CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 07-Jun-2007
Day Change Summary
Previous Current
06-Jun-2007 07-Jun-2007 Change Change % Previous Week
Open 858.9 849.1 -9.8 -1.1% 838.9
High 859.0 852.8 -6.2 -0.7% 865.8
Low 844.8 830.7 -14.1 -1.7% 838.4
Close 848.3 831.0 -17.3 -2.0% 861.8
Range 14.2 22.1 7.9 55.6% 27.4
ATR 10.8 11.7 0.8 7.4% 0.0
Volume 31,675 41,193 9,518 30.0% 3,956
Daily Pivots for day following 07-Jun-2007
Classic Woodie Camarilla DeMark
R4 904.5 889.8 843.2
R3 882.4 867.7 837.1
R2 860.3 860.3 835.1
R1 845.6 845.6 833.0 841.9
PP 838.2 838.2 838.2 836.3
S1 823.5 823.5 829.0 819.8
S2 816.1 816.1 826.9
S3 794.0 801.4 824.9
S4 771.9 779.3 818.8
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 937.5 927.1 876.9
R3 910.1 899.7 869.3
R2 882.7 882.7 866.8
R1 872.3 872.3 864.3 877.5
PP 855.3 855.3 855.3 858.0
S1 844.9 844.9 859.3 850.1
S2 827.9 827.9 856.8
S3 800.5 817.5 854.3
S4 773.1 790.1 846.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 865.8 830.7 35.1 4.2% 13.0 1.6% 1% False True 17,668
10 865.8 829.7 36.1 4.3% 12.1 1.5% 4% False False 9,259
20 865.8 819.5 46.3 5.6% 12.0 1.4% 25% False False 5,576
40 865.8 814.9 50.9 6.1% 10.8 1.3% 32% False False 2,871
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 58 trading days
Fibonacci Retracements and Extensions
4.250 946.7
2.618 910.7
1.618 888.6
1.000 874.9
0.618 866.5
HIGH 852.8
0.618 844.4
0.500 841.8
0.382 839.1
LOW 830.7
0.618 817.0
1.000 808.6
1.618 794.9
2.618 772.8
4.250 736.8
Fisher Pivots for day following 07-Jun-2007
Pivot 1 day 3 day
R1 841.8 847.2
PP 838.2 841.8
S1 834.6 836.4

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

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