CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 13-Nov-2006

Day Change Summary
	Previous	Current
	10-Nov-2006	13-Nov-2006	Change	Change %	Previous Week
Open	772.1	778.3	6.2	0.8%	764.3
High	779.5	783.7	4.2	0.5%	782.5
Low	769.9	775.9	6.0	0.8%	764.2
Close	779.1	780.3	1.2	0.2%	779.1
Range	9.6	7.8	-1.8	-18.8%	18.3
ATR	11.4	11.2	-0.3	-2.3%	0.0
Volume	279	46	-233	-83.5%	792

Daily Pivots for day following 13-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	803.4	799.6	784.6
R3	795.6	791.8	782.4
R2	787.8	787.8	781.7
R1	784.0	784.0	781.0	785.9
PP	780.0	780.0	780.0	780.9
S1	776.2	776.2	779.6	778.1
S2	772.2	772.2	778.9
S3	764.4	768.4	778.2
S4	756.6	760.6	776.0

Weekly Pivots for week ending 10-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	830.2	822.9	789.2
R3	811.9	804.6	784.1
R2	793.6	793.6	782.5
R1	786.3	786.3	780.8	790.0
PP	775.3	775.3	775.3	777.1
S1	768.0	768.0	777.4	771.7
S2	757.0	757.0	775.7
S3	738.7	749.7	774.1
S4	720.4	731.4	769.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	783.7	767.0	16.7	2.1%	11.6	1.5%	80%	True	False	137
10	783.7	755.5	28.2	3.6%	11.7	1.5%	88%	True	False	114
20	786.8	755.5	31.3	4.0%	11.0	1.4%	79%	False	False	119
40	786.8	723.1	63.7	8.2%	11.1	1.4%	90%	False	False	98

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	2.4
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	816.9
2.618	804.1
1.618	796.3
1.000	791.5
0.618	788.5
HIGH	783.7
0.618	780.7
0.500	779.8
0.382	778.9
LOW	775.9
0.618	771.1
1.000	768.1
1.618	763.3
2.618	755.5
4.250	742.8

Fisher Pivots for day following 13-Nov-2006
Pivot	1 day	3 day
R1	780.1	778.7
PP	780.0	777.0
S1	779.8	775.4

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