CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 07-May-2007
Day Change Summary
Previous Current
04-May-2007 07-May-2007 Change Change % Previous Week
Open 842.1 844.8 2.7 0.3% 843.2
High 844.6 846.4 1.8 0.2% 844.6
Low 838.2 841.4 3.2 0.4% 818.2
Close 844.6 842.3 -2.3 -0.3% 844.6
Range 6.4 5.0 -1.4 -21.9% 26.4
ATR 9.5 9.2 -0.3 -3.4% 0.0
Volume 239 120 -119 -49.8% 1,858
Daily Pivots for day following 07-May-2007
Classic Woodie Camarilla DeMark
R4 858.4 855.3 845.1
R3 853.4 850.3 843.7
R2 848.4 848.4 843.2
R1 845.3 845.3 842.8 844.4
PP 843.4 843.4 843.4 842.9
S1 840.3 840.3 841.8 839.4
S2 838.4 838.4 841.4
S3 833.4 835.3 840.9
S4 828.4 830.3 839.6
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
5 846.4 818.2 28.2 3.3% 8.4 1.0% 85% True False 346
10 847.3 818.2 29.1 3.5% 9.9 1.2% 83% False False 234
20 847.3 814.9 32.4 3.8% 9.4 1.1% 85% False False 171
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 2.1
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 867.7
2.618 859.5
1.618 854.5
1.000 851.4
0.618 849.5
HIGH 846.4
0.618 844.5
0.500 843.9
0.382 843.3
LOW 841.4
0.618 838.3
1.000 836.4
1.618 833.3
2.618 828.3
4.250 820.2
Fisher Pivots for day following 07-May-2007
Pivot 1 day 3 day
R1 843.9 842.0
PP 843.4 841.8
S1 842.8 841.5

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

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