CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 04-Jan-2007
Day Change Summary
Previous Current
03-Jan-2007 04-Jan-2007 Change Change % Previous Week
Open 805.3 799.7 -5.6 -0.7% 797.2
High 810.6 806.0 -4.6 -0.6% 812.5
Low 791.3 791.9 0.6 0.1% 797.1
Close 800.6 802.9 2.3 0.3% 801.9
Range 19.3 14.1 -5.2 -26.9% 15.4
ATR
Volume 1 51 50 5,000.0% 118
Daily Pivots for day following 04-Jan-2007
Classic Woodie Camarilla DeMark
R4 842.6 836.8 810.7
R3 828.5 822.7 806.8
R2 814.4 814.4 805.5
R1 808.6 808.6 804.2 811.5
PP 800.3 800.3 800.3 801.7
S1 794.5 794.5 801.6 797.4
S2 786.2 786.2 800.3
S3 772.1 780.4 799.0
S4 758.0 766.3 795.1
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 850.0 841.4 810.4
R3 834.6 826.0 806.1
R2 819.2 819.2 804.7
R1 810.6 810.6 803.3 814.9
PP 803.8 803.8 803.8 806.0
S1 795.2 795.2 800.5 799.5
S2 788.4 788.4 799.1
S3 773.0 779.8 797.7
S4 757.6 764.4 793.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 812.5 791.3 21.2 2.6% 11.5 1.4% 55% False False 30
10 812.5 786.0 26.5 3.3% 9.8 1.2% 64% False False 40
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 865.9
2.618 842.9
1.618 828.8
1.000 820.1
0.618 814.7
HIGH 806.0
0.618 800.6
0.500 799.0
0.382 797.3
LOW 791.9
0.618 783.2
1.000 777.8
1.618 769.1
2.618 755.0
4.250 732.0
Fisher Pivots for day following 04-Jan-2007
Pivot 1 day 3 day
R1 801.6 802.3
PP 800.3 801.6
S1 799.0 801.0

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

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