CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 24-Nov-2006
Day Change Summary
Previous Current
23-Nov-2006 24-Nov-2006 Change Change % Previous Week
Open 802.0 802.0 0.0 0.0% 798.1
High 802.0 802.4 0.4 0.0% 804.3
Low 802.0 798.5 -3.5 -0.4% 794.7
Close 802.0 798.3 -3.7 -0.5% 798.3
Range 0.0 3.9 3.9 9.6
ATR 9.4 9.0 -0.4 -4.2% 0.0
Volume 934 270 -664 -71.1% 3,823
Daily Pivots for day following 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 811.4 808.8 800.4
R3 807.5 804.9 799.4
R2 803.6 803.6 799.0
R1 801.0 801.0 798.7 800.4
PP 799.7 799.7 799.7 799.4
S1 797.1 797.1 797.9 796.5
S2 795.8 795.8 797.6
S3 791.9 793.2 797.2
S4 788.0 789.3 796.2
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 827.9 822.7 803.6
R3 818.3 813.1 800.9
R2 808.7 808.7 800.1
R1 803.5 803.5 799.2 806.1
PP 799.1 799.1 799.1 800.4
S1 793.9 793.9 797.4 796.5
S2 789.5 789.5 796.5
S3 779.9 784.3 795.7
S4 770.3 774.7 793.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 804.3 794.7 9.6 1.2% 4.5 0.6% 38% False False 764
10 806.5 775.9 30.6 3.8% 7.4 0.9% 73% False False 596
20 806.5 755.5 51.0 6.4% 9.8 1.2% 84% False False 357
40 806.5 723.1 83.4 10.4% 10.2 1.3% 90% False False 237
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 819.0
2.618 812.6
1.618 808.7
1.000 806.3
0.618 804.8
HIGH 802.4
0.618 800.9
0.500 800.5
0.382 800.0
LOW 798.5
0.618 796.1
1.000 794.6
1.618 792.2
2.618 788.3
4.250 781.9
Fisher Pivots for day following 24-Nov-2006
Pivot 1 day 3 day
R1 800.5 801.4
PP 799.7 800.4
S1 799.0 799.3

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.