CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 22-Oct-2007

Day Change Summary
	Previous	Current
	19-Oct-2007	22-Oct-2007	Change	Change %	Previous Week
Open	832.9	797.1	-35.8	-4.3%	851.9
High	834.3	821.4	-12.9	-1.5%	853.8
Low	804.3	791.9	-12.4	-1.5%	804.3
Close	803.2	819.8	16.6	2.1%	803.2
Range	30.0	29.5	-0.5	-1.7%	49.5
ATR	13.6	14.8	1.1	8.3%	0.0
Volume	38	212	174	457.9%	375

Daily Pivots for day following 22-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	899.5	889.2	836.0
R3	870.0	859.7	827.9
R2	840.5	840.5	825.2
R1	830.2	830.2	822.5	835.4
PP	811.0	811.0	811.0	813.6
S1	800.7	800.7	817.1	805.9
S2	781.5	781.5	814.4
S3	752.0	771.2	811.7
S4	722.5	741.7	803.6

Weekly Pivots for week ending 19-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	968.9	935.6	830.4
R3	919.4	886.1	816.8
R2	869.9	869.9	812.3
R1	836.6	836.6	807.7	828.5
PP	820.4	820.4	820.4	816.4
S1	787.1	787.1	798.7	779.0
S2	770.9	770.9	794.1
S3	721.4	737.6	789.6
S4	671.9	688.1	776.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	845.3	791.9	53.4	6.5%	20.0	2.4%	52%	False	True	90
10	863.7	791.9	71.8	8.8%	17.1	2.1%	39%	False	True	100
20	863.7	791.9	71.8	8.8%	13.9	1.7%	39%	False	True	89

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	True
Bull Hook	False
Stretch	2.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	946.8
2.618	898.6
1.618	869.1
1.000	850.9
0.618	839.6
HIGH	821.4
0.618	810.1
0.500	806.7
0.382	803.2
LOW	791.9
0.618	773.7
1.000	762.4
1.618	744.2
2.618	714.7
4.250	666.5

Fisher Pivots for day following 22-Oct-2007
Pivot	1 day	3 day
R1	815.4	818.1
PP	811.0	816.3
S1	806.7	814.6

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