CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 16-Nov-2006
Day Change Summary
Previous Current
15-Nov-2006 16-Nov-2006 Change Change % Previous Week
Open 795.8 802.0 6.2 0.8% 764.3
High 804.1 806.5 2.4 0.3% 782.5
Low 793.6 797.7 4.1 0.5% 764.2
Close 800.7 799.7 -1.0 -0.1% 779.1
Range 10.5 8.8 -1.7 -16.2% 18.3
ATR 11.5 11.3 -0.2 -1.7% 0.0
Volume 497 940 443 89.1% 792
Daily Pivots for day following 16-Nov-2006
Classic Woodie Camarilla DeMark
R4 827.7 822.5 804.5
R3 818.9 813.7 802.1
R2 810.1 810.1 801.3
R1 804.9 804.9 800.5 803.1
PP 801.3 801.3 801.3 800.4
S1 796.1 796.1 798.9 794.3
S2 792.5 792.5 798.1
S3 783.7 787.3 797.3
S4 774.9 778.5 794.9
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
5 806.5 769.9 36.6 4.6% 10.7 1.3% 81% True False 369
10 806.5 756.2 50.3 6.3% 11.5 1.4% 86% True False 243
20 806.5 755.5 51.0 6.4% 11.3 1.4% 87% True False 179
40 806.5 723.1 83.4 10.4% 11.1 1.4% 92% True False 133
Crabel Price Patterns
NR True
NR4 False
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 2.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 843.9
2.618 829.5
1.618 820.7
1.000 815.3
0.618 811.9
HIGH 806.5
0.618 803.1
0.500 802.1
0.382 801.1
LOW 797.7
0.618 792.3
1.000 788.9
1.618 783.5
2.618 774.7
4.250 760.3
Fisher Pivots for day following 16-Nov-2006
Pivot 1 day 3 day
R1 802.1 797.3
PP 801.3 794.8
S1 800.5 792.4

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

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