CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 12-Feb-2008
Day Change Summary
Previous Current
11-Feb-2008 12-Feb-2008 Change Change % Previous Week
Open 698.9 699.2 0.3 0.0% 730.2
High 705.1 713.6 8.5 1.2% 733.8
Low 690.0 698.0 8.0 1.2% 685.7
Close 699.3 707.3 8.0 1.1% 698.9
Range 15.1 15.6 0.5 3.3% 48.1
ATR 22.3 21.8 -0.5 -2.1% 0.0
Volume 226,250 227,735 1,485 0.7% 1,343,331
Daily Pivots for day following 12-Feb-2008
Classic Woodie Camarilla DeMark
R4 753.1 745.8 715.9
R3 737.5 730.2 711.6
R2 721.9 721.9 710.2
R1 714.6 714.6 708.7 718.3
PP 706.3 706.3 706.3 708.1
S1 699.0 699.0 705.9 702.7
S2 690.7 690.7 704.4
S3 675.1 683.4 703.0
S4 659.5 667.8 698.7
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 850.4 822.8 725.4
R3 802.3 774.7 712.1
R2 754.2 754.2 707.7
R1 726.6 726.6 703.3 716.4
PP 706.1 706.1 706.1 701.0
S1 678.5 678.5 694.5 668.3
S2 658.0 658.0 690.1
S3 609.9 630.4 685.7
S4 561.8 582.3 672.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 713.6 685.7 27.9 3.9% 18.2 2.6% 77% True False 265,893
10 733.8 682.5 51.3 7.3% 21.2 3.0% 48% False False 268,294
20 733.8 637.5 96.3 13.6% 24.1 3.4% 72% False False 301,824
40 804.7 637.5 167.2 23.6% 21.6 3.1% 42% False False 275,267
60 804.7 637.5 167.2 23.6% 20.4 2.9% 42% False False 185,429
80 838.5 637.5 201.0 28.4% 20.4 2.9% 35% False False 139,111
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 779.9
2.618 754.4
1.618 738.8
1.000 729.2
0.618 723.2
HIGH 713.6
0.618 707.6
0.500 705.8
0.382 704.0
LOW 698.0
0.618 688.4
1.000 682.4
1.618 672.8
2.618 657.2
4.250 631.7
Fisher Pivots for day following 12-Feb-2008
Pivot 1 day 3 day
R1 706.8 705.5
PP 706.3 703.6
S1 705.8 701.8

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.