CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 06-Apr-2007
Day Change Summary
Previous Current
05-Apr-2007 06-Apr-2007 Change Change % Previous Week
Open 816.6 816.8 0.2 0.0% 807.5
High 819.9 819.8 -0.1 0.0% 819.9
Low 815.2 816.6 1.4 0.2% 803.3
Close 816.8 816.8 0.0 0.0% 816.8
Range 4.7 3.2 -1.5 -31.9% 16.6
ATR 10.8 10.2 -0.5 -5.0% 0.0
Volume 119,879 80,059 -39,820 -33.2% 699,321
Daily Pivots for day following 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 827.3 825.3 818.6
R3 824.1 822.1 817.7
R2 820.9 820.9 817.4
R1 818.9 818.9 817.1 818.4
PP 817.7 817.7 817.7 817.5
S1 815.7 815.7 816.5 815.2
S2 814.5 814.5 816.2
S3 811.3 812.5 815.9
S4 808.1 809.3 815.0
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 863.1 856.6 825.9
R3 846.5 840.0 821.4
R2 829.9 829.9 819.8
R1 823.4 823.4 818.3 826.7
PP 813.3 813.3 813.3 815.0
S1 806.8 806.8 815.3 810.1
S2 796.7 796.7 813.8
S3 780.1 790.2 812.2
S4 763.5 773.6 807.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 819.9 803.3 16.6 2.0% 6.3 0.8% 81% False False 139,864
10 819.9 796.8 23.1 2.8% 8.6 1.0% 87% False False 152,969
20 819.9 766.7 53.2 6.5% 10.3 1.3% 94% False False 189,658
40 838.9 762.4 76.5 9.4% 11.7 1.4% 71% False False 103,277
60 838.9 762.4 76.5 9.4% 11.0 1.4% 71% False False 68,921
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.0
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 833.4
2.618 828.2
1.618 825.0
1.000 823.0
0.618 821.8
HIGH 819.8
0.618 818.6
0.500 818.2
0.382 817.8
LOW 816.6
0.618 814.6
1.000 813.4
1.618 811.4
2.618 808.2
4.250 803.0
Fisher Pivots for day following 06-Apr-2007
Pivot 1 day 3 day
R1 818.2 816.6
PP 817.7 816.4
S1 817.3 816.3

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.