CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 11-Oct-2007
Day Change Summary
Previous Current
10-Oct-2007 11-Oct-2007 Change Change % Previous Week
Open 855.3 860.9 5.6 0.7% 820.0
High 857.1 863.7 6.6 0.8% 858.9
Low 849.6 841.2 -8.4 -1.0% 815.4
Close 856.2 846.4 -9.8 -1.1% 856.0
Range 7.5 22.5 15.0 200.0% 43.5
ATR 0.0 11.6 11.6 0.0
Volume 292 18 -274 -93.8% 282
Daily Pivots for day following 11-Oct-2007
Classic Woodie Camarilla DeMark
R4 917.9 904.7 858.8
R3 895.4 882.2 852.6
R2 872.9 872.9 850.5
R1 859.7 859.7 848.5 855.1
PP 850.4 850.4 850.4 848.1
S1 837.2 837.2 844.3 832.6
S2 827.9 827.9 842.3
S3 805.4 814.7 840.2
S4 782.9 792.2 834.0
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
5 863.7 838.7 25.0 3.0% 13.8 1.6% 31% True False 114
10 863.7 814.1 49.6 5.9% 12.4 1.5% 65% True False 90
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 959.3
2.618 922.6
1.618 900.1
1.000 886.2
0.618 877.6
HIGH 863.7
0.618 855.1
0.500 852.5
0.382 849.8
LOW 841.2
0.618 827.3
1.000 818.7
1.618 804.8
2.618 782.3
4.250 745.6
Fisher Pivots for day following 11-Oct-2007
Pivot 1 day 3 day
R1 852.5 852.5
PP 850.4 850.4
S1 848.4 848.4

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

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