CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 13-Sep-2007
Day Change Summary
Previous Current
12-Sep-2007 13-Sep-2007 Change Change % Previous Week
Open 782.9 778.1 -4.8 -0.6% 793.6
High 784.8 788.2 3.4 0.4% 807.4
Low 776.7 774.4 -2.3 -0.3% 773.0
Close 778.3 779.6 1.3 0.2% 780.3
Range 8.1 13.8 5.7 70.4% 34.4
ATR 18.4 18.1 -0.3 -1.8% 0.0
Volume 218,562 257,101 38,539 17.6% 770,391
Daily Pivots for day following 13-Sep-2007
Classic Woodie Camarilla DeMark
R4 822.1 814.7 787.2
R3 808.3 800.9 783.4
R2 794.5 794.5 782.1
R1 787.1 787.1 780.9 790.8
PP 780.7 780.7 780.7 782.6
S1 773.3 773.3 778.3 777.0
S2 766.9 766.9 777.1
S3 753.1 759.5 775.8
S4 739.3 745.7 772.0
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
5 794.4 759.1 35.3 4.5% 16.4 2.1% 58% False False 244,299
10 807.4 759.1 48.3 6.2% 15.5 2.0% 42% False False 223,684
20 809.5 737.7 71.8 9.2% 18.5 2.4% 58% False False 262,108
40 858.8 737.7 121.1 15.5% 21.0 2.7% 35% False False 311,716
60 862.2 737.7 124.5 16.0% 18.1 2.3% 34% False False 277,555
80 865.8 737.7 128.1 16.4% 16.7 2.1% 33% False False 238,176
100 865.8 737.7 128.1 16.4% 15.5 2.0% 33% False False 190,738
120 865.8 737.7 128.1 16.4% 14.2 1.8% 33% False False 158,964
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 846.9
2.618 824.3
1.618 810.5
1.000 802.0
0.618 796.7
HIGH 788.2
0.618 782.9
0.500 781.3
0.382 779.7
LOW 774.4
0.618 765.9
1.000 760.6
1.618 752.1
2.618 738.3
4.250 715.8
Fisher Pivots for day following 13-Sep-2007
Pivot 1 day 3 day
R1 781.3 779.3
PP 780.7 778.9
S1 780.2 778.6

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

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