CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 10-Jul-2007
Day Change Summary
Previous Current
09-Jul-2007 10-Jul-2007 Change Change % Previous Week
Open 859.1 858.3 -0.8 -0.1% 840.1
High 861.4 860.2 -1.2 -0.1% 860.0
Low 854.6 842.5 -12.1 -1.4% 839.4
Close 858.1 843.9 -14.2 -1.7% 859.0
Range 6.8 17.7 10.9 160.3% 20.6
ATR 11.9 12.3 0.4 3.5% 0.0
Volume 132,264 135,853 3,589 2.7% 656,282
Daily Pivots for day following 10-Jul-2007
Classic Woodie Camarilla DeMark
R4 902.0 890.6 853.6
R3 884.3 872.9 848.8
R2 866.6 866.6 847.1
R1 855.2 855.2 845.5 852.1
PP 848.9 848.9 848.9 847.3
S1 837.5 837.5 842.3 834.4
S2 831.2 831.2 840.7
S3 813.5 819.8 839.0
S4 795.8 802.1 834.2
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
5 861.4 842.5 18.9 2.2% 9.5 1.1% 7% False True 132,393
10 861.4 824.2 37.2 4.4% 12.1 1.4% 53% False False 197,669
20 861.4 824.2 37.2 4.4% 12.9 1.5% 53% False False 231,304
40 865.8 819.5 46.3 5.5% 12.6 1.5% 53% False False 134,682
60 865.8 818.2 47.6 5.6% 11.6 1.4% 54% False False 89,852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 935.4
2.618 906.5
1.618 888.8
1.000 877.9
0.618 871.1
HIGH 860.2
0.618 853.4
0.500 851.4
0.382 849.3
LOW 842.5
0.618 831.6
1.000 824.8
1.618 813.9
2.618 796.2
4.250 767.3
Fisher Pivots for day following 10-Jul-2007
Pivot 1 day 3 day
R1 851.4 852.0
PP 848.9 849.3
S1 846.4 846.6

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.