CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 20-Jul-2007
Day Change Summary
Previous Current
19-Jul-2007 20-Jul-2007 Change Change % Previous Week
Open 858.2 861.8 3.6 0.4% 865.7
High 866.0 863.5 -2.5 -0.3% 868.7
Low 857.1 841.6 -15.5 -1.8% 841.6
Close 861.8 848.4 -13.4 -1.6% 848.4
Range 8.9 21.9 13.0 146.1% 27.1
ATR 10.5 11.3 0.8 7.8% 0.0
Volume 426 519 93 21.8% 2,484
Daily Pivots for day following 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 916.9 904.5 860.4
R3 895.0 882.6 854.4
R2 873.1 873.1 852.4
R1 860.7 860.7 850.4 856.0
PP 851.2 851.2 851.2 848.8
S1 838.8 838.8 846.4 834.1
S2 829.3 829.3 844.4
S3 807.4 816.9 842.4
S4 785.5 795.0 836.4
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 934.2 918.4 863.3
R3 907.1 891.3 855.9
R2 880.0 880.0 853.4
R1 864.2 864.2 850.9 858.6
PP 852.9 852.9 852.9 850.1
S1 837.1 837.1 845.9 831.5
S2 825.8 825.8 843.4
S3 798.7 810.0 840.9
S4 771.6 782.9 833.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 868.7 841.6 27.1 3.2% 12.1 1.4% 25% False True 496
10 869.4 841.6 27.8 3.3% 11.2 1.3% 24% False True 361
20 869.4 832.3 37.1 4.4% 10.7 1.3% 43% False False 276
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 2.6
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 956.6
2.618 920.8
1.618 898.9
1.000 885.4
0.618 877.0
HIGH 863.5
0.618 855.1
0.500 852.6
0.382 850.0
LOW 841.6
0.618 828.1
1.000 819.7
1.618 806.2
2.618 784.3
4.250 748.5
Fisher Pivots for day following 20-Jul-2007
Pivot 1 day 3 day
R1 852.6 853.8
PP 851.2 852.0
S1 849.8 850.2

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

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