CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 05-Sep-2007

Day Change Summary
	Previous	Current
	04-Sep-2007	05-Sep-2007	Change	Change %	Previous Week
Open	798.6	805.0	6.4	0.8%	805.5
High	813.2	806.3	-6.9	-0.8%	806.4
Low	795.1	794.1	-1.0	-0.1%	774.1
Close	807.2	800.6	-6.6	-0.8%	800.8
Range	18.1	12.2	-5.9	-32.6%	32.3
ATR	19.3	18.9	-0.4	-2.3%	0.0
Volume	359	3,599	3,240	902.5%	2,368

Daily Pivots for day following 05-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	836.9	831.0	807.3
R3	824.7	818.8	804.0
R2	812.5	812.5	802.8
R1	806.6	806.6	801.7	803.5
PP	800.3	800.3	800.3	798.8
S1	794.4	794.4	799.5	791.3
S2	788.1	788.1	798.4
S3	775.9	782.2	797.2
S4	763.7	770.0	793.9

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	774.2	39.0	4.9%	15.4	1.9%	68%	False	False	1,131
10	815.5	774.1	41.4	5.2%	15.2	1.9%	64%	False	False	724
20	815.5	743.5	72.0	9.0%	20.8	2.6%	79%	False	False	495
40	869.4	743.5	125.9	15.7%	19.4	2.4%	45%	False	False	436

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	858.2
2.618	838.2
1.618	826.0
1.000	818.5
0.618	813.8
HIGH	806.3
0.618	801.6
0.500	800.2
0.382	798.8
LOW	794.1
0.618	786.6
1.000	781.9
1.618	774.4
2.618	762.2
4.250	742.3

Fisher Pivots for day following 05-Sep-2007
Pivot	1 day	3 day
R1	800.5	802.7
PP	800.3	802.0
S1	800.2	801.3

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