CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 24-Jan-2007
Day Change Summary
Previous Current
23-Jan-2007 24-Jan-2007 Change Change % Previous Week
Open 787.8 796.4 8.6 1.1% 809.0
High 800.2 805.5 5.3 0.7% 814.0
Low 787.1 796.3 9.2 1.2% 785.9
Close 795.8 805.1 9.3 1.2% 795.0
Range 13.1 9.2 -3.9 -29.8% 28.1
ATR 10.6 10.5 -0.1 -0.6% 0.0
Volume 150 147 -3 -2.0% 542
Daily Pivots for day following 24-Jan-2007
Classic Woodie Camarilla DeMark
R4 829.9 826.7 810.2
R3 820.7 817.5 807.6
R2 811.5 811.5 806.8
R1 808.3 808.3 805.9 809.9
PP 802.3 802.3 802.3 803.1
S1 799.1 799.1 804.3 800.7
S2 793.1 793.1 803.4
S3 783.9 789.9 802.6
S4 774.7 780.7 800.0
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
5 805.5 785.9 19.6 2.4% 11.5 1.4% 98% True False 145
10 814.0 783.9 30.1 3.7% 10.7 1.3% 70% False False 177
20 814.0 780.3 33.7 4.2% 10.6 1.3% 74% False False 149
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 844.6
2.618 829.6
1.618 820.4
1.000 814.7
0.618 811.2
HIGH 805.5
0.618 802.0
0.500 800.9
0.382 799.8
LOW 796.3
0.618 790.6
1.000 787.1
1.618 781.4
2.618 772.2
4.250 757.2
Fisher Pivots for day following 24-Jan-2007
Pivot 1 day 3 day
R1 803.7 802.0
PP 802.3 799.0
S1 800.9 795.9

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

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