CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 06-Sep-2007
Day Change Summary
Previous Current
05-Sep-2007 06-Sep-2007 Change Change % Previous Week
Open 801.0 794.3 -6.7 -0.8% 802.1
High 801.0 797.2 -3.8 -0.5% 802.1
Low 788.1 785.7 -2.4 -0.3% 768.1
Close 794.7 793.6 -1.1 -0.1% 794.8
Range 12.9 11.5 -1.4 -10.9% 34.0
ATR 19.6 19.0 -0.6 -3.0% 0.0
Volume 177,275 225,100 47,825 27.0% 993,186
Daily Pivots for day following 06-Sep-2007
Classic Woodie Camarilla DeMark
R4 826.7 821.6 799.9
R3 815.2 810.1 796.8
R2 803.7 803.7 795.7
R1 798.6 798.6 794.7 795.4
PP 792.2 792.2 792.2 790.6
S1 787.1 787.1 792.5 783.9
S2 780.7 780.7 791.5
S3 769.2 775.6 790.4
S4 757.7 764.1 787.3
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
5 807.4 779.0 28.4 3.6% 14.6 1.8% 51% False False 203,069
10 809.5 768.1 41.4 5.2% 16.5 2.1% 62% False False 202,150
20 809.5 737.7 71.8 9.0% 20.9 2.6% 78% False False 300,530
40 862.2 737.7 124.5 15.7% 20.3 2.6% 45% False False 304,894
60 862.2 737.7 124.5 15.7% 17.8 2.2% 45% False False 280,173
80 865.8 737.7 128.1 16.1% 16.4 2.1% 44% False False 223,110
100 865.8 737.7 128.1 16.1% 15.1 1.9% 44% False False 178,530
120 865.8 737.7 128.1 16.1% 13.9 1.8% 44% False False 148,791
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 846.1
2.618 827.3
1.618 815.8
1.000 808.7
0.618 804.3
HIGH 797.2
0.618 792.8
0.500 791.5
0.382 790.1
LOW 785.7
0.618 778.6
1.000 774.2
1.618 767.1
2.618 755.6
4.250 736.8
Fisher Pivots for day following 06-Sep-2007
Pivot 1 day 3 day
R1 792.9 796.6
PP 792.2 795.6
S1 791.5 794.6

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

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