CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 17-Oct-2006
Day Change Summary
Previous Current
16-Oct-2006 17-Oct-2006 Change Change % Previous Week
Open 773.9 777.7 3.8 0.5% 749.9
High 782.1 779.3 -2.8 -0.4% 775.7
Low 773.4 770.0 -3.4 -0.4% 746.8
Close 780.2 776.8 -3.4 -0.4% 775.7
Range 8.7 9.3 0.6 6.9% 28.9
ATR 10.6 10.6 0.0 -0.3% 0.0
Volume 184 121 -63 -34.2% 523
Daily Pivots for day following 17-Oct-2006
Classic Woodie Camarilla DeMark
R4 803.3 799.3 781.9
R3 794.0 790.0 779.4
R2 784.7 784.7 778.5
R1 780.7 780.7 777.7 778.1
PP 775.4 775.4 775.4 774.0
S1 771.4 771.4 775.9 768.8
S2 766.1 766.1 775.1
S3 756.8 762.1 774.2
S4 747.5 752.8 771.7
Weekly Pivots for week ending 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 852.8 843.1 791.6
R3 823.9 814.2 783.6
R2 795.0 795.0 781.0
R1 785.3 785.3 778.3 790.2
PP 766.1 766.1 766.1 768.5
S1 756.4 756.4 773.1 761.3
S2 737.2 737.2 770.4
S3 708.3 727.5 767.8
S4 679.4 698.6 759.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 782.1 746.8 35.3 4.5% 10.9 1.4% 85% False False 134
10 782.1 726.4 55.7 7.2% 11.1 1.4% 90% False False 124
20 782.1 723.1 59.0 7.6% 10.9 1.4% 91% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 818.8
2.618 803.6
1.618 794.3
1.000 788.6
0.618 785.0
HIGH 779.3
0.618 775.7
0.500 774.7
0.382 773.6
LOW 770.0
0.618 764.3
1.000 760.7
1.618 755.0
2.618 745.7
4.250 730.5
Fisher Pivots for day following 17-Oct-2006
Pivot 1 day 3 day
R1 776.1 776.2
PP 775.4 775.5
S1 774.7 774.9

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

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