CME eMini Russell 2000 Future December 2007


Show Legacy Chart
Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 796.1 780.0 -16.1 -2.0% 848.8
High 805.1 797.4 -7.7 -1.0% 854.0
Low 776.5 777.9 1.4 0.2% 776.5
Close 778.9 793.1 14.2 1.8% 778.9
Range 28.6 19.5 -9.1 -31.8% 77.5
ATR 15.3 15.6 0.3 2.0% 0.0
Volume 369 268 -101 -27.4% 2,828
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 848.0 840.0 803.8
R3 828.5 820.5 798.5
R2 809.0 809.0 796.7
R1 801.0 801.0 794.9 805.0
PP 789.5 789.5 789.5 791.5
S1 781.5 781.5 791.3 785.5
S2 770.0 770.0 789.5
S3 750.5 762.0 787.7
S4 731.0 742.5 782.4
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 1,035.6 984.8 821.5
R3 958.1 907.3 800.2
R2 880.6 880.6 793.1
R1 829.8 829.8 786.0 816.5
PP 803.1 803.1 803.1 796.5
S1 752.3 752.3 771.8 739.0
S2 725.6 725.6 764.7
S3 648.1 674.8 757.6
S4 570.6 597.3 736.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 845.9 776.5 69.4 8.8% 25.7 3.2% 24% False False 469
10 867.8 776.5 91.3 11.5% 18.8 2.4% 18% False False 474
20 869.4 776.5 92.9 11.7% 13.4 1.7% 18% False False 366
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 880.3
2.618 848.5
1.618 829.0
1.000 816.9
0.618 809.5
HIGH 797.4
0.618 790.0
0.500 787.7
0.382 785.3
LOW 777.9
0.618 765.8
1.000 758.4
1.618 746.3
2.618 726.8
4.250 695.0
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 791.3 800.3
PP 789.5 797.9
S1 787.7 795.5

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

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