CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 13-Jun-2007
Day Change Summary
Previous Current
12-Jun-2007 13-Jun-2007 Change Change % Previous Week
Open 834.0 820.0 -14.0 -1.7% 854.0
High 834.5 834.8 0.3 0.0% 856.0
Low 819.4 817.8 -1.6 -0.2% 817.5
Close 820.1 831.2 11.1 1.4% 834.4
Range 15.1 17.0 1.9 12.6% 38.5
ATR 12.5 12.8 0.3 2.6% 0.0
Volume 114,266 146,183 31,917 27.9% 1,175,424
Daily Pivots for day following 13-Jun-2007
Classic Woodie Camarilla DeMark
R4 878.9 872.1 840.6
R3 861.9 855.1 835.9
R2 844.9 844.9 834.3
R1 838.1 838.1 832.8 841.5
PP 827.9 827.9 827.9 829.7
S1 821.1 821.1 829.6 824.5
S2 810.9 810.9 828.1
S3 793.9 804.1 826.5
S4 776.9 787.1 821.9
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 951.5 931.4 855.6
R3 913.0 892.9 845.0
R2 874.5 874.5 841.5
R1 854.4 854.4 837.9 845.2
PP 836.0 836.0 836.0 831.4
S1 815.9 815.9 830.9 806.7
S2 797.5 797.5 827.3
S3 759.0 777.4 823.8
S4 720.5 738.9 813.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 844.9 817.5 27.4 3.3% 16.5 2.0% 50% False False 183,065
10 858.1 817.5 40.6 4.9% 13.2 1.6% 34% False False 197,092
20 858.1 811.8 46.3 5.6% 12.7 1.5% 42% False False 204,855
40 858.1 810.3 47.8 5.8% 11.8 1.4% 44% False False 192,840
60 858.1 796.8 61.3 7.4% 10.9 1.3% 56% False False 177,411
80 858.1 762.4 95.7 11.5% 11.9 1.4% 72% False False 159,410
100 858.1 762.4 95.7 11.5% 11.2 1.4% 72% False False 127,598
120 858.1 762.4 95.7 11.5% 11.1 1.3% 72% False False 106,356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 907.1
2.618 879.3
1.618 862.3
1.000 851.8
0.618 845.3
HIGH 834.8
0.618 828.3
0.500 826.3
0.382 824.3
LOW 817.8
0.618 807.3
1.000 800.8
1.618 790.3
2.618 773.3
4.250 745.6
Fisher Pivots for day following 13-Jun-2007
Pivot 1 day 3 day
R1 829.6 830.1
PP 827.9 829.1
S1 826.3 828.0

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

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