CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 20-Oct-2006
Day Change Summary
Previous Current
19-Oct-2006 20-Oct-2006 Change Change % Previous Week
Open 780.0 780.0 0.0 0.0% 773.9
High 780.3 780.7 0.4 0.1% 784.2
Low 772.0 770.9 -1.1 -0.1% 770.0
Close 779.7 771.6 -8.1 -1.0% 771.6
Range 8.3 9.8 1.5 18.1% 14.2
ATR 10.5 10.4 0.0 -0.5% 0.0
Volume 135 96 -39 -28.9% 600
Daily Pivots for day following 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 803.8 797.5 777.0
R3 794.0 787.7 774.3
R2 784.2 784.2 773.4
R1 777.9 777.9 772.5 776.2
PP 774.4 774.4 774.4 773.5
S1 768.1 768.1 770.7 766.4
S2 764.6 764.6 769.8
S3 754.8 758.3 768.9
S4 745.0 748.5 766.2
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 817.9 808.9 779.4
R3 803.7 794.7 775.5
R2 789.5 789.5 774.2
R1 780.5 780.5 772.9 777.9
PP 775.3 775.3 775.3 774.0
S1 766.3 766.3 770.3 763.7
S2 761.1 761.1 769.0
S3 746.9 752.1 767.7
S4 732.7 737.9 763.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 784.2 770.0 14.2 1.8% 9.6 1.2% 11% False False 120
10 784.2 746.8 37.4 4.8% 10.2 1.3% 66% False False 112
20 784.2 723.1 61.1 7.9% 10.6 1.4% 79% False False 88
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 822.4
2.618 806.4
1.618 796.6
1.000 790.5
0.618 786.8
HIGH 780.7
0.618 777.0
0.500 775.8
0.382 774.6
LOW 770.9
0.618 764.8
1.000 761.1
1.618 755.0
2.618 745.2
4.250 729.3
Fisher Pivots for day following 20-Oct-2006
Pivot 1 day 3 day
R1 775.8 777.6
PP 774.4 775.6
S1 773.0 773.6

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

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