CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 20-Jun-2007
Day Change Summary
Previous Current
19-Jun-2007 20-Jun-2007 Change Change % Previous Week
Open 854.3 856.2 1.9 0.2% 841.8
High 857.5 859.6 2.1 0.2% 859.4
Low 847.2 841.4 -5.8 -0.7% 825.0
Close 856.3 841.7 -14.6 -1.7% 856.2
Range 10.3 18.2 7.9 76.7% 34.4
ATR 12.3 12.7 0.4 3.4% 0.0
Volume 173,664 189,259 15,595 9.0% 1,567,709
Daily Pivots for day following 20-Jun-2007
Classic Woodie Camarilla DeMark
R4 902.2 890.1 851.7
R3 884.0 871.9 846.7
R2 865.8 865.8 845.0
R1 853.7 853.7 843.4 850.7
PP 847.6 847.6 847.6 846.0
S1 835.5 835.5 840.0 832.5
S2 829.4 829.4 838.4
S3 811.2 817.3 836.7
S4 793.0 799.1 831.7
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 950.1 937.5 875.1
R3 915.7 903.1 865.7
R2 881.3 881.3 862.5
R1 868.7 868.7 859.4 875.0
PP 846.9 846.9 846.9 850.0
S1 834.3 834.3 853.0 840.6
S2 812.5 812.5 849.9
S3 778.1 799.9 846.7
S4 743.7 765.5 837.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 860.0 838.4 21.6 2.6% 12.8 1.5% 15% False False 233,516
10 860.0 825.0 35.0 4.2% 14.7 1.8% 48% False False 253,694
20 865.8 825.0 40.8 4.8% 12.9 1.5% 41% False False 129,444
40 865.8 818.2 47.6 5.7% 11.9 1.4% 49% False False 65,242
60 865.8 804.2 61.6 7.3% 10.6 1.3% 61% False False 43,526
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 937.0
2.618 907.2
1.618 889.0
1.000 877.8
0.618 870.8
HIGH 859.6
0.618 852.6
0.500 850.5
0.382 848.4
LOW 841.4
0.618 830.2
1.000 823.2
1.618 812.0
2.618 793.8
4.250 764.1
Fisher Pivots for day following 20-Jun-2007
Pivot 1 day 3 day
R1 850.5 850.7
PP 847.6 847.7
S1 844.6 844.7

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.