CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 06-Dec-2006
Day Change Summary
Previous Current
05-Dec-2006 06-Dec-2006 Change Change % Previous Week
Open 805.1 805.5 0.4 0.0% 797.2
High 809.6 806.9 -2.7 -0.3% 800.6
Low 802.8 799.8 -3.0 -0.4% 775.5
Close 805.4 802.8 -2.6 -0.3% 790.4
Range 6.8 7.1 0.3 4.4% 25.1
ATR 10.4 10.2 -0.2 -2.3% 0.0
Volume 16,693 9,816 -6,877 -41.2% 17,515
Daily Pivots for day following 06-Dec-2006
Classic Woodie Camarilla DeMark
R4 824.5 820.7 806.7
R3 817.4 813.6 804.8
R2 810.3 810.3 804.1
R1 806.5 806.5 803.5 804.9
PP 803.2 803.2 803.2 802.3
S1 799.4 799.4 802.1 797.8
S2 796.1 796.1 801.5
S3 789.0 792.3 800.8
S4 781.9 785.2 798.9
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 864.1 852.4 804.2
R3 839.0 827.3 797.3
R2 813.9 813.9 795.0
R1 802.2 802.2 792.7 795.5
PP 788.8 788.8 788.8 785.5
S1 777.1 777.1 788.1 770.4
S2 763.7 763.7 785.8
S3 738.6 752.0 783.5
S4 713.5 726.9 776.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 809.6 780.4 29.2 3.6% 11.1 1.4% 77% False False 8,844
10 809.6 775.5 34.1 4.2% 10.0 1.2% 80% False False 4,745
20 809.6 767.0 42.6 5.3% 9.7 1.2% 84% False False 2,634
40 809.6 754.0 55.6 6.9% 10.4 1.3% 88% False False 1,376
60 809.6 723.1 86.5 10.8% 10.2 1.3% 92% False False 934
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 837.1
2.618 825.5
1.618 818.4
1.000 814.0
0.618 811.3
HIGH 806.9
0.618 804.2
0.500 803.4
0.382 802.5
LOW 799.8
0.618 795.4
1.000 792.7
1.618 788.3
2.618 781.2
4.250 769.6
Fisher Pivots for day following 06-Dec-2006
Pivot 1 day 3 day
R1 803.4 801.7
PP 803.2 800.6
S1 803.0 799.5

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.