CME eMini Russell 2000 Future December 2007


Show Legacy Chart
Trading Metrics calculated at close of trading on 11-Jul-2007
Day Change Summary
Previous Current
10-Jul-2007 11-Jul-2007 Change Change % Previous Week
Open 863.0 851.8 -11.2 -1.3% 850.0
High 866.7 855.3 -11.4 -1.3% 866.6
Low 849.9 845.8 -4.1 -0.5% 847.3
Close 851.1 855.8 4.7 0.6% 866.1
Range 16.8 9.5 -7.3 -43.5% 19.3
ATR 10.8 10.7 -0.1 -0.9% 0.0
Volume 159 289 130 81.8% 801
Daily Pivots for day following 11-Jul-2007
Classic Woodie Camarilla DeMark
R4 880.8 877.8 861.0
R3 871.3 868.3 858.4
R2 861.8 861.8 857.5
R1 858.8 858.8 856.7 860.3
PP 852.3 852.3 852.3 853.1
S1 849.3 849.3 854.9 850.8
S2 842.8 842.8 854.1
S3 833.3 839.8 853.2
S4 823.8 830.3 850.6
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 917.9 911.3 876.7
R3 898.6 892.0 871.4
R2 879.3 879.3 869.6
R1 872.7 872.7 867.9 876.0
PP 860.0 860.0 860.0 861.7
S1 853.4 853.4 864.3 856.7
S2 840.7 840.7 862.6
S3 821.4 834.1 860.8
S4 802.1 814.8 855.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 867.7 845.8 21.9 2.6% 9.6 1.1% 46% False True 222
10 867.7 843.1 24.6 2.9% 8.8 1.0% 52% False False 205
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 895.7
2.618 880.2
1.618 870.7
1.000 864.8
0.618 861.2
HIGH 855.3
0.618 851.7
0.500 850.6
0.382 849.4
LOW 845.8
0.618 839.9
1.000 836.3
1.618 830.4
2.618 820.9
4.250 805.4
Fisher Pivots for day following 11-Jul-2007
Pivot 1 day 3 day
R1 854.1 856.8
PP 852.3 856.4
S1 850.6 856.1

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

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