CME eMini Russell 2000 Future December 2007


Show Legacy Chart
Trading Metrics calculated at close of trading on 01-Aug-2007
Day Change Summary
Previous Current
31-Jul-2007 01-Aug-2007 Change Change % Previous Week
Open 793.2 777.6 -15.6 -2.0% 848.8
High 804.3 791.8 -12.5 -1.6% 854.0
Low 781.1 771.6 -9.5 -1.2% 776.5
Close 787.0 787.4 0.4 0.1% 778.9
Range 23.2 20.2 -3.0 -12.9% 77.5
ATR 16.2 16.4 0.3 1.8% 0.0
Volume 275 148 -127 -46.2% 2,828
Daily Pivots for day following 01-Aug-2007
Classic Woodie Camarilla DeMark
R4 844.2 836.0 798.5
R3 824.0 815.8 793.0
R2 803.8 803.8 791.1
R1 795.6 795.6 789.3 799.7
PP 783.6 783.6 783.6 785.7
S1 775.4 775.4 785.5 779.5
S2 763.4 763.4 783.7
S3 743.2 755.2 781.8
S4 723.0 735.0 776.3
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
5 824.0 771.6 52.4 6.7% 25.3 3.2% 30% False True 427
10 866.0 771.6 94.4 12.0% 21.1 2.7% 17% False True 446
20 869.4 771.6 97.8 12.4% 15.4 2.0% 16% False True 375
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 True
Bull Hook False
Stretch 5.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 877.7
2.618 844.7
1.618 824.5
1.000 812.0
0.618 804.3
HIGH 791.8
0.618 784.1
0.500 781.7
0.382 779.3
LOW 771.6
0.618 759.1
1.000 751.4
1.618 738.9
2.618 718.7
4.250 685.8
Fisher Pivots for day following 01-Aug-2007
Pivot 1 day 3 day
R1 785.5 788.0
PP 783.6 787.8
S1 781.7 787.6

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

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