CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 14-Sep-2007
Day Change Summary
Previous Current
13-Sep-2007 14-Sep-2007 Change Change % Previous Week
Open 783.3 785.2 1.9 0.2% 778.8
High 793.5 790.8 -2.7 -0.3% 793.5
Low 779.8 775.2 -4.6 -0.6% 764.4
Close 784.9 789.2 4.3 0.5% 789.2
Range 13.7 15.6 1.9 13.9% 29.1
ATR 17.6 17.5 -0.1 -0.8% 0.0
Volume 78,588 244,125 165,537 210.6% 361,887
Daily Pivots for day following 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 831.9 826.1 797.8
R3 816.3 810.5 793.5
R2 800.7 800.7 792.1
R1 794.9 794.9 790.6 797.8
PP 785.1 785.1 785.1 786.5
S1 779.3 779.3 787.8 782.2
S2 769.5 769.5 786.3
S3 753.9 763.7 784.9
S4 738.3 748.1 780.6
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 869.7 858.5 805.2
R3 840.6 829.4 797.2
R2 811.5 811.5 794.5
R1 800.3 800.3 791.9 805.9
PP 782.4 782.4 782.4 785.2
S1 771.2 771.2 786.5 776.8
S2 753.3 753.3 783.9
S3 724.2 742.1 781.2
S4 695.1 713.0 773.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 793.5 764.4 29.1 3.7% 15.3 1.9% 85% False False 72,377
10 813.2 764.4 48.8 6.2% 15.1 1.9% 51% False False 37,580
20 815.5 764.4 51.1 6.5% 16.6 2.1% 49% False False 18,957
40 863.5 743.5 120.0 15.2% 20.5 2.6% 38% False False 9,645
60 869.4 743.5 125.9 16.0% 17.0 2.2% 36% False False 6,514
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 857.1
2.618 831.6
1.618 816.0
1.000 806.4
0.618 800.4
HIGH 790.8
0.618 784.8
0.500 783.0
0.382 781.2
LOW 775.2
0.618 765.6
1.000 759.6
1.618 750.0
2.618 734.4
4.250 708.9
Fisher Pivots for day following 14-Sep-2007
Pivot 1 day 3 day
R1 787.1 787.6
PP 785.1 786.0
S1 783.0 784.4

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.