CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 11-Mar-2008
Day Change Summary
Previous Current
10-Mar-2008 11-Mar-2008 Change Change % Previous Week
Open 660.0 647.2 -12.8 -1.9% 688.1
High 665.4 675.2 9.8 1.5% 690.0
Low 642.3 644.2 1.9 0.3% 653.1
Close 647.1 674.3 27.2 4.2% 660.6
Range 23.1 31.0 7.9 34.2% 36.9
ATR 19.8 20.6 0.8 4.0% 0.0
Volume 328,717 265,780 -62,937 -19.1% 1,369,635
Daily Pivots for day following 11-Mar-2008
Classic Woodie Camarilla DeMark
R4 757.6 746.9 691.4
R3 726.6 715.9 682.8
R2 695.6 695.6 680.0
R1 684.9 684.9 677.1 690.3
PP 664.6 664.6 664.6 667.2
S1 653.9 653.9 671.5 659.3
S2 633.6 633.6 668.6
S3 602.6 622.9 665.8
S4 571.6 591.9 657.3
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 778.6 756.5 680.9
R3 741.7 719.6 670.7
R2 704.8 704.8 667.4
R1 682.7 682.7 664.0 675.3
PP 667.9 667.9 667.9 664.2
S1 645.8 645.8 657.2 638.4
S2 631.0 631.0 653.8
S3 594.1 608.9 650.5
S4 557.2 572.0 640.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 690.0 642.3 47.7 7.1% 22.7 3.4% 67% False False 291,188
10 725.2 642.3 82.9 12.3% 19.9 3.0% 39% False False 268,431
20 725.4 642.3 83.1 12.3% 19.3 2.9% 39% False False 255,575
40 733.8 637.5 96.3 14.3% 21.7 3.2% 38% False False 280,056
60 804.7 637.5 167.2 24.8% 20.9 3.1% 22% False False 265,705
80 804.7 637.5 167.2 24.8% 20.1 3.0% 22% False False 200,121
100 838.5 637.5 201.0 29.8% 20.1 3.0% 18% False False 160,127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 807.0
2.618 756.4
1.618 725.4
1.000 706.2
0.618 694.4
HIGH 675.2
0.618 663.4
0.500 659.7
0.382 656.0
LOW 644.2
0.618 625.0
1.000 613.2
1.618 594.0
2.618 563.0
4.250 512.5
Fisher Pivots for day following 11-Mar-2008
Pivot 1 day 3 day
R1 669.4 669.1
PP 664.6 663.9
S1 659.7 658.8

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.