CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 24-Jul-2007
Day Change Summary
Previous Current
23-Jul-2007 24-Jul-2007 Change Change % Previous Week
Open 848.8 843.6 -5.2 -0.6% 865.7
High 854.0 845.9 -8.1 -0.9% 868.7
Low 845.3 819.8 -25.5 -3.0% 841.6
Close 845.4 824.9 -20.5 -2.4% 848.4
Range 8.7 26.1 17.4 200.0% 27.1
ATR 11.1 12.2 1.1 9.6% 0.0
Volume 750 206 -544 -72.5% 2,484
Daily Pivots for day following 24-Jul-2007
Classic Woodie Camarilla DeMark
R4 908.5 892.8 839.3
R3 882.4 866.7 832.1
R2 856.3 856.3 829.7
R1 840.6 840.6 827.3 835.4
PP 830.2 830.2 830.2 827.6
S1 814.5 814.5 822.5 809.3
S2 804.1 804.1 820.1
S3 778.0 788.4 817.7
S4 751.9 762.3 810.5
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
5 866.0 819.8 46.2 5.6% 15.6 1.9% 11% False True 413
10 869.4 819.8 49.6 6.0% 12.4 1.5% 10% False True 412
20 869.4 819.8 49.6 6.0% 11.2 1.4% 10% False True 305
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 2.7
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 956.8
2.618 914.2
1.618 888.1
1.000 872.0
0.618 862.0
HIGH 845.9
0.618 835.9
0.500 832.9
0.382 829.8
LOW 819.8
0.618 803.7
1.000 793.7
1.618 777.6
2.618 751.5
4.250 708.9
Fisher Pivots for day following 24-Jul-2007
Pivot 1 day 3 day
R1 832.9 841.7
PP 830.2 836.1
S1 827.6 830.5

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

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