CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 26-Oct-2006
Day Change Summary
Previous Current
25-Oct-2006 26-Oct-2006 Change Change % Previous Week
Open 774.3 780.4 6.1 0.8% 773.9
High 780.0 786.8 6.8 0.9% 784.2
Low 769.9 774.1 4.2 0.5% 770.0
Close 779.5 785.8 6.3 0.8% 771.6
Range 10.1 12.7 2.6 25.7% 14.2
ATR 10.2 10.4 0.2 1.8% 0.0
Volume 29 286 257 886.2% 600
Daily Pivots for day following 26-Oct-2006
Classic Woodie Camarilla DeMark
R4 820.3 815.8 792.8
R3 807.6 803.1 789.3
R2 794.9 794.9 788.1
R1 790.4 790.4 787.0 792.7
PP 782.2 782.2 782.2 783.4
S1 777.7 777.7 784.6 780.0
S2 769.5 769.5 783.5
S3 756.8 765.0 782.3
S4 744.1 752.3 778.8
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 817.9 808.9 779.4
R3 803.7 794.7 775.5
R2 789.5 789.5 774.2
R1 780.5 780.5 772.9 777.9
PP 775.3 775.3 775.3 774.0
S1 766.3 766.3 770.3 763.7
S2 761.1 761.1 769.0
S3 746.9 752.1 767.7
S4 732.7 737.9 763.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 786.8 766.8 20.0 2.5% 10.0 1.3% 95% True False 115
10 786.8 766.8 20.0 2.5% 9.7 1.2% 95% True False 131
20 786.8 723.1 63.7 8.1% 10.6 1.3% 98% True False 104
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 2.4
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 840.8
2.618 820.0
1.618 807.3
1.000 799.5
0.618 794.6
HIGH 786.8
0.618 781.9
0.500 780.5
0.382 779.0
LOW 774.1
0.618 766.3
1.000 761.4
1.618 753.6
2.618 740.9
4.250 720.1
Fisher Pivots for day following 26-Oct-2006
Pivot 1 day 3 day
R1 784.0 783.2
PP 782.2 780.6
S1 780.5 778.1

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.