CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 19-Oct-2006

Day Change Summary
	Previous	Current
	18-Oct-2006	19-Oct-2006	Change	Change %	Previous Week
Open	779.0	780.0	1.0	0.1%	749.9
High	784.2	780.3	-3.9	-0.5%	775.7
Low	772.3	772.0	-0.3	0.0%	746.8
Close	775.3	779.7	4.4	0.6%	775.7
Range	11.9	8.3	-3.6	-30.3%	28.9
ATR	10.7	10.5	-0.2	-1.6%	0.0
Volume	64	135	71	110.9%	523

Daily Pivots for day following 19-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	802.2	799.3	784.3
R3	793.9	791.0	782.0
R2	785.6	785.6	781.2
R1	782.7	782.7	780.5	780.0
PP	777.3	777.3	777.3	776.0
S1	774.4	774.4	778.9	771.7
S2	769.0	769.0	778.2
S3	760.7	766.1	777.4
S4	752.4	757.8	775.1

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	784.2	767.6	16.6	2.1%	9.3	1.2%	73%	False	False	148
10	784.2	745.8	38.4	4.9%	10.1	1.3%	88%	False	False	121
20	784.2	723.1	61.1	7.8%	10.9	1.4%	93%	False	False	86

Crabel Price Patterns
NR	True
NR4	True
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	2.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	815.6
2.618	802.0
1.618	793.7
1.000	788.6
0.618	785.4
HIGH	780.3
0.618	777.1
0.500	776.2
0.382	775.2
LOW	772.0
0.618	766.9
1.000	763.7
1.618	758.6
2.618	750.3
4.250	736.7

Fisher Pivots for day following 19-Oct-2006
Pivot	1 day	3 day
R1	778.5	778.8
PP	777.3	778.0
S1	776.2	777.1

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