CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 02-May-2007

Day Change Summary
	Previous	Current
	01-May-2007	02-May-2007	Change	Change %	Previous Week
Open	825.7	829.9	4.2	0.5%	840.3
High	828.4	841.1	12.7	1.5%	847.3
Low	818.2	826.1	7.9	1.0%	831.7
Close	828.0	838.4	10.4	1.3%	842.7
Range	10.2	15.0	4.8	47.1%	15.6
ATR	9.7	10.0	0.4	3.9%	0.0
Volume	185	823	638	344.9%	560

Daily Pivots for day following 02-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	880.2	874.3	846.7
R3	865.2	859.3	842.5
R2	850.2	850.2	841.2
R1	844.3	844.3	839.8	847.3
PP	835.2	835.2	835.2	836.7
S1	829.3	829.3	837.0	832.3
S2	820.2	820.2	835.7
S3	805.2	814.3	834.3
S4	790.2	799.3	830.2

Weekly Pivots for week ending 27-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	887.4	880.6	851.3
R3	871.8	865.0	847.0
R2	856.2	856.2	845.6
R1	849.4	849.4	844.1	852.8
PP	840.6	840.6	840.6	842.3
S1	833.8	833.8	841.3	837.2
S2	825.0	825.0	839.8
S3	809.4	818.2	838.4
S4	793.8	802.6	834.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	847.3	818.2	29.1	3.5%	12.4	1.5%	69%	False	False	294
10	847.3	818.2	29.1	3.5%	10.7	1.3%	69%	False	False	195
20	847.3	814.9	32.4	3.9%	9.0	1.1%	73%	False	False	141

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	904.9
2.618	880.4
1.618	865.4
1.000	856.1
0.618	850.4
HIGH	841.1
0.618	835.4
0.500	833.6
0.382	831.8
LOW	826.1
0.618	816.8
1.000	811.1
1.618	801.8
2.618	786.8
4.250	762.4

Fisher Pivots for day following 02-May-2007
Pivot	1 day	3 day
R1	836.8	836.0
PP	835.2	833.7
S1	833.6	831.3

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