CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 13-Apr-2007
Day Change Summary
Previous Current
12-Apr-2007 13-Apr-2007 Change Change % Previous Week
Open 817.8 827.9 10.1 1.2% 824.4
High 827.5 832.2 4.7 0.6% 832.2
Low 814.9 823.5 8.6 1.1% 814.9
Close 826.1 831.5 5.4 0.7% 831.5
Range 12.6 8.7 -3.9 -31.0% 17.3
ATR 8.7 8.7 0.0 0.0% 0.0
Volume 53 31 -22 -41.5% 347
Daily Pivots for day following 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 855.2 852.0 836.3
R3 846.5 843.3 833.9
R2 837.8 837.8 833.1
R1 834.6 834.6 832.3 836.2
PP 829.1 829.1 829.1 829.9
S1 825.9 825.9 830.7 827.5
S2 820.4 820.4 829.9
S3 811.7 817.2 829.1
S4 803.0 808.5 826.7
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 878.1 872.1 841.0
R3 860.8 854.8 836.3
R2 843.5 843.5 834.7
R1 837.5 837.5 833.1 840.5
PP 826.2 826.2 826.2 827.7
S1 820.2 820.2 829.9 823.2
S2 808.9 808.9 828.3
S3 791.6 802.9 826.7
S4 774.3 785.6 822.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 832.2 814.9 17.3 2.1% 8.7 1.0% 96% True False 69
10 832.2 810.7 21.5 2.6% 6.5 0.8% 97% True False 72
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 869.2
2.618 855.0
1.618 846.3
1.000 840.9
0.618 837.6
HIGH 832.2
0.618 828.9
0.500 827.9
0.382 826.8
LOW 823.5
0.618 818.1
1.000 814.8
1.618 809.4
2.618 800.7
4.250 786.5
Fisher Pivots for day following 13-Apr-2007
Pivot 1 day 3 day
R1 830.3 828.9
PP 829.1 826.2
S1 827.9 823.6

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

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