CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 25-Jul-2007
Day Change Summary
Previous Current
24-Jul-2007 25-Jul-2007 Change Change % Previous Week
Open 838.2 817.5 -20.7 -2.5% 859.4
High 839.5 825.6 -13.9 -1.7% 861.5
Low 812.8 806.1 -6.7 -0.8% 834.6
Close 818.0 815.0 -3.0 -0.4% 841.4
Range 26.7 19.5 -7.2 -27.0% 26.9
ATR 13.1 13.6 0.5 3.5% 0.0
Volume 203,848 344,037 140,189 68.8% 1,047,403
Daily Pivots for day following 25-Jul-2007
Classic Woodie Camarilla DeMark
R4 874.1 864.0 825.7
R3 854.6 844.5 820.4
R2 835.1 835.1 818.6
R1 825.0 825.0 816.8 820.3
PP 815.6 815.6 815.6 813.2
S1 805.5 805.5 813.2 800.8
S2 796.1 796.1 811.4
S3 776.6 786.0 809.6
S4 757.1 766.5 804.3
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 926.5 910.9 856.2
R3 899.6 884.0 848.8
R2 872.7 872.7 846.3
R1 857.1 857.1 843.9 851.5
PP 845.8 845.8 845.8 843.0
S1 830.2 830.2 838.9 824.6
S2 818.9 818.9 836.5
S3 792.0 803.3 834.0
S4 765.1 776.4 826.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 858.8 806.1 52.7 6.5% 17.4 2.1% 17% False True 285,131
10 862.2 806.1 56.1 6.9% 14.0 1.7% 16% False True 237,426
20 862.2 806.1 56.1 6.9% 13.0 1.6% 16% False True 216,751
40 865.8 806.1 59.7 7.3% 13.1 1.6% 15% False True 200,194
60 865.8 806.1 59.7 7.3% 12.4 1.5% 15% False True 133,836
80 865.8 806.1 59.7 7.3% 11.3 1.4% 15% False True 100,402
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 908.5
2.618 876.7
1.618 857.2
1.000 845.1
0.618 837.7
HIGH 825.6
0.618 818.2
0.500 815.9
0.382 813.5
LOW 806.1
0.618 794.0
1.000 786.6
1.618 774.5
2.618 755.0
4.250 723.2
Fisher Pivots for day following 25-Jul-2007
Pivot 1 day 3 day
R1 815.9 826.7
PP 815.6 822.8
S1 815.3 818.9

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.