CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 12-Apr-2007
Day Change Summary
Previous Current
11-Apr-2007 12-Apr-2007 Change Change % Previous Week
Open 819.4 813.7 -5.7 -0.7% 807.5
High 820.5 820.4 -0.1 0.0% 819.9
Low 808.6 807.4 -1.2 -0.1% 803.3
Close 813.9 819.1 5.2 0.6% 816.8
Range 11.9 13.0 1.1 9.2% 16.6
ATR 9.9 10.1 0.2 2.3% 0.0
Volume 130,736 202,704 71,968 55.0% 699,321
Daily Pivots for day following 12-Apr-2007
Classic Woodie Camarilla DeMark
R4 854.6 849.9 826.3
R3 841.6 836.9 822.7
R2 828.6 828.6 821.5
R1 823.9 823.9 820.3 826.3
PP 815.6 815.6 815.6 816.8
S1 810.9 810.9 817.9 813.3
S2 802.6 802.6 816.7
S3 789.6 797.9 815.5
S4 776.6 784.9 812.0
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
5 822.1 807.4 14.7 1.8% 8.2 1.0% 80% False True 104,972
10 822.1 799.1 23.0 2.8% 8.2 1.0% 87% False False 134,403
20 822.1 781.1 41.0 5.0% 9.4 1.1% 93% False False 152,051
40 838.9 762.4 76.5 9.3% 11.9 1.5% 74% False False 114,338
60 838.9 762.4 76.5 9.3% 11.0 1.3% 74% False False 76,324
80 838.9 762.4 76.5 9.3% 10.9 1.3% 74% False False 57,275
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 True
Bear Hook False
Bull Hook False
Stretch 2.3
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 875.7
2.618 854.4
1.618 841.4
1.000 833.4
0.618 828.4
HIGH 820.4
0.618 815.4
0.500 813.9
0.382 812.4
LOW 807.4
0.618 799.4
1.000 794.4
1.618 786.4
2.618 773.4
4.250 752.2
Fisher Pivots for day following 12-Apr-2007
Pivot 1 day 3 day
R1 817.4 817.7
PP 815.6 816.2
S1 813.9 814.8

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.