CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 30-Jan-2007

Day Change Summary
	Previous	Current
	29-Jan-2007	30-Jan-2007	Change	Change %	Previous Week
Open	796.4	804.2	7.8	1.0%	797.9
High	806.1	809.3	3.2	0.4%	806.7
Low	795.1	801.9	6.8	0.9%	786.3
Close	803.9	808.7	4.8	0.6%	796.8
Range	11.0	7.4	-3.6	-32.7%	20.4
ATR	10.8	10.6	-0.2	-2.3%	0.0
Volume	285	193	-92	-32.3%	648

Daily Pivots for day following 30-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	828.8	826.2	812.8
R3	821.4	818.8	810.7
R2	814.0	814.0	810.1
R1	811.4	811.4	809.4	812.7
PP	806.6	806.6	806.6	807.3
S1	804.0	804.0	808.0	805.3
S2	799.2	799.2	807.3
S3	791.8	796.6	806.7
S4	784.4	789.2	804.6

Weekly Pivots for week ending 26-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	857.8	847.7	808.0
R3	837.4	827.3	802.4
R2	817.0	817.0	800.5
R1	806.9	806.9	798.7	801.8
PP	796.6	796.6	796.6	794.0
S1	786.5	786.5	794.9	781.4
S2	776.2	776.2	793.1
S3	755.8	766.1	791.2
S4	735.4	745.7	785.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	809.3	788.3	21.0	2.6%	10.7	1.3%	97%	True	False	175
10	809.3	785.9	23.4	2.9%	10.8	1.3%	97%	True	False	162
20	814.0	780.3	33.7	4.2%	11.5	1.4%	84%	False	False	181

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.4
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	840.8
2.618	828.7
1.618	821.3
1.000	816.7
0.618	813.9
HIGH	809.3
0.618	806.5
0.500	805.6
0.382	804.7
LOW	801.9
0.618	797.3
1.000	794.5
1.618	789.9
2.618	782.5
4.250	770.5

Fisher Pivots for day following 30-Jan-2007
Pivot	1 day	3 day
R1	807.7	805.4
PP	806.6	802.1
S1	805.6	798.8

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