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 False
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 823.9
2.618 808.7
1.618 799.4
1.000 793.7
0.618 790.1
HIGH 784.4
0.618 780.8
0.500 779.8
0.382 778.7
LOW 775.1
0.618 769.4
1.000 765.8
1.618 760.1
2.618 750.8
4.250 735.6
Fisher Pivots for day following 15-Mar-2007
Pivot 1 day 3 day
R1 781.9 780.4
PP 780.8 777.8
S1 779.8 775.2

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

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