CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 29-Dec-2006

Day Change Summary
	Previous	Current
	28-Dec-2006	29-Dec-2006	Change	Change %	Previous Week
Open	810.0	808.0	-2.0	-0.2%	797.2
High	812.5	809.6	-2.9	-0.4%	812.5
Low	806.6	799.7	-6.9	-0.9%	797.1
Close	808.0	801.9	-6.1	-0.8%	801.9
Range	5.9	9.9	4.0	67.8%	15.4
ATR
Volume	50	48	-2	-4.0%	118

Daily Pivots for day following 29-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	833.4	827.6	807.3
R3	823.5	817.7	804.6
R2	813.6	813.6	803.7
R1	807.8	807.8	802.8	805.8
PP	803.7	803.7	803.7	802.7
S1	797.9	797.9	801.0	795.9
S2	793.8	793.8	800.1
S3	783.9	788.0	799.2
S4	774.0	778.1	796.5

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	790.7	21.8	2.7%	7.1	0.9%	51%	False	False	27
10	812.5	786.0	26.5	3.3%	7.9	1.0%	60%	False	False	35

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.0
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	851.7
2.618	835.5
1.618	825.6
1.000	819.5
0.618	815.7
HIGH	809.6
0.618	805.8
0.500	804.7
0.382	803.5
LOW	799.7
0.618	793.6
1.000	789.8
1.618	783.7
2.618	773.8
4.250	757.6

Fisher Pivots for day following 29-Dec-2006
Pivot	1 day	3 day
R1	804.7	806.1
PP	803.7	804.7
S1	802.8	803.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols