CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 10-Oct-2006
Day Change Summary
Previous Current
09-Oct-2006 10-Oct-2006 Change Change % Previous Week
Open 749.9 757.3 7.4 1.0% 733.3
High 757.5 759.8 2.3 0.3% 755.2
Low 746.8 752.8 6.0 0.8% 723.1
Close 756.4 757.6 1.2 0.2% 750.9
Range 10.7 7.0 -3.7 -34.6% 32.1
ATR 10.7 10.4 -0.3 -2.5% 0.0
Volume 98 57 -41 -41.8% 466
Daily Pivots for day following 10-Oct-2006
Classic Woodie Camarilla DeMark
R4 777.7 774.7 761.5
R3 770.7 767.7 759.5
R2 763.7 763.7 758.9
R1 760.7 760.7 758.2 762.2
PP 756.7 756.7 756.7 757.5
S1 753.7 753.7 757.0 755.2
S2 749.7 749.7 756.3
S3 742.7 746.7 755.7
S4 735.7 739.7 753.8
Weekly Pivots for week ending 06-Oct-2006
Classic Woodie Camarilla DeMark
R4 839.4 827.2 768.6
R3 807.3 795.1 759.7
R2 775.2 775.2 756.8
R1 763.0 763.0 753.8 769.1
PP 743.1 743.1 743.1 746.1
S1 730.9 730.9 748.0 737.0
S2 711.0 711.0 745.0
S3 678.9 698.8 742.1
S4 646.8 666.7 733.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 759.8 726.4 33.4 4.4% 11.3 1.5% 93% True False 113
10 759.8 723.1 36.7 4.8% 10.5 1.4% 94% True False 67
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.8
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 789.6
2.618 778.1
1.618 771.1
1.000 766.8
0.618 764.1
HIGH 759.8
0.618 757.1
0.500 756.3
0.382 755.5
LOW 752.8
0.618 748.5
1.000 745.8
1.618 741.5
2.618 734.5
4.250 723.1
Fisher Pivots for day following 10-Oct-2006
Pivot 1 day 3 day
R1 757.2 756.0
PP 756.7 754.4
S1 756.3 752.8

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

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