CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 24-May-2007
Day Change Summary
Previous Current
23-May-2007 24-May-2007 Change Change % Previous Week
Open 840.4 837.4 -3.0 -0.4% 831.6
High 848.1 842.3 -5.8 -0.7% 834.6
Low 836.6 822.0 -14.6 -1.7% 811.8
Close 837.9 826.2 -11.7 -1.4% 824.8
Range 11.5 20.3 8.8 76.5% 22.8
ATR 11.3 12.0 0.6 5.7% 0.0
Volume 196,922 191,827 -5,095 -2.6% 1,106,174
Daily Pivots for day following 24-May-2007
Classic Woodie Camarilla DeMark
R4 891.1 878.9 837.4
R3 870.8 858.6 831.8
R2 850.5 850.5 829.9
R1 838.3 838.3 828.1 834.3
PP 830.2 830.2 830.2 828.1
S1 818.0 818.0 824.3 814.0
S2 809.9 809.9 822.5
S3 789.6 797.7 820.6
S4 769.3 777.4 815.0
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 892.1 881.3 837.3
R3 869.3 858.5 831.1
R2 846.5 846.5 829.0
R1 835.7 835.7 826.9 829.7
PP 823.7 823.7 823.7 820.8
S1 812.9 812.9 822.7 806.9
S2 800.9 800.9 820.6
S3 778.1 790.1 818.5
S4 755.3 767.3 812.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 848.1 813.5 34.6 4.2% 14.5 1.8% 37% False False 199,824
10 848.1 811.8 36.3 4.4% 13.0 1.6% 40% False False 216,339
20 848.1 810.3 37.8 4.6% 12.1 1.5% 42% False False 193,621
40 848.1 799.1 49.0 5.9% 10.4 1.3% 55% False False 173,730
60 848.1 762.4 85.7 10.4% 11.4 1.4% 74% False False 169,477
80 848.1 762.4 85.7 10.4% 11.1 1.3% 74% False False 127,285
100 848.1 762.4 85.7 10.4% 11.1 1.3% 74% False False 101,868
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 928.6
2.618 895.4
1.618 875.1
1.000 862.6
0.618 854.8
HIGH 842.3
0.618 834.5
0.500 832.2
0.382 829.8
LOW 822.0
0.618 809.5
1.000 801.7
1.618 789.2
2.618 768.9
4.250 735.7
Fisher Pivots for day following 24-May-2007
Pivot 1 day 3 day
R1 832.2 835.1
PP 830.2 832.1
S1 828.2 829.2

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

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