CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 28-Aug-2007
Day Change Summary
Previous Current
27-Aug-2007 28-Aug-2007 Change Change % Previous Week
Open 805.5 794.6 -10.9 -1.4% 797.3
High 806.4 795.8 -10.6 -1.3% 815.5
Low 795.7 774.1 -21.6 -2.7% 786.2
Close 796.2 775.8 -20.4 -2.6% 807.6
Range 10.7 21.7 11.0 102.8% 29.3
ATR 20.2 20.3 0.1 0.7% 0.0
Volume 487 181 -306 -62.8% 1,356
Daily Pivots for day following 28-Aug-2007
Classic Woodie Camarilla DeMark
R4 847.0 833.1 787.7
R3 825.3 811.4 781.8
R2 803.6 803.6 779.8
R1 789.7 789.7 777.8 785.8
PP 781.9 781.9 781.9 780.0
S1 768.0 768.0 773.8 764.1
S2 760.2 760.2 771.8
S3 738.5 746.3 769.8
S4 716.8 724.6 763.9
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 891.0 878.6 823.7
R3 861.7 849.3 815.7
R2 832.4 832.4 813.0
R1 820.0 820.0 810.3 826.2
PP 803.1 803.1 803.1 806.2
S1 790.7 790.7 804.9 796.9
S2 773.8 773.8 802.2
S3 744.5 761.4 799.5
S4 715.2 732.1 791.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 815.5 774.1 41.4 5.3% 15.0 1.9% 4% False True 316
10 815.5 743.5 72.0 9.3% 20.7 2.7% 45% False False 283
20 815.5 743.5 72.0 9.3% 22.5 2.9% 45% False False 262
40 869.4 743.5 125.9 16.2% 18.5 2.4% 26% False False 318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.2
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 888.0
2.618 852.6
1.618 830.9
1.000 817.5
0.618 809.2
HIGH 795.8
0.618 787.5
0.500 785.0
0.382 782.4
LOW 774.1
0.618 760.7
1.000 752.4
1.618 739.0
2.618 717.3
4.250 681.9
Fisher Pivots for day following 28-Aug-2007
Pivot 1 day 3 day
R1 785.0 790.8
PP 781.9 785.8
S1 778.9 780.8

Download as Excel Spreadsheet

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

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