CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 05-Sep-2007
Day Change Summary
Previous Current
04-Sep-2007 05-Sep-2007 Change Change % Previous Week
Open 793.6 801.0 7.4 0.9% 802.1
High 807.4 801.0 -6.4 -0.8% 802.1
Low 788.2 788.1 -0.1 0.0% 768.1
Close 801.2 794.7 -6.5 -0.8% 794.8
Range 19.2 12.9 -6.3 -32.8% 34.0
ATR 20.1 19.6 -0.5 -2.5% 0.0
Volume 175,232 177,275 2,043 1.2% 993,186
Daily Pivots for day following 05-Sep-2007
Classic Woodie Camarilla DeMark
R4 833.3 826.9 801.8
R3 820.4 814.0 798.2
R2 807.5 807.5 797.1
R1 801.1 801.1 795.9 797.9
PP 794.6 794.6 794.6 793.0
S1 788.2 788.2 793.5 785.0
S2 781.7 781.7 792.3
S3 768.8 775.3 791.2
S4 755.9 762.4 787.6
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 890.3 876.6 813.5
R3 856.3 842.6 804.2
R2 822.3 822.3 801.0
R1 808.6 808.6 797.9 798.5
PP 788.3 788.3 788.3 783.3
S1 774.6 774.6 791.7 764.5
S2 754.3 754.3 788.6
S3 720.3 740.6 785.5
S4 686.3 706.6 776.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 807.4 768.7 38.7 4.9% 16.5 2.1% 67% False False 203,014
10 809.5 768.1 41.4 5.2% 16.5 2.1% 64% False False 204,580
20 809.5 737.7 71.8 9.0% 21.9 2.8% 79% False False 306,945
40 862.2 737.7 124.5 15.7% 20.3 2.6% 46% False False 305,920
60 862.2 737.7 124.5 15.7% 17.8 2.2% 46% False False 281,048
80 865.8 737.7 128.1 16.1% 16.4 2.1% 44% False False 220,301
100 865.8 737.7 128.1 16.1% 15.1 1.9% 44% False False 176,279
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 False
Stretch 2.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 855.8
2.618 834.8
1.618 821.9
1.000 813.9
0.618 809.0
HIGH 801.0
0.618 796.1
0.500 794.6
0.382 793.0
LOW 788.1
0.618 780.1
1.000 775.2
1.618 767.2
2.618 754.3
4.250 733.3
Fisher Pivots for day following 05-Sep-2007
Pivot 1 day 3 day
R1 794.7 795.8
PP 794.6 795.4
S1 794.6 795.1

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

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