CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 20-Aug-2007
Day Change Summary
Previous Current
17-Aug-2007 20-Aug-2007 Change Change % Previous Week
Open 774.3 789.9 15.6 2.0% 788.1
High 806.2 796.0 -10.2 -1.3% 806.2
Low 761.0 780.1 19.1 2.5% 737.7
Close 789.9 789.7 -0.2 0.0% 789.9
Range 45.2 15.9 -29.3 -64.8% 68.5
ATR 24.5 23.9 -0.6 -2.5% 0.0
Volume 644,255 463,302 -180,953 -28.1% 2,103,038
Daily Pivots for day following 20-Aug-2007
Classic Woodie Camarilla DeMark
R4 836.3 828.9 798.4
R3 820.4 813.0 794.1
R2 804.5 804.5 792.6
R1 797.1 797.1 791.2 792.9
PP 788.6 788.6 788.6 786.5
S1 781.2 781.2 788.2 777.0
S2 772.7 772.7 786.8
S3 756.8 765.3 785.3
S4 740.9 749.4 781.0
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 983.4 955.2 827.6
R3 914.9 886.7 808.7
R2 846.4 846.4 802.5
R1 818.2 818.2 796.2 832.3
PP 777.9 777.9 777.9 785.0
S1 749.7 749.7 783.6 763.8
S2 709.4 709.4 777.3
S3 640.9 681.2 771.1
S4 572.4 612.7 752.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 806.2 737.7 68.5 8.7% 29.6 3.8% 76% False False 415,228
10 807.2 737.7 69.5 8.8% 28.3 3.6% 75% False False 422,128
20 839.5 737.7 101.8 12.9% 26.5 3.4% 51% False False 391,656
40 862.2 737.7 124.5 15.8% 19.3 2.4% 42% False False 304,449
60 865.8 737.7 128.1 16.2% 17.0 2.2% 41% False False 254,902
80 865.8 737.7 128.1 16.2% 15.7 2.0% 41% False False 191,447
100 865.8 737.7 128.1 16.2% 14.1 1.8% 41% False False 153,176
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.4
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 863.6
2.618 837.6
1.618 821.7
1.000 811.9
0.618 805.8
HIGH 796.0
0.618 789.9
0.500 788.1
0.382 786.2
LOW 780.1
0.618 770.3
1.000 764.2
1.618 754.4
2.618 738.5
4.250 712.5
Fisher Pivots for day following 20-Aug-2007
Pivot 1 day 3 day
R1 789.2 783.8
PP 788.6 777.9
S1 788.1 772.0

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

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