CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 07-May-2007
Day Change Summary
Previous Current
04-May-2007 07-May-2007 Change Change % Previous Week
Open 831.7 836.3 4.6 0.6% 834.9
High 837.1 838.8 1.7 0.2% 837.1
Low 830.2 833.4 3.2 0.4% 810.3
Close 836.8 834.5 -2.3 -0.3% 836.8
Range 6.9 5.4 -1.5 -21.7% 26.8
ATR 10.3 9.9 -0.3 -3.4% 0.0
Volume 158,849 164,317 5,468 3.4% 908,250
Daily Pivots for day following 07-May-2007
Classic Woodie Camarilla DeMark
R4 851.8 848.5 837.5
R3 846.4 843.1 836.0
R2 841.0 841.0 835.5
R1 837.7 837.7 835.0 836.7
PP 835.6 835.6 835.6 835.0
S1 832.3 832.3 834.0 831.3
S2 830.2 830.2 833.5
S3 824.8 826.9 833.0
S4 819.4 821.5 831.5
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 908.5 899.4 851.5
R3 881.7 872.6 844.2
R2 854.9 854.9 841.7
R1 845.8 845.8 839.3 850.4
PP 828.1 828.1 828.1 830.3
S1 819.0 819.0 834.3 823.6
S2 801.3 801.3 831.9
S3 774.5 792.2 829.4
S4 747.7 765.4 822.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 838.8 810.3 28.5 3.4% 8.9 1.1% 85% True False 182,613
10 839.6 810.3 29.3 3.5% 10.5 1.3% 83% False False 177,009
20 839.6 807.4 32.2 3.9% 10.0 1.2% 84% False False 170,055
40 839.6 766.7 72.9 8.7% 10.1 1.2% 93% False False 174,012
60 839.6 762.4 77.2 9.3% 11.1 1.3% 93% False False 125,557
80 839.6 762.4 77.2 9.3% 10.8 1.3% 93% False False 94,228
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 861.8
2.618 852.9
1.618 847.5
1.000 844.2
0.618 842.1
HIGH 838.8
0.618 836.7
0.500 836.1
0.382 835.5
LOW 833.4
0.618 830.1
1.000 828.0
1.618 824.7
2.618 819.3
4.250 810.5
Fisher Pivots for day following 07-May-2007
Pivot 1 day 3 day
R1 836.1 834.2
PP 835.6 834.0
S1 835.0 833.7

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.