CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 10-Oct-2007
Day Change Summary
Previous Current
09-Oct-2007 10-Oct-2007 Change Change % Previous Week
Open 852.5 855.3 2.8 0.3% 820.0
High 858.1 857.1 -1.0 -0.1% 858.9
Low 848.0 849.6 1.6 0.2% 815.4
Close 857.4 856.2 -1.2 -0.1% 856.0
Range 10.1 7.5 -2.6 -25.7% 43.5
ATR
Volume 57 292 235 412.3% 282
Daily Pivots for day following 10-Oct-2007
Classic Woodie Camarilla DeMark
R4 876.8 874.0 860.3
R3 869.3 866.5 858.3
R2 861.8 861.8 857.6
R1 859.0 859.0 856.9 860.4
PP 854.3 854.3 854.3 855.0
S1 851.5 851.5 855.5 852.9
S2 846.8 846.8 854.8
S3 839.3 844.0 854.1
S4 831.8 836.5 852.1
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 973.9 958.5 879.9
R3 930.4 915.0 868.0
R2 886.9 886.9 864.0
R1 871.5 871.5 860.0 879.2
PP 843.4 843.4 843.4 847.3
S1 828.0 828.0 852.0 835.7
S2 799.9 799.9 848.0
S3 756.4 784.5 844.0
S4 712.9 741.0 832.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 858.9 834.9 24.0 2.8% 10.7 1.2% 89% False False 112
10 858.9 814.1 44.8 5.2% 10.7 1.2% 94% False False 101
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 889.0
2.618 876.7
1.618 869.2
1.000 864.6
0.618 861.7
HIGH 857.1
0.618 854.2
0.500 853.4
0.382 852.5
LOW 849.6
0.618 845.0
1.000 842.1
1.618 837.5
2.618 830.0
4.250 817.7
Fisher Pivots for day following 10-Oct-2007
Pivot 1 day 3 day
R1 855.3 855.1
PP 854.3 853.9
S1 853.4 852.8

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

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