CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 26-Oct-2006

Day Change Summary
	Previous	Current
	25-Oct-2006	26-Oct-2006	Change	Change %	Previous Week
Open	774.3	780.4	6.1	0.8%	773.9
High	780.0	786.8	6.8	0.9%	784.2
Low	769.9	774.1	4.2	0.5%	770.0
Close	779.5	785.8	6.3	0.8%	771.6
Range	10.1	12.7	2.6	25.7%	14.2
ATR	10.2	10.4	0.2	1.8%	0.0
Volume	29	286	257	886.2%	600

Daily Pivots for day following 26-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	820.3	815.8	792.8
R3	807.6	803.1	789.3
R2	794.9	794.9	788.1
R1	790.4	790.4	787.0	792.7
PP	782.2	782.2	782.2	783.4
S1	777.7	777.7	784.6	780.0
S2	769.5	769.5	783.5
S3	756.8	765.0	782.3
S4	744.1	752.3	778.8

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	786.8	766.8	20.0	2.5%	10.0	1.3%	95%	True	False	115
10	786.8	766.8	20.0	2.5%	9.7	1.2%	95%	True	False	131
20	786.8	723.1	63.7	8.1%	10.6	1.3%	98%	True	False	104

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.4
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	840.8
2.618	820.0
1.618	807.3
1.000	799.5
0.618	794.6
HIGH	786.8
0.618	781.9
0.500	780.5
0.382	779.0
LOW	774.1
0.618	766.3
1.000	761.4
1.618	753.6
2.618	740.9
4.250	720.1

Fisher Pivots for day following 26-Oct-2006
Pivot	1 day	3 day
R1	784.0	783.2
PP	782.2	780.6
S1	780.5	778.1

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