CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 10-Sep-2007
Day Change Summary
Previous Current
07-Sep-2007 10-Sep-2007 Change Change % Previous Week
Open 793.4 779.9 -13.5 -1.7% 793.6
High 794.4 782.7 -11.7 -1.5% 807.4
Low 773.0 759.1 -13.9 -1.8% 773.0
Close 780.3 770.3 -10.0 -1.3% 780.3
Range 21.4 23.6 2.2 10.3% 34.4
ATR 19.2 19.5 0.3 1.6% 0.0
Volume 192,784 266,895 74,111 38.4% 770,391
Daily Pivots for day following 10-Sep-2007
Classic Woodie Camarilla DeMark
R4 841.5 829.5 783.3
R3 817.9 805.9 776.8
R2 794.3 794.3 774.6
R1 782.3 782.3 772.5 776.5
PP 770.7 770.7 770.7 767.8
S1 758.7 758.7 768.1 752.9
S2 747.1 747.1 766.0
S3 723.5 735.1 763.8
S4 699.9 711.5 757.3
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 890.1 869.6 799.2
R3 855.7 835.2 789.8
R2 821.3 821.3 786.6
R1 800.8 800.8 783.5 793.9
PP 786.9 786.9 786.9 783.4
S1 766.4 766.4 777.1 759.5
S2 752.5 752.5 774.0
S3 718.1 732.0 770.8
S4 683.7 697.6 761.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 807.4 759.1 48.3 6.3% 17.7 2.3% 23% False True 207,457
10 807.4 759.1 48.3 6.3% 17.4 2.3% 23% False True 203,047
20 809.5 737.7 71.8 9.3% 20.3 2.6% 45% False False 278,114
40 861.5 737.7 123.8 16.1% 20.9 2.7% 26% False False 305,823
60 862.2 737.7 124.5 16.2% 18.0 2.3% 26% False False 275,707
80 865.8 737.7 128.1 16.6% 16.7 2.2% 25% False False 228,669
100 865.8 737.7 128.1 16.6% 15.4 2.0% 25% False False 183,123
120 865.8 737.7 128.1 16.6% 14.1 1.8% 25% False False 152,618
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 1.8
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 883.0
2.618 844.5
1.618 820.9
1.000 806.3
0.618 797.3
HIGH 782.7
0.618 773.7
0.500 770.9
0.382 768.1
LOW 759.1
0.618 744.5
1.000 735.5
1.618 720.9
2.618 697.3
4.250 658.8
Fisher Pivots for day following 10-Sep-2007
Pivot 1 day 3 day
R1 770.9 778.2
PP 770.7 775.5
S1 770.5 772.9

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

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