CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 05-Nov-2007
Day Change Summary
Previous Current
02-Nov-2007 05-Nov-2007 Change Change % Previous Week
Open 797.1 800.4 3.3 0.4% 826.4
High 809.3 800.4 -8.9 -1.1% 834.3
Low 788.8 785.7 -3.1 -0.4% 788.8
Close 800.7 790.8 -9.9 -1.2% 800.7
Range 20.5 14.7 -5.8 -28.3% 45.5
ATR 18.4 18.1 -0.2 -1.3% 0.0
Volume 376,674 352,614 -24,060 -6.4% 1,209,109
Daily Pivots for day following 05-Nov-2007
Classic Woodie Camarilla DeMark
R4 836.4 828.3 798.9
R3 821.7 813.6 794.8
R2 807.0 807.0 793.5
R1 798.9 798.9 792.1 795.6
PP 792.3 792.3 792.3 790.7
S1 784.2 784.2 789.5 780.9
S2 777.6 777.6 788.1
S3 762.9 769.5 786.8
S4 748.2 754.8 782.7
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 944.4 918.1 825.7
R3 898.9 872.6 813.2
R2 853.4 853.4 809.0
R1 827.1 827.1 804.9 817.5
PP 807.9 807.9 807.9 803.2
S1 781.6 781.6 796.5 772.0
S2 762.4 762.4 792.4
S3 716.9 736.1 788.2
S4 671.4 690.6 775.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 834.3 785.7 48.6 6.1% 21.0 2.7% 10% False True 271,654
10 834.3 785.7 48.6 6.1% 18.6 2.4% 10% False True 273,321
20 858.0 785.3 72.7 9.2% 18.3 2.3% 8% False False 244,531
40 858.0 773.8 84.2 10.6% 15.9 2.0% 20% False False 220,519
60 858.0 743.5 114.5 14.5% 17.0 2.2% 41% False False 147,368
80 868.7 743.5 125.2 15.8% 18.0 2.3% 38% False False 110,624
Crabel Price Patterns
NR True
NR4 True
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 3.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 862.9
2.618 838.9
1.618 824.2
1.000 815.1
0.618 809.5
HIGH 800.4
0.618 794.8
0.500 793.1
0.382 791.3
LOW 785.7
0.618 776.6
1.000 771.0
1.618 761.9
2.618 747.2
4.250 723.2
Fisher Pivots for day following 05-Nov-2007
Pivot 1 day 3 day
R1 793.1 808.6
PP 792.3 802.6
S1 791.6 796.7

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.