CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 23-Apr-2007
Day Change Summary
Previous Current
20-Apr-2007 23-Apr-2007 Change Change % Previous Week
Open 832.0 840.3 8.3 1.0% 832.4
High 841.6 842.9 1.3 0.2% 845.4
Low 832.0 836.9 4.9 0.6% 826.1
Close 841.3 839.9 -1.4 -0.2% 841.3
Range 9.6 6.0 -3.6 -37.5% 19.3
ATR 8.9 8.7 -0.2 -2.3% 0.0
Volume 128 189 61 47.7% 552
Daily Pivots for day following 23-Apr-2007
Classic Woodie Camarilla DeMark
R4 857.9 854.9 843.2
R3 851.9 848.9 841.6
R2 845.9 845.9 841.0
R1 842.9 842.9 840.5 841.4
PP 839.9 839.9 839.9 839.2
S1 836.9 836.9 839.4 835.4
S2 833.9 833.9 838.8
S3 827.9 830.9 838.3
S4 821.9 824.9 836.6
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 895.5 887.7 851.9
R3 876.2 868.4 846.6
R2 856.9 856.9 844.8
R1 849.1 849.1 843.1 853.0
PP 837.6 837.6 837.6 839.6
S1 829.8 829.8 839.5 833.7
S2 818.3 818.3 837.8
S3 799.0 810.5 836.0
S4 779.7 791.2 830.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 845.4 826.1 19.3 2.3% 7.6 0.9% 72% False False 135
10 845.4 814.9 30.5 3.6% 8.9 1.1% 82% False False 108
20 845.4 804.2 41.2 4.9% 7.7 0.9% 87% False False 92
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 2.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 868.4
2.618 858.6
1.618 852.6
1.000 848.9
0.618 846.6
HIGH 842.9
0.618 840.6
0.500 839.9
0.382 839.2
LOW 836.9
0.618 833.2
1.000 830.9
1.618 827.2
2.618 821.2
4.250 811.4
Fisher Pivots for day following 23-Apr-2007
Pivot 1 day 3 day
R1 839.9 838.1
PP 839.9 836.3
S1 839.9 834.5

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

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