CME eMini Russell 2000 Future December 2007


Show Legacy Chart
Trading Metrics calculated at close of trading on 07-Nov-2007
Day Change Summary
Previous Current
06-Nov-2007 07-Nov-2007 Change Change % Previous Week
Open 790.5 805.2 14.7 1.9% 826.4
High 806.0 805.6 -0.4 0.0% 834.3
Low 785.6 776.4 -9.2 -1.2% 788.8
Close 805.6 780.4 -25.2 -3.1% 800.7
Range 20.4 29.2 8.8 43.1% 45.5
ATR 18.3 19.1 0.8 4.3% 0.0
Volume 278,648 255,244 -23,404 -8.4% 1,209,109
Daily Pivots for day following 07-Nov-2007
Classic Woodie Camarilla DeMark
R4 875.1 856.9 796.5
R3 845.9 827.7 788.4
R2 816.7 816.7 785.8
R1 798.5 798.5 783.1 793.0
PP 787.5 787.5 787.5 784.7
S1 769.3 769.3 777.7 763.8
S2 758.3 758.3 775.0
S3 729.1 740.1 772.4
S4 699.9 710.9 764.3
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 944.4 918.1 825.7
R3 898.9 872.6 813.2
R2 853.4 853.4 809.0
R1 827.1 827.1 804.9 817.5
PP 807.9 807.9 807.9 803.2
S1 781.6 781.6 796.5 772.0
S2 762.4 762.4 792.4
S3 716.9 736.1 788.2
S4 671.4 690.6 775.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 831.4 776.4 55.0 7.0% 24.2 3.1% 7% False True 304,597
10 834.3 776.4 57.9 7.4% 20.1 2.6% 7% False True 273,639
20 858.0 776.4 81.6 10.5% 19.8 2.5% 5% False True 257,009
40 858.0 775.2 82.8 10.6% 16.5 2.1% 6% False False 232,969
60 858.0 743.5 114.5 14.7% 17.1 2.2% 32% False False 156,259
80 866.0 743.5 122.5 15.7% 18.4 2.4% 30% False False 117,280
100 869.4 743.5 125.9 16.1% 16.8 2.2% 29% False False 93,870
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 929.7
2.618 882.0
1.618 852.8
1.000 834.8
0.618 823.6
HIGH 805.6
0.618 794.4
0.500 791.0
0.382 787.6
LOW 776.4
0.618 758.4
1.000 747.2
1.618 729.2
2.618 700.0
4.250 652.3
Fisher Pivots for day following 07-Nov-2007
Pivot 1 day 3 day
R1 791.0 791.2
PP 787.5 787.6
S1 783.9 784.0

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 / Trading Indicators / 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 / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.