CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 23-Jan-2007

Day Change Summary
	Previous	Current
	22-Jan-2007	23-Jan-2007	Change	Change %	Previous Week
Open	797.9	787.8	-10.1	-1.3%	809.0
High	797.9	800.2	2.3	0.3%	814.0
Low	786.3	787.1	0.8	0.1%	785.9
Close	789.0	795.8	6.8	0.9%	795.0
Range	11.6	13.1	1.5	12.9%	28.1
ATR	10.4	10.6	0.2	1.9%	0.0
Volume	99	150	51	51.5%	542

Daily Pivots for day following 23-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	833.7	827.8	803.0
R3	820.6	814.7	799.4
R2	807.5	807.5	798.2
R1	801.6	801.6	797.0	804.6
PP	794.4	794.4	794.4	795.8
S1	788.5	788.5	794.6	791.5
S2	781.3	781.3	793.4
S3	768.2	775.4	792.2
S4	755.1	762.3	788.6

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	805.6	785.9	19.7	2.5%	10.9	1.4%	50%	False	False	149
10	814.0	780.3	33.7	4.2%	10.9	1.4%	46%	False	False	204
20	814.0	780.3	33.7	4.2%	10.6	1.3%	46%	False	False	144

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	1.8
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	855.9
2.618	834.5
1.618	821.4
1.000	813.3
0.618	808.3
HIGH	800.2
0.618	795.2
0.500	793.7
0.382	792.1
LOW	787.1
0.618	779.0
1.000	774.0
1.618	765.9
2.618	752.8
4.250	731.4

Fisher Pivots for day following 23-Jan-2007
Pivot	1 day	3 day
R1	795.1	794.9
PP	794.4	794.0
S1	793.7	793.1

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