CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 09-Jul-2007
Day Change Summary
Previous Current
06-Jul-2007 09-Jul-2007 Change Change % Previous Week
Open 855.1 859.1 4.0 0.5% 840.1
High 860.0 861.4 1.4 0.2% 860.0
Low 851.0 854.6 3.6 0.4% 839.4
Close 859.0 858.1 -0.9 -0.1% 859.0
Range 9.0 6.8 -2.2 -24.4% 20.6
ATR 12.3 11.9 -0.4 -3.2% 0.0
Volume 139,400 132,264 -7,136 -5.1% 656,282
Daily Pivots for day following 09-Jul-2007
Classic Woodie Camarilla DeMark
R4 878.4 875.1 861.8
R3 871.6 868.3 860.0
R2 864.8 864.8 859.3
R1 861.5 861.5 858.7 859.8
PP 858.0 858.0 858.0 857.2
S1 854.7 854.7 857.5 853.0
S2 851.2 851.2 856.9
S3 844.4 847.9 856.2
S4 837.6 841.1 854.4
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 914.6 907.4 870.3
R3 894.0 886.8 864.7
R2 873.4 873.4 862.8
R1 866.2 866.2 860.9 869.8
PP 852.8 852.8 852.8 854.6
S1 845.6 845.6 857.1 849.2
S2 832.2 832.2 855.2
S3 811.6 825.0 853.3
S4 791.0 804.4 847.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 861.4 839.4 22.0 2.6% 8.5 1.0% 85% True False 157,709
10 861.4 824.2 37.2 4.3% 11.8 1.4% 91% True False 211,646
20 861.4 824.2 37.2 4.3% 12.5 1.5% 91% True False 239,896
40 865.8 819.5 46.3 5.4% 12.4 1.4% 83% False False 131,299
60 865.8 818.2 47.6 5.5% 11.5 1.3% 84% False False 87,588
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 890.3
2.618 879.2
1.618 872.4
1.000 868.2
0.618 865.6
HIGH 861.4
0.618 858.8
0.500 858.0
0.382 857.2
LOW 854.6
0.618 850.4
1.000 847.8
1.618 843.6
2.618 836.8
4.250 825.7
Fisher Pivots for day following 09-Jul-2007
Pivot 1 day 3 day
R1 858.1 857.2
PP 858.0 856.2
S1 858.0 855.3

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.