CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 02-Aug-2007

Day Change Summary
	Previous	Current
	01-Aug-2007	02-Aug-2007	Change	Change %	Previous Week
Open	777.6	790.5	12.9	1.7%	848.8
High	791.8	795.1	3.3	0.4%	854.0
Low	771.6	785.2	13.6	1.8%	776.5
Close	787.4	794.5	7.1	0.9%	778.9
Range	20.2	9.9	-10.3	-51.0%	77.5
ATR	16.4	16.0	-0.5	-2.8%	0.0
Volume	148	262	114	77.0%	2,828

Daily Pivots for day following 02-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	821.3	817.8	799.9
R3	811.4	807.9	797.2
R2	801.5	801.5	796.3
R1	798.0	798.0	795.4	799.8
PP	791.6	791.6	791.6	792.5
S1	788.1	788.1	793.6	789.9
S2	781.7	781.7	792.7
S3	771.8	778.2	791.8
S4	761.9	768.3	789.1

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	805.1	771.6	33.5	4.2%	20.3	2.6%	68%	False	False	264
10	863.5	771.6	91.9	11.6%	21.2	2.7%	25%	False	False	430
20	869.4	771.6	97.8	12.3%	15.5	2.0%	23%	False	False	384

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.3
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	837.2
2.618	821.0
1.618	811.1
1.000	805.0
0.618	801.2
HIGH	795.1
0.618	791.3
0.500	790.2
0.382	789.0
LOW	785.2
0.618	779.1
1.000	775.3
1.618	769.2
2.618	759.3
4.250	743.1

Fisher Pivots for day following 02-Aug-2007
Pivot	1 day	3 day
R1	793.1	792.3
PP	791.6	790.1
S1	790.2	788.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols