CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 30-Nov-2007
Day Change Summary
Previous Current
29-Nov-2007 30-Nov-2007 Change Change % Previous Week
Open 775.6 767.6 -8.0 -1.0% 760.0
High 777.5 785.7 8.2 1.1% 785.7
Low 766.4 767.6 1.2 0.2% 735.0
Close 769.0 773.0 4.0 0.5% 773.0
Range 11.1 18.1 7.0 63.1% 50.7
ATR 18.4 18.4 0.0 -0.1% 0.0
Volume 904 332 -572 -63.3% 2,322
Daily Pivots for day following 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 829.7 819.5 783.0
R3 811.6 801.4 778.0
R2 793.5 793.5 776.3
R1 783.3 783.3 774.7 788.4
PP 775.4 775.4 775.4 778.0
S1 765.2 765.2 771.3 770.3
S2 757.3 757.3 769.7
S3 739.2 747.1 768.0
S4 721.1 729.0 763.0
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 916.7 895.5 800.9
R3 866.0 844.8 786.9
R2 815.3 815.3 782.3
R1 794.1 794.1 777.6 804.7
PP 764.6 764.6 764.6 769.9
S1 743.4 743.4 768.4 754.0
S2 713.9 713.9 763.7
S3 663.2 692.7 759.1
S4 612.5 642.0 745.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 785.7 735.0 50.7 6.6% 21.6 2.8% 75% True False 464
10 785.7 735.0 50.7 6.6% 17.1 2.2% 75% True False 421
20 812.6 735.0 77.6 10.0% 18.9 2.4% 49% False False 323
40 863.7 735.0 128.7 16.6% 17.9 2.3% 30% False False 218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 862.6
2.618 833.1
1.618 815.0
1.000 803.8
0.618 796.9
HIGH 785.7
0.618 778.8
0.500 776.7
0.382 774.5
LOW 767.6
0.618 756.4
1.000 749.5
1.618 738.3
2.618 720.2
4.250 690.7
Fisher Pivots for day following 30-Nov-2007
Pivot 1 day 3 day
R1 776.7 770.2
PP 775.4 767.4
S1 774.2 764.7

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.