CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 16-Jan-2007

Day Change Summary
	Previous	Current
	12-Jan-2007	16-Jan-2007	Change	Change %	Previous Week
Open	802.1	809.0	6.9	0.9%	784.9
High	808.0	814.0	6.0	0.7%	808.0
Low	799.2	800.8	1.6	0.2%	780.3
Close	808.7	801.9	-6.8	-0.8%	808.7
Range	8.8	13.2	4.4	50.0%	27.7
ATR	10.1	10.3	0.2	2.2%	0.0
Volume	296	45	-251	-84.8%	1,374

Daily Pivots for day following 16-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	845.2	836.7	809.2
R3	832.0	823.5	805.5
R2	818.8	818.8	804.3
R1	810.3	810.3	803.1	808.0
PP	805.6	805.6	805.6	804.4
S1	797.1	797.1	800.7	794.8
S2	792.4	792.4	799.5
S3	779.2	783.9	798.3
S4	766.0	770.7	794.6

Weekly Pivots for week ending 12-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	882.1	873.1	823.9
R3	854.4	845.4	816.3
R2	826.7	826.7	813.8
R1	817.7	817.7	811.2	822.2
PP	799.0	799.0	799.0	801.3
S1	790.0	790.0	806.2	794.5
S2	771.3	771.3	803.6
S3	743.6	762.3	801.1
S4	715.9	734.6	793.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	814.0	780.3	33.7	4.2%	10.9	1.4%	64%	True	False	259
10	814.0	780.3	33.7	4.2%	12.2	1.5%	64%	True	False	201

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	3.3
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	870.1
2.618	848.6
1.618	835.4
1.000	827.2
0.618	822.2
HIGH	814.0
0.618	809.0
0.500	807.4
0.382	805.8
LOW	800.8
0.618	792.6
1.000	787.6
1.618	779.4
2.618	766.2
4.250	744.7

Fisher Pivots for day following 16-Jan-2007
Pivot	1 day	3 day
R1	807.4	802.5
PP	805.6	802.3
S1	803.7	802.1

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