CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 01-May-2007
Day Change Summary
Previous Current
30-Apr-2007 01-May-2007 Change Change % Previous Week
Open 843.2 825.7 -17.5 -2.1% 840.3
High 844.4 828.4 -16.0 -1.9% 847.3
Low 824.4 818.2 -6.2 -0.8% 831.7
Close 826.7 828.0 1.3 0.2% 842.7
Range 20.0 10.2 -9.8 -49.0% 15.6
ATR 9.6 9.7 0.0 0.4% 0.0
Volume 245 185 -60 -24.5% 560
Daily Pivots for day following 01-May-2007
Classic Woodie Camarilla DeMark
R4 855.5 851.9 833.6
R3 845.3 841.7 830.8
R2 835.1 835.1 829.9
R1 831.5 831.5 828.9 833.3
PP 824.9 824.9 824.9 825.8
S1 821.3 821.3 827.1 823.1
S2 814.7 814.7 826.1
S3 804.5 811.1 825.2
S4 794.3 800.9 822.4
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 887.4 880.6 851.3
R3 871.8 865.0 847.0
R2 856.2 856.2 845.6
R1 849.4 849.4 844.1 852.8
PP 840.6 840.6 840.6 842.3
S1 833.8 833.8 841.3 837.2
S2 825.0 825.0 839.8
S3 809.4 818.2 838.4
S4 793.8 802.6 834.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 847.3 818.2 29.1 3.5% 11.3 1.4% 34% False True 147
10 847.3 818.2 29.1 3.5% 9.7 1.2% 34% False True 119
20 847.3 814.9 32.4 3.9% 8.5 1.0% 40% False False 103
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 2.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 871.8
2.618 855.1
1.618 844.9
1.000 838.6
0.618 834.7
HIGH 828.4
0.618 824.5
0.500 823.3
0.382 822.1
LOW 818.2
0.618 811.9
1.000 808.0
1.618 801.7
2.618 791.5
4.250 774.9
Fisher Pivots for day following 01-May-2007
Pivot 1 day 3 day
R1 826.4 831.8
PP 824.9 830.5
S1 823.3 829.3

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

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