CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 18-Jan-2007
Day Change Summary
Previous Current
17-Jan-2007 18-Jan-2007 Change Change % Previous Week
Open 801.0 799.5 -1.5 -0.2% 784.9
High 805.6 800.2 -5.4 -0.7% 808.0
Low 799.3 787.6 -11.7 -1.5% 780.3
Close 799.3 789.8 -9.5 -1.2% 808.7
Range 6.3 12.6 6.3 100.0% 27.7
ATR 10.1 10.2 0.2 1.8% 0.0
Volume 168 83 -85 -50.6% 1,374
Daily Pivots for day following 18-Jan-2007
Classic Woodie Camarilla DeMark
R4 830.3 822.7 796.7
R3 817.7 810.1 793.3
R2 805.1 805.1 792.1
R1 797.5 797.5 791.0 795.0
PP 792.5 792.5 792.5 791.3
S1 784.9 784.9 788.6 782.4
S2 779.9 779.9 787.5
S3 767.3 772.3 786.3
S4 754.7 759.7 782.9
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
5 814.0 787.6 26.4 3.3% 10.7 1.4% 8% False True 148
10 814.0 780.3 33.7 4.3% 11.2 1.4% 28% False False 221
20 814.0 780.3 33.7 4.3% 10.5 1.3% 28% False False 128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 853.8
2.618 833.2
1.618 820.6
1.000 812.8
0.618 808.0
HIGH 800.2
0.618 795.4
0.500 793.9
0.382 792.4
LOW 787.6
0.618 779.8
1.000 775.0
1.618 767.2
2.618 754.6
4.250 734.1
Fisher Pivots for day following 18-Jan-2007
Pivot 1 day 3 day
R1 793.9 800.8
PP 792.5 797.1
S1 791.2 793.5

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

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