CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 13-Aug-2007
Day Change Summary
Previous Current
10-Aug-2007 13-Aug-2007 Change Change % Previous Week
Open 790.0 796.9 6.9 0.9% 761.5
High 810.1 811.3 1.2 0.1% 813.0
Low 772.9 787.6 14.7 1.9% 750.8
Close 793.7 788.5 -5.2 -0.7% 793.7
Range 37.2 23.7 -13.5 -36.3% 62.2
ATR 20.4 20.6 0.2 1.2% 0.0
Volume 217 340 123 56.7% 1,492
Daily Pivots for day following 13-Aug-2007
Classic Woodie Camarilla DeMark
R4 866.9 851.4 801.5
R3 843.2 827.7 795.0
R2 819.5 819.5 792.8
R1 804.0 804.0 790.7 799.9
PP 795.8 795.8 795.8 793.8
S1 780.3 780.3 786.3 776.2
S2 772.1 772.1 784.2
S3 748.4 756.6 782.0
S4 724.7 732.9 775.5
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 972.4 945.3 827.9
R3 910.2 883.1 810.8
R2 848.0 848.0 805.1
R1 820.9 820.9 799.4 834.5
PP 785.8 785.8 785.8 792.6
S1 758.7 758.7 788.0 772.3
S2 723.6 723.6 782.3
S3 661.4 696.5 776.6
S4 599.2 634.3 759.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 813.0 766.5 46.5 5.9% 26.4 3.3% 47% False False 338
10 813.0 750.8 62.2 7.9% 24.4 3.1% 61% False False 260
20 867.8 750.8 117.0 14.8% 21.6 2.7% 32% False False 367
40 869.4 750.8 118.6 15.0% 16.1 2.0% 32% False False 286
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 False
Bull Hook False
Stretch 6.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 912.0
2.618 873.3
1.618 849.6
1.000 835.0
0.618 825.9
HIGH 811.3
0.618 802.2
0.500 799.5
0.382 796.7
LOW 787.6
0.618 773.0
1.000 763.9
1.618 749.3
2.618 725.6
4.250 686.9
Fisher Pivots for day following 13-Aug-2007
Pivot 1 day 3 day
R1 799.5 792.1
PP 795.8 790.9
S1 792.2 789.7

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

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