CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 23-Jul-2007
Day Change Summary
Previous Current
20-Jul-2007 23-Jul-2007 Change Change % Previous Week
Open 861.8 848.8 -13.0 -1.5% 865.7
High 863.5 854.0 -9.5 -1.1% 868.7
Low 841.6 845.3 3.7 0.4% 841.6
Close 848.4 845.4 -3.0 -0.4% 848.4
Range 21.9 8.7 -13.2 -60.3% 27.1
ATR 11.3 11.1 -0.2 -1.6% 0.0
Volume 519 750 231 44.5% 2,484
Daily Pivots for day following 23-Jul-2007
Classic Woodie Camarilla DeMark
R4 874.3 868.6 850.2
R3 865.6 859.9 847.8
R2 856.9 856.9 847.0
R1 851.2 851.2 846.2 849.7
PP 848.2 848.2 848.2 847.5
S1 842.5 842.5 844.6 841.0
S2 839.5 839.5 843.8
S3 830.8 833.8 843.0
S4 822.1 825.1 840.6
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
5 867.8 841.6 26.2 3.1% 12.0 1.4% 15% False False 480
10 869.4 841.6 27.8 3.3% 11.5 1.4% 14% False False 408
20 869.4 832.3 37.1 4.4% 10.4 1.2% 35% False False 310
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 891.0
2.618 876.8
1.618 868.1
1.000 862.7
0.618 859.4
HIGH 854.0
0.618 850.7
0.500 849.7
0.382 848.6
LOW 845.3
0.618 839.9
1.000 836.6
1.618 831.2
2.618 822.5
4.250 808.3
Fisher Pivots for day following 23-Jul-2007
Pivot 1 day 3 day
R1 849.7 853.8
PP 848.2 851.0
S1 846.8 848.2

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

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