CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 02-Nov-2007
Day Change Summary
Previous Current
01-Nov-2007 02-Nov-2007 Change Change % Previous Week
Open 831.2 799.7 -31.5 -3.8% 830.5
High 831.4 813.7 -17.7 -2.1% 838.5
Low 800.2 793.8 -6.4 -0.8% 793.8
Close 801.5 805.3 3.8 0.5% 805.3
Range 31.2 19.9 -11.3 -36.2% 44.7
ATR 16.7 16.9 0.2 1.4% 0.0
Volume 81 287 206 254.3% 561
Daily Pivots for day following 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 864.0 854.5 816.2
R3 844.1 834.6 810.8
R2 824.2 824.2 808.9
R1 814.7 814.7 807.1 819.5
PP 804.3 804.3 804.3 806.6
S1 794.8 794.8 803.5 799.6
S2 784.4 784.4 801.7
S3 764.5 774.9 799.8
S4 744.6 755.0 794.4
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 946.6 920.7 829.9
R3 901.9 876.0 817.6
R2 857.2 857.2 813.5
R1 831.3 831.3 809.4 821.9
PP 812.5 812.5 812.5 807.9
S1 786.6 786.6 801.2 777.2
S2 767.8 767.8 797.1
S3 723.1 741.9 793.0
S4 678.4 697.2 780.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 838.5 793.8 44.7 5.6% 18.5 2.3% 26% False True 112
10 838.5 791.9 46.6 5.8% 18.9 2.3% 29% False False 127
20 863.7 791.9 71.8 8.9% 17.0 2.1% 19% False False 113
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 3.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 898.3
2.618 865.8
1.618 845.9
1.000 833.6
0.618 826.0
HIGH 813.7
0.618 806.1
0.500 803.8
0.382 801.4
LOW 793.8
0.618 781.5
1.000 773.9
1.618 761.6
2.618 741.7
4.250 709.2
Fisher Pivots for day following 02-Nov-2007
Pivot 1 day 3 day
R1 804.8 816.2
PP 804.3 812.5
S1 803.8 808.9

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

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