CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 04-Apr-2007
Day Change Summary
Previous Current
03-Apr-2007 04-Apr-2007 Change Change % Previous Week
Open 808.7 817.0 8.3 1.0% 815.1
High 819.6 818.7 -0.9 -0.1% 817.8
Low 808.6 812.6 4.0 0.5% 796.8
Close 817.3 816.6 -0.7 -0.1% 808.0
Range 11.0 6.1 -4.9 -44.5% 21.0
ATR 11.6 11.2 -0.4 -3.4% 0.0
Volume 143,289 150,919 7,630 5.3% 830,376
Daily Pivots for day following 04-Apr-2007
Classic Woodie Camarilla DeMark
R4 834.3 831.5 820.0
R3 828.2 825.4 818.3
R2 822.1 822.1 817.7
R1 819.3 819.3 817.2 817.7
PP 816.0 816.0 816.0 815.1
S1 813.2 813.2 816.0 811.6
S2 809.9 809.9 815.5
S3 803.8 807.1 814.9
S4 797.7 801.0 813.2
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 870.5 860.3 819.6
R3 849.5 839.3 813.8
R2 828.5 828.5 811.9
R1 818.3 818.3 809.9 812.9
PP 807.5 807.5 807.5 804.9
S1 797.3 797.3 806.1 791.9
S2 786.5 786.5 804.2
S3 765.5 776.3 802.2
S4 744.5 755.3 796.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 819.6 796.8 22.8 2.8% 9.8 1.2% 87% False False 181,562
10 819.6 796.8 22.8 2.8% 9.0 1.1% 87% False False 166,339
20 819.6 766.7 52.9 6.5% 11.2 1.4% 94% False False 193,544
40 838.9 762.4 76.5 9.4% 12.0 1.5% 71% False False 98,301
60 838.9 762.4 76.5 9.4% 11.3 1.4% 71% False False 65,598
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 844.6
2.618 834.7
1.618 828.6
1.000 824.8
0.618 822.5
HIGH 818.7
0.618 816.4
0.500 815.7
0.382 814.9
LOW 812.6
0.618 808.8
1.000 806.5
1.618 802.7
2.618 796.6
4.250 786.7
Fisher Pivots for day following 04-Apr-2007
Pivot 1 day 3 day
R1 816.3 814.9
PP 816.0 813.2
S1 815.7 811.5

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.