CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 09-Jan-2007
Day Change Summary
Previous Current
08-Jan-2007 09-Jan-2007 Change Change % Previous Week
Open 784.9 789.9 5.0 0.6% 805.3
High 791.5 791.6 0.1 0.0% 810.6
Low 781.0 780.3 -0.7 -0.1% 786.2
Close 788.7 790.3 1.6 0.2% 786.2
Range 10.5 11.3 0.8 7.6% 24.4
ATR 10.1 10.2 0.1 0.9% 0.0
Volume 121 418 297 245.5% 544
Daily Pivots for day following 09-Jan-2007
Classic Woodie Camarilla DeMark
R4 821.3 817.1 796.5
R3 810.0 805.8 793.4
R2 798.7 798.7 792.4
R1 794.5 794.5 791.3 796.6
PP 787.4 787.4 787.4 788.5
S1 783.2 783.2 789.3 785.3
S2 776.1 776.1 788.2
S3 764.8 771.9 787.2
S4 753.5 760.6 784.1
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 867.5 851.3 799.6
R3 843.1 826.9 792.9
R2 818.7 818.7 790.7
R1 802.5 802.5 788.4 798.4
PP 794.3 794.3 794.3 792.3
S1 778.1 778.1 784.0 774.0
S2 769.9 769.9 781.7
S3 745.5 753.7 779.5
S4 721.1 729.3 772.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 810.6 780.3 30.3 3.8% 13.8 1.7% 33% False True 216
10 812.5 780.3 32.2 4.1% 10.5 1.3% 31% False True 121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 839.6
2.618 821.2
1.618 809.9
1.000 802.9
0.618 798.6
HIGH 791.6
0.618 787.3
0.500 786.0
0.382 784.6
LOW 780.3
0.618 773.3
1.000 769.0
1.618 762.0
2.618 750.7
4.250 732.3
Fisher Pivots for day following 09-Jan-2007
Pivot 1 day 3 day
R1 788.9 790.3
PP 787.4 790.2
S1 786.0 790.2

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

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