CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 15-Jun-2007
Day Change Summary
Previous Current
14-Jun-2007 15-Jun-2007 Change Change % Previous Week
Open 831.1 838.2 7.1 0.9% 834.0
High 841.8 853.5 11.7 1.4% 853.5
Low 830.9 838.1 7.2 0.9% 817.8
Close 838.5 853.5 15.0 1.8% 853.5
Range 10.9 15.4 4.5 40.8% 35.7
ATR 12.6 12.8 0.2 1.5% 0.0
Volume 101,416 39,964 -61,452 -60.6% 524,315
Daily Pivots for day following 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 894.4 889.3 861.9
R3 879.0 873.9 857.7
R2 863.7 863.7 856.3
R1 858.6 858.6 854.9 861.1
PP 848.3 848.3 848.3 849.6
S1 843.2 843.2 852.0 845.8
S2 833.0 833.0 850.6
S3 817.6 827.9 849.2
S4 802.3 812.5 845.0
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 948.5 936.6 873.1
R3 912.9 901.0 863.3
R2 877.2 877.2 860.0
R1 865.3 865.3 856.7 871.3
PP 841.6 841.6 841.6 844.5
S1 829.7 829.7 850.2 835.6
S2 805.9 805.9 846.9
S3 770.3 794.0 843.6
S4 734.6 758.4 833.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 853.5 817.8 35.7 4.2% 13.6 1.6% 100% True False 104,863
10 856.0 817.5 38.5 4.5% 14.1 1.7% 93% False False 169,973
20 858.1 813.5 44.6 5.2% 13.1 1.5% 90% False False 185,807
40 858.1 810.3 47.8 5.6% 12.0 1.4% 90% False False 187,571
60 858.1 796.8 61.3 7.2% 10.9 1.3% 92% False False 174,112
80 858.1 762.4 95.7 11.2% 12.1 1.4% 95% False False 161,164
100 858.1 762.4 95.7 11.2% 11.3 1.3% 95% False False 129,008
120 858.1 762.4 95.7 11.2% 11.2 1.3% 95% False False 107,533
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 918.7
2.618 893.6
1.618 878.3
1.000 868.8
0.618 862.9
HIGH 853.5
0.618 847.6
0.500 845.8
0.382 844.0
LOW 838.1
0.618 828.6
1.000 822.8
1.618 813.3
2.618 797.9
4.250 772.9
Fisher Pivots for day following 15-Jun-2007
Pivot 1 day 3 day
R1 850.9 847.5
PP 848.3 841.6
S1 845.8 835.6

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

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