CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 23-Feb-2007
Day Change Summary
Previous Current
22-Feb-2007 23-Feb-2007 Change Change % Previous Week
Open 828.5 831.1 2.6 0.3% 819.5
High 831.9 831.2 -0.7 -0.1% 831.9
Low 823.6 823.9 0.3 0.0% 813.4
Close 831.1 827.3 -3.8 -0.5% 827.3
Range 8.3 7.3 -1.0 -12.0% 18.5
ATR 9.6 9.5 -0.2 -1.7% 0.0
Volume 151,914 179,492 27,578 18.2% 637,495
Daily Pivots for day following 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 849.4 845.6 831.3
R3 842.1 838.3 829.3
R2 834.8 834.8 828.6
R1 831.0 831.0 828.0 829.3
PP 827.5 827.5 827.5 826.6
S1 823.7 823.7 826.6 822.0
S2 820.2 820.2 826.0
S3 812.9 816.4 825.3
S4 805.6 809.1 823.3
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 879.7 872.0 837.5
R3 861.2 853.5 832.4
R2 842.7 842.7 830.7
R1 835.0 835.0 829.0 838.9
PP 824.2 824.2 824.2 826.1
S1 816.5 816.5 825.6 820.4
S2 805.7 805.7 823.9
S3 787.2 798.0 822.2
S4 768.7 779.5 817.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 831.9 811.5 20.4 2.5% 9.5 1.1% 77% False False 156,519
10 831.9 804.5 27.4 3.3% 9.2 1.1% 83% False False 161,351
20 831.9 781.1 50.8 6.1% 9.0 1.1% 91% False False 161,638
40 831.9 773.2 58.7 7.1% 10.5 1.3% 92% False False 154,779
60 831.9 773.2 58.7 7.1% 10.6 1.3% 92% False False 136,918
80 831.9 755.5 76.4 9.2% 10.4 1.3% 94% False False 102,777
100 831.9 723.1 108.8 13.2% 10.4 1.3% 96% False False 82,245
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 862.2
2.618 850.3
1.618 843.0
1.000 838.5
0.618 835.7
HIGH 831.2
0.618 828.4
0.500 827.6
0.382 826.7
LOW 823.9
0.618 819.4
1.000 816.6
1.618 812.1
2.618 804.8
4.250 792.9
Fisher Pivots for day following 23-Feb-2007
Pivot 1 day 3 day
R1 827.6 827.3
PP 827.5 827.3
S1 827.4 827.3

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

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