CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 12-Oct-2007
Day Change Summary
Previous Current
11-Oct-2007 12-Oct-2007 Change Change % Previous Week
Open 860.9 845.0 -15.9 -1.8% 849.8
High 863.7 855.2 -8.5 -1.0% 863.7
Low 841.2 844.0 2.8 0.3% 841.2
Close 846.4 852.7 6.3 0.7% 852.7
Range 22.5 11.2 -11.3 -50.2% 22.5
ATR 11.6 11.6 0.0 -0.2% 0.0
Volume 18 53 35 194.4% 613
Daily Pivots for day following 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 884.2 879.7 858.9
R3 873.0 868.5 855.8
R2 861.8 861.8 854.8
R1 857.3 857.3 853.7 859.6
PP 850.6 850.6 850.6 851.8
S1 846.1 846.1 851.7 848.4
S2 839.4 839.4 850.6
S3 828.2 834.9 849.6
S4 817.0 823.7 846.5
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 920.0 908.9 865.1
R3 897.5 886.4 858.9
R2 875.0 875.0 856.8
R1 863.9 863.9 854.8 869.5
PP 852.5 852.5 852.5 855.3
S1 841.4 841.4 850.6 847.0
S2 830.0 830.0 848.6
S3 807.5 818.9 846.5
S4 785.0 796.4 840.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 863.7 841.2 22.5 2.6% 12.0 1.4% 51% False False 122
10 863.7 815.4 48.3 5.7% 12.3 1.4% 77% False False 89
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 2.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 902.8
2.618 884.5
1.618 873.3
1.000 866.4
0.618 862.1
HIGH 855.2
0.618 850.9
0.500 849.6
0.382 848.3
LOW 844.0
0.618 837.1
1.000 832.8
1.618 825.9
2.618 814.7
4.250 796.4
Fisher Pivots for day following 12-Oct-2007
Pivot 1 day 3 day
R1 851.7 852.6
PP 850.6 852.5
S1 849.6 852.5

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

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