CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 19-Jan-2007
Day Change Summary
Previous Current
18-Jan-2007 19-Jan-2007 Change Change % Previous Week
Open 799.5 787.7 -11.8 -1.5% 809.0
High 800.2 797.0 -3.2 -0.4% 814.0
Low 787.6 785.9 -1.7 -0.2% 785.9
Close 789.8 795.0 5.2 0.7% 795.0
Range 12.6 11.1 -1.5 -11.9% 28.1
ATR 10.2 10.3 0.1 0.6% 0.0
Volume 83 246 163 196.4% 542
Daily Pivots for day following 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 825.9 821.6 801.1
R3 814.8 810.5 798.1
R2 803.7 803.7 797.0
R1 799.4 799.4 796.0 801.6
PP 792.6 792.6 792.6 793.7
S1 788.3 788.3 794.0 790.5
S2 781.5 781.5 793.0
S3 770.4 777.2 791.9
S4 759.3 766.1 788.9
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 882.6 866.9 810.5
R3 854.5 838.8 802.7
R2 826.4 826.4 800.2
R1 810.7 810.7 797.6 804.5
PP 798.3 798.3 798.3 795.2
S1 782.6 782.6 792.4 776.4
S2 770.2 770.2 789.8
S3 742.1 754.5 787.3
S4 714.0 726.4 779.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 814.0 785.9 28.1 3.5% 10.4 1.3% 32% False True 167
10 814.0 780.3 33.7 4.2% 10.9 1.4% 44% False False 240
20 814.0 780.3 33.7 4.2% 10.3 1.3% 44% False False 140
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 844.2
2.618 826.1
1.618 815.0
1.000 808.1
0.618 803.9
HIGH 797.0
0.618 792.8
0.500 791.5
0.382 790.1
LOW 785.9
0.618 779.0
1.000 774.8
1.618 767.9
2.618 756.8
4.250 738.7
Fisher Pivots for day following 19-Jan-2007
Pivot 1 day 3 day
R1 793.8 795.8
PP 792.6 795.5
S1 791.5 795.3

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

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