CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 847.6 837.1 -10.5 -1.2% 850.0
High 848.8 839.6 -9.2 -1.1% 858.0
Low 828.5 827.1 -1.4 -0.2% 835.0
Close 837.5 827.8 -9.7 -1.2% 846.8
Range 20.3 12.5 -7.8 -38.4% 23.0
ATR 14.6 14.5 -0.2 -1.0% 0.0
Volume 204,363 255,174 50,811 24.9% 949,577
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 869.0 860.9 834.7
R3 856.5 848.4 831.2
R2 844.0 844.0 830.1
R1 835.9 835.9 828.9 833.7
PP 831.5 831.5 831.5 830.4
S1 823.4 823.4 826.7 821.2
S2 819.0 819.0 825.5
S3 806.5 810.9 824.4
S4 794.0 798.4 820.9
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 915.6 904.2 859.5
R3 892.6 881.2 853.1
R2 869.6 869.6 851.0
R1 858.2 858.2 848.9 852.4
PP 846.6 846.6 846.6 843.7
S1 835.2 835.2 844.7 829.4
S2 823.6 823.6 842.6
S3 800.6 812.2 840.5
S4 777.6 789.2 834.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 858.0 827.1 30.9 3.7% 15.3 1.8% 2% False True 217,122
10 858.0 827.1 30.9 3.7% 13.3 1.6% 2% False True 191,668
20 858.0 801.8 56.2 6.8% 12.9 1.6% 46% False False 214,729
40 858.0 764.4 93.6 11.3% 14.4 1.7% 68% False False 128,814
60 858.0 743.5 114.5 13.8% 18.2 2.2% 74% False False 85,979
80 869.4 743.5 125.9 15.2% 16.2 2.0% 67% False False 64,561
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 892.7
2.618 872.3
1.618 859.8
1.000 852.1
0.618 847.3
HIGH 839.6
0.618 834.8
0.500 833.4
0.382 831.9
LOW 827.1
0.618 819.4
1.000 814.6
1.618 806.9
2.618 794.4
4.250 774.0
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 833.4 838.4
PP 831.5 834.9
S1 829.7 831.3

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.