CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 14-Nov-2006
Day Change Summary
Previous Current
13-Nov-2006 14-Nov-2006 Change Change % Previous Week
Open 778.3 780.0 1.7 0.2% 764.3
High 783.7 795.2 11.5 1.5% 782.5
Low 775.9 778.3 2.4 0.3% 764.2
Close 780.3 794.8 14.5 1.9% 779.1
Range 7.8 16.9 9.1 116.7% 18.3
ATR 11.2 11.6 0.4 3.7% 0.0
Volume 46 85 39 84.8% 792
Daily Pivots for day following 14-Nov-2006
Classic Woodie Camarilla DeMark
R4 840.1 834.4 804.1
R3 823.2 817.5 799.4
R2 806.3 806.3 797.9
R1 800.6 800.6 796.3 803.5
PP 789.4 789.4 789.4 790.9
S1 783.7 783.7 793.3 786.6
S2 772.5 772.5 791.7
S3 755.6 766.8 790.2
S4 738.7 749.9 785.5
Weekly Pivots for week ending 10-Nov-2006
Classic Woodie Camarilla DeMark
R4 830.2 822.9 789.2
R3 811.9 804.6 784.1
R2 793.6 793.6 782.5
R1 786.3 786.3 780.8 790.0
PP 775.3 775.3 775.3 777.1
S1 768.0 768.0 777.4 771.7
S2 757.0 757.0 775.7
S3 738.7 749.7 774.1
S4 720.4 731.4 769.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 795.2 767.0 28.2 3.5% 12.7 1.6% 99% True False 141
10 795.2 755.5 39.7 5.0% 12.3 1.6% 99% True False 119
20 795.2 755.5 39.7 5.0% 11.4 1.4% 99% True False 117
40 795.2 723.1 72.1 9.1% 11.1 1.4% 99% True False 97
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 2.4
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 867.0
2.618 839.4
1.618 822.5
1.000 812.1
0.618 805.6
HIGH 795.2
0.618 788.7
0.500 786.8
0.382 784.8
LOW 778.3
0.618 767.9
1.000 761.4
1.618 751.0
2.618 734.1
4.250 706.5
Fisher Pivots for day following 14-Nov-2006
Pivot 1 day 3 day
R1 792.1 790.7
PP 789.4 786.6
S1 786.8 782.6

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

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