CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 12-Mar-2007

Day Change Summary
	Previous	Current
	09-Mar-2007	12-Mar-2007	Change	Change %	Previous Week
Open	790.7	794.2	3.5	0.4%	778.9
High	796.3	797.4	1.1	0.1%	796.3
Low	786.5	789.8	3.3	0.4%	762.4
Close	794.2	796.2	2.0	0.3%	794.2
Range	9.8	7.6	-2.2	-22.4%	33.9
ATR	13.5	13.1	-0.4	-3.1%	0.0
Volume	245,765	235,983	-9,782	-4.0%	323,083

Daily Pivots for day following 12-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	817.3	814.3	800.4
R3	809.7	806.7	798.3
R2	802.1	802.1	797.6
R1	799.1	799.1	796.9	800.6
PP	794.5	794.5	794.5	795.2
S1	791.5	791.5	795.5	793.0
S2	786.9	786.9	794.8
S3	779.3	783.9	794.1
S4	771.7	776.3	792.0

Weekly Pivots for week ending 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	886.0	874.0	812.8
R3	852.1	840.1	803.5
R2	818.2	818.2	800.4
R1	806.2	806.2	797.3	812.2
PP	784.3	784.3	784.3	787.3
S1	772.3	772.3	791.1	778.3
S2	750.4	750.4	788.0
S3	716.5	738.4	784.9
S4	682.6	704.5	775.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	797.4	762.4	35.0	4.4%	13.6	1.7%	97%	True	False	111,030
10	829.5	762.4	67.1	8.4%	18.2	2.3%	50%	False	False	56,732
20	838.9	762.4	76.5	9.6%	13.0	1.6%	44%	False	False	28,646
40	838.9	762.4	76.5	9.6%	11.4	1.4%	44%	False	False	14,444

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	3.2
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	829.7
2.618	817.3
1.618	809.7
1.000	805.0
0.618	802.1
HIGH	797.4
0.618	794.5
0.500	793.6
0.382	792.7
LOW	789.8
0.618	785.1
1.000	782.2
1.618	777.5
2.618	769.9
4.250	757.5

Fisher Pivots for day following 12-Mar-2007
Pivot	1 day	3 day
R1	795.3	793.6
PP	794.5	790.9
S1	793.6	788.3

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