CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 21-Feb-2007
Day Change Summary
Previous Current
20-Feb-2007 21-Feb-2007 Change Change % Previous Week
Open 826.8 833.0 6.2 0.7% 818.2
High 836.6 836.1 -0.5 -0.1% 828.2
Low 820.6 830.1 9.5 1.2% 811.8
Close 834.4 835.7 1.3 0.2% 826.9
Range 16.0 6.0 -10.0 -62.5% 16.4
ATR 8.8 8.6 -0.2 -2.3% 0.0
Volume 401 422 21 5.2% 2,902
Daily Pivots for day following 21-Feb-2007
Classic Woodie Camarilla DeMark
R4 852.0 849.8 839.0
R3 846.0 843.8 837.4
R2 840.0 840.0 836.8
R1 837.8 837.8 836.3 838.9
PP 834.0 834.0 834.0 834.5
S1 831.8 831.8 835.2 832.9
S2 828.0 828.0 834.6
S3 822.0 825.8 834.1
S4 816.0 819.8 832.4
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 871.5 865.6 835.9
R3 855.1 849.2 831.4
R2 838.7 838.7 829.9
R1 832.8 832.8 828.4 835.8
PP 822.3 822.3 822.3 823.8
S1 816.4 816.4 825.4 819.4
S2 805.9 805.9 823.9
S3 789.5 800.0 822.4
S4 773.1 783.6 817.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 836.6 818.9 17.7 2.1% 7.4 0.9% 95% False False 479
10 836.6 811.8 24.8 3.0% 7.8 0.9% 96% False False 518
20 836.6 788.3 48.3 5.8% 8.4 1.0% 98% False False 362
40 836.6 780.3 56.3 6.7% 9.5 1.1% 98% False False 255
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 861.6
2.618 851.8
1.618 845.8
1.000 842.1
0.618 839.8
HIGH 836.1
0.618 833.8
0.500 833.1
0.382 832.4
LOW 830.1
0.618 826.4
1.000 824.1
1.618 820.4
2.618 814.4
4.250 804.6
Fisher Pivots for day following 21-Feb-2007
Pivot 1 day 3 day
R1 834.8 833.3
PP 834.0 831.0
S1 833.1 828.6

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.