CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 03-Apr-2007

Day Change Summary
	Previous	Current
	02-Apr-2007	03-Apr-2007	Change	Change %	Previous Week
Open	814.5	819.9	5.4	0.7%	824.0
High	816.5	826.4	9.9	1.2%	824.6
Low	810.7	819.9	9.2	1.1%	804.2
Close	815.6	824.3	8.7	1.1%	815.0
Range	5.8	6.5	0.7	12.1%	20.4
ATR
Volume	103	89	-14	-13.6%	448

Daily Pivots for day following 03-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	843.0	840.2	827.9
R3	836.5	833.7	826.1
R2	830.0	830.0	825.5
R1	827.2	827.2	824.9	828.6
PP	823.5	823.5	823.5	824.3
S1	820.7	820.7	823.7	822.1
S2	817.0	817.0	823.1
S3	810.5	814.2	822.5
S4	804.0	807.7	820.7

Weekly Pivots for week ending 30-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	875.8	865.8	826.2
R3	855.4	845.4	820.6
R2	835.0	835.0	818.7
R1	825.0	825.0	816.9	819.8
PP	814.6	814.6	814.6	812.0
S1	804.6	804.6	813.1	799.4
S2	794.2	794.2	811.3
S3	773.8	784.2	809.4
S4	753.4	763.8	803.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	826.4	804.2	22.2	2.7%	9.0	1.1%	91%	True	False	112
10	826.4	804.2	22.2	2.7%	8.9	1.1%	91%	True	False	125

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	1.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	854.0
2.618	843.4
1.618	836.9
1.000	832.9
0.618	830.4
HIGH	826.4
0.618	823.9
0.500	823.2
0.382	822.4
LOW	819.9
0.618	815.9
1.000	813.4
1.618	809.4
2.618	802.9
4.250	792.3

Fisher Pivots for day following 03-Apr-2007
Pivot	1 day	3 day
R1	823.9	821.7
PP	823.5	819.1
S1	823.2	816.5

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