CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 26-Jul-2007
Day Change Summary
Previous Current
25-Jul-2007 26-Jul-2007 Change Change % Previous Week
Open 817.5 814.3 -3.2 -0.4% 859.4
High 825.6 817.9 -7.7 -0.9% 861.5
Low 806.1 782.6 -23.5 -2.9% 834.6
Close 815.0 792.2 -22.8 -2.8% 841.4
Range 19.5 35.3 15.8 81.0% 26.9
ATR 13.6 15.1 1.6 11.4% 0.0
Volume 344,037 374,323 30,286 8.8% 1,047,403
Daily Pivots for day following 26-Jul-2007
Classic Woodie Camarilla DeMark
R4 903.5 883.1 811.6
R3 868.2 847.8 801.9
R2 832.9 832.9 798.7
R1 812.5 812.5 795.4 805.1
PP 797.6 797.6 797.6 793.8
S1 777.2 777.2 789.0 769.8
S2 762.3 762.3 785.7
S3 727.0 741.9 782.5
S4 691.7 706.6 772.8
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
5 856.6 782.6 74.0 9.3% 22.6 2.8% 13% False True 296,419
10 862.2 782.6 79.6 10.0% 16.1 2.0% 12% False True 252,033
20 862.2 782.6 79.6 10.0% 13.7 1.7% 12% False True 221,684
40 865.8 782.6 83.2 10.5% 13.6 1.7% 12% False True 209,536
60 865.8 782.6 83.2 10.5% 12.8 1.6% 12% False True 140,072
80 865.8 782.6 83.2 10.5% 11.7 1.5% 12% False True 105,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 967.9
2.618 910.3
1.618 875.0
1.000 853.2
0.618 839.7
HIGH 817.9
0.618 804.4
0.500 800.3
0.382 796.1
LOW 782.6
0.618 760.8
1.000 747.3
1.618 725.5
2.618 690.2
4.250 632.6
Fisher Pivots for day following 26-Jul-2007
Pivot 1 day 3 day
R1 800.3 811.1
PP 797.6 804.8
S1 794.9 798.5

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.