CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 08-Mar-2007
Day Change Summary
Previous Current
07-Mar-2007 08-Mar-2007 Change Change % Previous Week
Open 784.8 781.5 -3.3 -0.4% 835.3
High 788.6 794.3 5.7 0.7% 838.4
Low 780.3 779.2 -1.1 -0.1% 780.3
Close 781.9 790.5 8.6 1.1% 780.8
Range 8.3 15.1 6.8 81.9% 58.1
ATR 13.7 13.8 0.1 0.7% 0.0
Volume 20,600 31,891 11,291 54.8% 8,895
Daily Pivots for day following 08-Mar-2007
Classic Woodie Camarilla DeMark
R4 833.3 827.0 798.8
R3 818.2 811.9 794.7
R2 803.1 803.1 793.3
R1 796.8 796.8 791.9 800.0
PP 788.0 788.0 788.0 789.6
S1 781.7 781.7 789.1 784.9
S2 772.9 772.9 787.7
S3 757.8 766.6 786.3
S4 742.7 751.5 782.2
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 974.1 935.6 812.8
R3 916.0 877.5 796.8
R2 857.9 857.9 791.5
R1 819.4 819.4 786.1 809.6
PP 799.8 799.8 799.8 795.0
S1 761.3 761.3 775.5 751.5
S2 741.7 741.7 770.1
S3 683.6 703.2 764.8
S4 625.5 645.1 748.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 799.3 762.4 36.9 4.7% 18.2 2.3% 76% False False 15,941
10 838.4 762.4 76.0 9.6% 18.4 2.3% 37% False False 8,718
20 838.9 762.4 76.5 9.7% 13.2 1.7% 37% False False 4,638
40 838.9 762.4 76.5 9.7% 11.5 1.5% 37% False False 2,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 858.5
2.618 833.8
1.618 818.7
1.000 809.4
0.618 803.6
HIGH 794.3
0.618 788.5
0.500 786.8
0.382 785.0
LOW 779.2
0.618 769.9
1.000 764.1
1.618 754.8
2.618 739.7
4.250 715.0
Fisher Pivots for day following 08-Mar-2007
Pivot 1 day 3 day
R1 789.3 786.5
PP 788.0 782.4
S1 786.8 778.4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.