CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 23-Nov-2007
Day Change Summary
Previous Current
21-Nov-2007 23-Nov-2007 Change Change % Previous Week
Open 754.4 740.7 -13.7 -1.8% 767.5
High 754.9 761.4 6.5 0.9% 770.5
Low 736.8 738.3 1.5 0.2% 736.7
Close 739.0 755.0 16.0 2.2% 755.0
Range 18.1 23.1 5.0 27.6% 33.8
ATR 20.3 20.5 0.2 1.0% 0.0
Volume 326,965 240,912 -86,053 -26.3% 1,164,895
Daily Pivots for day following 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 820.9 811.0 767.7
R3 797.8 787.9 761.4
R2 774.7 774.7 759.2
R1 764.8 764.8 757.1 769.8
PP 751.6 751.6 751.6 754.0
S1 741.7 741.7 752.9 746.7
S2 728.5 728.5 750.8
S3 705.4 718.6 748.6
S4 682.3 695.5 742.3
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 855.5 839.0 773.6
R3 821.7 805.2 764.3
R2 787.9 787.9 761.2
R1 771.4 771.4 758.1 762.8
PP 754.1 754.1 754.1 749.7
S1 737.6 737.6 751.9 729.0
S2 720.3 720.3 748.8
S3 686.5 703.8 745.7
S4 652.7 670.0 736.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 780.0 736.7 43.3 5.7% 21.4 2.8% 42% False False 292,757
10 796.8 736.7 60.1 8.0% 21.4 2.8% 30% False False 293,104
20 834.3 736.7 97.6 12.9% 21.0 2.8% 19% False False 283,282
40 858.0 736.7 121.3 16.1% 18.7 2.5% 15% False False 250,740
60 858.0 736.7 121.3 16.1% 17.3 2.3% 15% False False 210,863
80 858.0 736.7 121.3 16.1% 18.6 2.5% 15% False False 158,218
100 869.4 736.7 132.7 17.6% 18.0 2.4% 14% False False 126,650
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 4.4
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 859.6
2.618 821.9
1.618 798.8
1.000 784.5
0.618 775.7
HIGH 761.4
0.618 752.6
0.500 749.9
0.382 747.1
LOW 738.3
0.618 724.0
1.000 715.2
1.618 700.9
2.618 677.8
4.250 640.1
Fisher Pivots for day following 23-Nov-2007
Pivot 1 day 3 day
R1 753.3 753.0
PP 751.6 751.0
S1 749.9 749.1

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.