CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 05-Oct-2006
Day Change Summary
Previous Current
04-Oct-2006 05-Oct-2006 Change Change % Previous Week
Open 727.1 745.4 18.3 2.5% 732.7
High 745.1 755.2 10.1 1.4% 749.6
Low 726.4 744.1 17.7 2.4% 726.0
Close 745.2 755.3 10.1 1.4% 738.6
Range 18.7 11.1 -7.6 -40.6% 23.6
ATR 10.7 10.8 0.0 0.2% 0.0
Volume 92 138 46 50.0% 181
Daily Pivots for day following 05-Oct-2006
Classic Woodie Camarilla DeMark
R4 784.8 781.2 761.4
R3 773.7 770.1 758.4
R2 762.6 762.6 757.3
R1 759.0 759.0 756.3 760.8
PP 751.5 751.5 751.5 752.5
S1 747.9 747.9 754.3 749.7
S2 740.4 740.4 753.3
S3 729.3 736.8 752.2
S4 718.2 725.7 749.2
Weekly Pivots for week ending 29-Sep-2006
Classic Woodie Camarilla DeMark
R4 808.9 797.3 751.6
R3 785.3 773.7 745.1
R2 761.7 761.7 742.9
R1 750.1 750.1 740.8 755.9
PP 738.1 738.1 738.1 741.0
S1 726.5 726.5 736.4 732.3
S2 714.5 714.5 734.3
S3 690.9 702.9 732.1
S4 667.3 679.3 725.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 755.2 723.1 32.1 4.2% 12.0 1.6% 100% True False 60
10 755.2 723.1 32.1 4.2% 11.6 1.5% 100% True False 52
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 False
Bull Hook False
Stretch 2.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 802.4
2.618 784.3
1.618 773.2
1.000 766.3
0.618 762.1
HIGH 755.2
0.618 751.0
0.500 749.7
0.382 748.3
LOW 744.1
0.618 737.2
1.000 733.0
1.618 726.1
2.618 715.0
4.250 696.9
Fisher Pivots for day following 05-Oct-2006
Pivot 1 day 3 day
R1 753.4 749.9
PP 751.5 744.5
S1 749.7 739.2

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

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