CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 06-Feb-2007
Day Change Summary
Previous Current
05-Feb-2007 06-Feb-2007 Change Change % Previous Week
Open 818.8 818.0 -0.8 -0.1% 796.4
High 821.0 820.8 -0.2 0.0% 821.3
Low 815.3 814.2 -1.1 -0.1% 795.1
Close 818.7 820.4 1.7 0.2% 819.8
Range 5.7 6.6 0.9 15.8% 26.2
ATR 9.8 9.5 -0.2 -2.3% 0.0
Volume 150 86 -64 -42.7% 1,063
Daily Pivots for day following 06-Feb-2007
Classic Woodie Camarilla DeMark
R4 838.3 835.9 824.0
R3 831.7 829.3 822.2
R2 825.1 825.1 821.6
R1 822.7 822.7 821.0 823.9
PP 818.5 818.5 818.5 819.1
S1 816.1 816.1 819.8 817.3
S2 811.9 811.9 819.2
S3 805.3 809.5 818.6
S4 798.7 802.9 816.8
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 890.7 881.4 834.2
R3 864.5 855.2 827.0
R2 838.3 838.3 824.6
R1 829.0 829.0 822.2 833.7
PP 812.1 812.1 812.1 814.4
S1 802.8 802.8 817.4 807.5
S2 785.9 785.9 815.0
S3 759.7 776.6 812.6
S4 733.5 750.4 805.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 821.3 803.0 18.3 2.2% 7.4 0.9% 95% False False 164
10 821.3 788.3 33.0 4.0% 9.0 1.1% 97% False False 169
20 821.3 780.3 41.0 5.0% 10.0 1.2% 98% False False 187
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 848.9
2.618 838.1
1.618 831.5
1.000 827.4
0.618 824.9
HIGH 820.8
0.618 818.3
0.500 817.5
0.382 816.7
LOW 814.2
0.618 810.1
1.000 807.6
1.618 803.5
2.618 796.9
4.250 786.2
Fisher Pivots for day following 06-Feb-2007
Pivot 1 day 3 day
R1 819.4 819.5
PP 818.5 818.6
S1 817.5 817.8

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

View Archives - Comment on this page... - Back to Index of Symbols