CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 04-May-2007
Day Change Summary
Previous Current
03-May-2007 04-May-2007 Change Change % Previous Week
Open 838.7 842.1 3.4 0.4% 843.2
High 842.2 844.6 2.4 0.3% 844.6
Low 836.6 838.2 1.6 0.2% 818.2
Close 839.4 844.6 5.2 0.6% 844.6
Range 5.6 6.4 0.8 14.3% 26.4
ATR 9.7 9.5 -0.2 -2.4% 0.0
Volume 366 239 -127 -34.7% 1,858
Daily Pivots for day following 04-May-2007
Classic Woodie Camarilla DeMark
R4 861.7 859.5 848.1
R3 855.3 853.1 846.4
R2 848.9 848.9 845.8
R1 846.7 846.7 845.2 847.8
PP 842.5 842.5 842.5 843.0
S1 840.3 840.3 844.0 841.4
S2 836.1 836.1 843.4
S3 829.7 833.9 842.8
S4 823.3 827.5 841.1
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 915.0 906.2 859.1
R3 888.6 879.8 851.9
R2 862.2 862.2 849.4
R1 853.4 853.4 847.0 857.8
PP 835.8 835.8 835.8 838.0
S1 827.0 827.0 842.2 831.4
S2 809.4 809.4 839.8
S3 783.0 800.6 837.3
S4 756.6 774.2 830.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 844.6 818.2 26.4 3.1% 11.4 1.4% 100% True False 371
10 847.3 818.2 29.1 3.4% 10.0 1.2% 91% False False 241
20 847.3 814.9 32.4 3.8% 9.4 1.1% 92% False False 165
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
4.250 871.8
2.618 861.4
1.618 855.0
1.000 851.0
0.618 848.6
HIGH 844.6
0.618 842.2
0.500 841.4
0.382 840.6
LOW 838.2
0.618 834.2
1.000 831.8
1.618 827.8
2.618 821.4
4.250 811.0
Fisher Pivots for day following 04-May-2007
Pivot 1 day 3 day
R1 843.5 841.5
PP 842.5 838.4
S1 841.4 835.4

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

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