CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 19-Jul-2007
Day Change Summary
Previous Current
18-Jul-2007 19-Jul-2007 Change Change % Previous Week
Open 858.5 858.2 -0.3 0.0% 867.0
High 860.1 866.0 5.9 0.7% 869.4
Low 847.6 857.1 9.5 1.1% 845.8
Close 859.7 861.8 2.1 0.2% 866.6
Range 12.5 8.9 -3.6 -28.8% 23.6
ATR 10.6 10.5 -0.1 -1.2% 0.0
Volume 168 426 258 153.6% 1,129
Daily Pivots for day following 19-Jul-2007
Classic Woodie Camarilla DeMark
R4 888.3 884.0 866.7
R3 879.4 875.1 864.2
R2 870.5 870.5 863.4
R1 866.2 866.2 862.6 868.4
PP 861.6 861.6 861.6 862.7
S1 857.3 857.3 861.0 859.5
S2 852.7 852.7 860.2
S3 843.8 848.4 859.4
S4 834.9 839.5 856.9
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 931.4 922.6 879.6
R3 907.8 899.0 873.1
R2 884.2 884.2 870.9
R1 875.4 875.4 868.8 868.0
PP 860.6 860.6 860.6 856.9
S1 851.8 851.8 864.4 844.4
S2 837.0 837.0 862.3
S3 813.4 828.2 860.1
S4 789.8 804.6 853.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 869.4 847.6 21.8 2.5% 8.8 1.0% 65% False False 409
10 869.4 845.8 23.6 2.7% 9.8 1.1% 68% False False 338
20 869.4 832.3 37.1 4.3% 10.2 1.2% 80% False False 253
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 2.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 903.8
2.618 889.3
1.618 880.4
1.000 874.9
0.618 871.5
HIGH 866.0
0.618 862.6
0.500 861.6
0.382 860.5
LOW 857.1
0.618 851.6
1.000 848.2
1.618 842.7
2.618 833.8
4.250 819.3
Fisher Pivots for day following 19-Jul-2007
Pivot 1 day 3 day
R1 861.7 860.4
PP 861.6 859.1
S1 861.6 857.7

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

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