CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 04-Sep-2007 Change Change % Previous Week
Open 793.0 798.6 5.6 0.7% 805.5
High 803.2 813.2 10.0 1.2% 806.4
Low 792.2 795.1 2.9 0.4% 774.1
Close 800.8 807.2 6.4 0.8% 800.8
Range 11.0 18.1 7.1 64.5% 32.3
ATR 19.4 19.3 -0.1 -0.5% 0.0
Volume 831 359 -472 -56.8% 2,368
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 859.5 851.4 817.2
R3 841.4 833.3 812.2
R2 823.3 823.3 810.5
R1 815.2 815.2 808.9 819.3
PP 805.2 805.2 805.2 807.2
S1 797.1 797.1 805.5 801.2
S2 787.1 787.1 803.9
S3 769.0 779.0 802.2
S4 750.9 760.9 797.2
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 890.7 878.0 818.6
R3 858.4 845.7 809.7
R2 826.1 826.1 806.7
R1 813.4 813.4 803.8 803.6
PP 793.8 793.8 793.8 788.9
S1 781.1 781.1 797.8 771.3
S2 761.5 761.5 794.9
S3 729.2 748.8 791.9
S4 696.9 716.5 783.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 813.2 774.1 39.1 4.8% 17.3 2.1% 85% True False 448
10 815.5 774.1 41.4 5.1% 15.1 1.9% 80% False False 376
20 815.5 743.5 72.0 8.9% 21.3 2.6% 88% False False 334
40 869.4 743.5 125.9 15.6% 19.5 2.4% 51% False False 350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 890.1
2.618 860.6
1.618 842.5
1.000 831.3
0.618 824.4
HIGH 813.2
0.618 806.3
0.500 804.2
0.382 802.0
LOW 795.1
0.618 783.9
1.000 777.0
1.618 765.8
2.618 747.7
4.250 718.2
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 806.2 804.5
PP 805.2 801.9
S1 804.2 799.2

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

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