CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 14-Mar-2007
Day Change Summary
Previous Current
13-Mar-2007 14-Mar-2007 Change Change % Previous Week
Open 789.3 769.4 -19.9 -2.5% 774.0
High 789.7 779.4 -10.3 -1.3% 789.4
Low 767.8 760.6 -7.2 -0.9% 755.3
Close 769.9 777.9 8.0 1.0% 787.4
Range 21.9 18.8 -3.1 -14.2% 34.1
ATR 14.3 14.6 0.3 2.3% 0.0
Volume 90,544 105,327 14,783 16.3% 1,215,601
Daily Pivots for day following 14-Mar-2007
Classic Woodie Camarilla DeMark
R4 829.0 822.3 788.2
R3 810.2 803.5 783.1
R2 791.4 791.4 781.3
R1 784.7 784.7 779.6 788.1
PP 772.6 772.6 772.6 774.3
S1 765.9 765.9 776.2 769.3
S2 753.8 753.8 774.5
S3 735.0 747.1 772.7
S4 716.2 728.3 767.6
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 879.7 867.6 806.2
R3 845.6 833.5 796.8
R2 811.5 811.5 793.7
R1 799.4 799.4 790.5 805.5
PP 777.4 777.4 777.4 780.4
S1 765.3 765.3 784.3 771.4
S2 743.3 743.3 781.1
S3 709.2 731.2 778.0
S4 675.1 697.1 768.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 790.5 760.6 29.9 3.8% 14.6 1.9% 58% False True 132,154
10 797.4 755.3 42.1 5.4% 17.4 2.2% 54% False False 206,166
20 831.9 755.3 76.6 9.8% 15.1 1.9% 30% False False 195,653
40 831.9 755.3 76.6 9.8% 12.6 1.6% 30% False False 179,108
60 831.9 755.3 76.6 9.8% 12.2 1.6% 30% False False 168,481
80 831.9 755.3 76.6 9.8% 11.4 1.5% 30% False False 137,597
100 831.9 755.3 76.6 9.8% 11.4 1.5% 30% False False 110,106
120 831.9 723.1 108.8 14.0% 11.4 1.5% 50% False False 91,768
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 3.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 859.3
2.618 828.6
1.618 809.8
1.000 798.2
0.618 791.0
HIGH 779.4
0.618 772.2
0.500 770.0
0.382 767.8
LOW 760.6
0.618 749.0
1.000 741.8
1.618 730.2
2.618 711.4
4.250 680.7
Fisher Pivots for day following 14-Mar-2007
Pivot 1 day 3 day
R1 775.3 777.1
PP 772.6 776.3
S1 770.0 775.6

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

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