CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 21-Feb-2007
Day Change Summary
Previous Current
20-Feb-2007 21-Feb-2007 Change Change % Previous Week
Open 819.5 827.0 7.5 0.9% 811.7
High 829.6 829.0 -0.6 -0.1% 821.3
Low 813.4 822.7 9.3 1.1% 804.5
Close 827.2 828.5 1.3 0.2% 819.7
Range 16.2 6.3 -9.9 -61.1% 16.8
ATR 10.0 9.7 -0.3 -2.6% 0.0
Volume 128,568 177,521 48,953 38.1% 825,706
Daily Pivots for day following 21-Feb-2007
Classic Woodie Camarilla DeMark
R4 845.6 843.4 832.0
R3 839.3 837.1 830.2
R2 833.0 833.0 829.7
R1 830.8 830.8 829.1 831.9
PP 826.7 826.7 826.7 827.3
S1 824.5 824.5 827.9 825.6
S2 820.4 820.4 827.3
S3 814.1 818.2 826.8
S4 807.8 811.9 825.0
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 865.6 859.4 828.9
R3 848.8 842.6 824.3
R2 832.0 832.0 822.8
R1 825.8 825.8 821.2 828.9
PP 815.2 815.2 815.2 816.7
S1 809.0 809.0 818.2 812.1
S2 798.4 798.4 816.6
S3 781.6 792.2 815.1
S4 764.8 775.4 810.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 829.6 811.5 18.1 2.2% 9.2 1.1% 94% False False 158,855
10 829.6 804.5 25.1 3.0% 9.2 1.1% 96% False False 159,934
20 829.6 781.1 48.5 5.9% 9.4 1.1% 98% False False 160,590
40 829.6 773.2 56.4 6.8% 10.6 1.3% 98% False False 152,830
60 829.6 773.2 56.4 6.8% 10.4 1.3% 98% False False 131,414
80 829.6 755.5 74.1 8.9% 10.5 1.3% 99% False False 98,642
100 829.6 723.1 106.5 12.9% 10.5 1.3% 99% False False 78,932
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 855.8
2.618 845.5
1.618 839.2
1.000 835.3
0.618 832.9
HIGH 829.0
0.618 826.6
0.500 825.9
0.382 825.1
LOW 822.7
0.618 818.8
1.000 816.4
1.618 812.5
2.618 806.2
4.250 795.9
Fisher Pivots for day following 21-Feb-2007
Pivot 1 day 3 day
R1 827.6 825.9
PP 826.7 823.2
S1 825.9 820.6

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

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