CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 16-Mar-2007
Day Change Summary
Previous Current
15-Mar-2007 16-Mar-2007 Change Change % Previous Week
Open 777.8 782.0 4.2 0.5% 786.6
High 784.4 783.7 -0.7 -0.1% 790.5
Low 775.1 779.7 4.6 0.6% 760.6
Close 783.0 783.7 0.7 0.1% 783.7
Range 9.3 4.0 -5.3 -57.1% 29.9
ATR 14.2 13.5 -0.7 -5.1% 0.0
Volume 89,972 34,514 -55,458 -61.6% 398,169
Daily Pivots for day following 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 794.3 793.0 785.9
R3 790.3 789.0 784.8
R2 786.4 786.4 784.4
R1 785.0 785.0 784.1 785.7
PP 782.4 782.4 782.4 782.7
S1 781.0 781.0 783.3 781.7
S2 778.4 778.4 783.0
S3 774.4 777.0 782.6
S4 770.4 773.1 781.5
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 868.0 855.7 800.1
R3 838.1 825.8 791.9
R2 808.2 808.2 789.2
R1 795.9 795.9 786.4 787.1
PP 778.3 778.3 778.3 773.8
S1 766.0 766.0 780.9 757.2
S2 748.4 748.4 778.2
S3 718.5 736.1 775.5
S4 688.6 706.2 767.2
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% 12.3 1.6% 77% False False 79,633
10 790.5 755.3 35.2 4.5% 14.4 1.8% 81% False False 161,377
20 831.9 755.3 76.6 9.8% 15.0 1.9% 37% False False 184,723
40 831.9 755.3 76.6 9.8% 12.4 1.6% 37% False False 174,112
60 831.9 755.3 76.6 9.8% 12.1 1.5% 37% False False 163,605
80 831.9 755.3 76.6 9.8% 11.4 1.5% 37% False False 139,134
100 831.9 755.3 76.6 9.8% 11.3 1.4% 37% False False 111,348
120 831.9 723.1 108.8 13.9% 11.2 1.4% 56% False False 92,805
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 800.6
2.618 794.1
1.618 790.1
1.000 787.7
0.618 786.2
HIGH 783.7
0.618 782.2
0.500 781.7
0.382 781.2
LOW 779.7
0.618 777.2
1.000 775.7
1.618 773.2
2.618 769.3
4.250 762.7
Fisher Pivots for day following 16-Mar-2007
Pivot 1 day 3 day
R1 783.0 780.0
PP 782.4 776.2
S1 781.7 772.5

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

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