CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 09-May-2007
Day Change Summary
Previous Current
08-May-2007 09-May-2007 Change Change % Previous Week
Open 839.3 837.6 -1.7 -0.2% 843.2
High 841.8 848.4 6.6 0.8% 844.6
Low 831.8 835.7 3.9 0.5% 818.2
Close 838.9 842.5 3.6 0.4% 844.6
Range 10.0 12.7 2.7 27.0% 26.4
ATR 9.3 9.5 0.2 2.7% 0.0
Volume 31 116 85 274.2% 1,858
Daily Pivots for day following 09-May-2007
Classic Woodie Camarilla DeMark
R4 880.3 874.1 849.5
R3 867.6 861.4 846.0
R2 854.9 854.9 844.8
R1 848.7 848.7 843.7 851.8
PP 842.2 842.2 842.2 843.8
S1 836.0 836.0 841.3 839.1
S2 829.5 829.5 840.2
S3 816.8 823.3 839.0
S4 804.1 810.6 835.5
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
5 848.4 831.8 16.6 2.0% 7.9 0.9% 64% True False 174
10 848.4 818.2 30.2 3.6% 10.2 1.2% 80% True False 234
20 848.4 814.9 33.5 4.0% 9.6 1.1% 82% True False 166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 902.4
2.618 881.6
1.618 868.9
1.000 861.1
0.618 856.2
HIGH 848.4
0.618 843.5
0.500 842.1
0.382 840.6
LOW 835.7
0.618 827.9
1.000 823.0
1.618 815.2
2.618 802.5
4.250 781.7
Fisher Pivots for day following 09-May-2007
Pivot 1 day 3 day
R1 842.4 841.7
PP 842.2 840.9
S1 842.1 840.1

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

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