CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 12-Jul-2007

Day Change Summary
	Previous	Current
	11-Jul-2007	12-Jul-2007	Change	Change %	Previous Week
Open	851.8	859.9	8.1	1.0%	850.0
High	855.3	868.4	13.1	1.5%	866.6
Low	845.8	854.4	8.6	1.0%	847.3
Close	855.8	865.6	9.8	1.1%	866.1
Range	9.5	14.0	4.5	47.4%	19.3
ATR	10.7	11.0	0.2	2.2%	0.0
Volume	289	317	28	9.7%	801

Daily Pivots for day following 12-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	904.8	899.2	873.3
R3	890.8	885.2	869.5
R2	876.8	876.8	868.2
R1	871.2	871.2	866.9	874.0
PP	862.8	862.8	862.8	864.2
S1	857.2	857.2	864.3	860.0
S2	848.8	848.8	863.0
S3	834.8	843.2	861.8
S4	820.8	829.2	857.9

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	868.4	845.8	22.6	2.6%	10.9	1.3%	88%	True	False	267
10	868.4	843.1	25.3	2.9%	9.4	1.1%	89%	True	False	221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	927.9
2.618	905.1
1.618	891.1
1.000	882.4
0.618	877.1
HIGH	868.4
0.618	863.1
0.500	861.4
0.382	859.7
LOW	854.4
0.618	845.7
1.000	840.4
1.618	831.7
2.618	817.7
4.250	794.9

Fisher Pivots for day following 12-Jul-2007
Pivot	1 day	3 day
R1	864.2	862.8
PP	862.8	859.9
S1	861.4	857.1

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols