CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 16-Jan-2007
Day Change Summary
Previous Current
12-Jan-2007 16-Jan-2007 Change Change % Previous Week
Open 793.1 801.3 8.2 1.0% 779.3
High 802.0 807.1 5.1 0.6% 802.0
Low 791.6 793.6 2.0 0.3% 773.2
Close 801.7 794.9 -6.8 -0.8% 801.7
Range 10.4 13.5 3.1 29.8% 28.8
ATR 11.2 11.4 0.2 1.5% 0.0
Volume 177,153 132,799 -44,354 -25.0% 959,799
Daily Pivots for day following 16-Jan-2007
Classic Woodie Camarilla DeMark
R4 839.0 830.5 802.3
R3 825.5 817.0 798.6
R2 812.0 812.0 797.4
R1 803.5 803.5 796.1 801.0
PP 798.5 798.5 798.5 797.3
S1 790.0 790.0 793.7 787.5
S2 785.0 785.0 792.4
S3 771.5 776.5 791.2
S4 758.0 763.0 787.5
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 878.7 869.0 817.5
R3 849.9 840.2 809.6
R2 821.1 821.1 807.0
R1 811.4 811.4 804.3 816.3
PP 792.3 792.3 792.3 794.7
S1 782.6 782.6 799.1 787.5
S2 763.5 763.5 796.4
S3 734.7 753.8 793.8
S4 705.9 725.0 785.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 807.1 773.2 33.9 4.3% 11.6 1.5% 64% True False 178,021
10 807.1 773.2 33.9 4.3% 13.0 1.6% 64% True False 157,887
20 807.2 773.2 34.0 4.3% 11.4 1.4% 64% False False 147,226
40 809.6 773.2 36.4 4.6% 10.3 1.3% 60% False False 96,086
60 809.6 755.5 54.1 6.8% 10.6 1.3% 73% False False 64,104
80 809.6 723.1 86.5 10.9% 10.8 1.4% 83% False False 48,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 864.5
2.618 842.4
1.618 828.9
1.000 820.6
0.618 815.4
HIGH 807.1
0.618 801.9
0.500 800.4
0.382 798.8
LOW 793.6
0.618 785.3
1.000 780.1
1.618 771.8
2.618 758.3
4.250 736.2
Fisher Pivots for day following 16-Jan-2007
Pivot 1 day 3 day
R1 800.4 795.3
PP 798.5 795.1
S1 796.7 795.0

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.