CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 26-Apr-2007
Day Change Summary
Previous Current
25-Apr-2007 26-Apr-2007 Change Change % Previous Week
Open 838.4 843.9 5.5 0.7% 832.4
High 846.9 847.3 0.4 0.0% 845.4
Low 837.5 838.0 0.5 0.1% 826.1
Close 842.1 846.4 4.3 0.5% 841.3
Range 9.4 9.3 -0.1 -1.1% 19.3
ATR 8.8 8.9 0.0 0.4% 0.0
Volume 85 126 41 48.2% 552
Daily Pivots for day following 26-Apr-2007
Classic Woodie Camarilla DeMark
R4 871.8 868.4 851.5
R3 862.5 859.1 849.0
R2 853.2 853.2 848.1
R1 849.8 849.8 847.3 851.5
PP 843.9 843.9 843.9 844.8
S1 840.5 840.5 845.5 842.2
S2 834.6 834.6 844.7
S3 825.3 831.2 843.8
S4 816.0 821.9 841.3
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
5 847.3 831.7 15.6 1.8% 8.9 1.1% 94% True False 118
10 847.3 823.5 23.8 2.8% 8.8 1.0% 96% True False 104
20 847.3 806.5 40.8 4.8% 7.8 0.9% 98% True False 95
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
4.250 886.8
2.618 871.6
1.618 862.3
1.000 856.6
0.618 853.0
HIGH 847.3
0.618 843.7
0.500 842.7
0.382 841.6
LOW 838.0
0.618 832.3
1.000 828.7
1.618 823.0
2.618 813.7
4.250 798.5
Fisher Pivots for day following 26-Apr-2007
Pivot 1 day 3 day
R1 845.2 844.1
PP 843.9 841.8
S1 842.7 839.5

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

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