CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 19-Mar-2008
Day Change Summary
Previous Current
18-Mar-2008 19-Mar-2008 Change Change % Previous Week
Open 653.0 682.5 29.5 4.5% 660.0
High 683.6 690.8 7.2 1.1% 690.8
Low 650.9 662.6 11.7 1.8% 642.3
Close 682.5 664.4 -18.1 -2.7% 664.4
Range 32.7 28.2 -4.5 -13.8% 48.5
ATR 23.3 23.7 0.3 1.5% 0.0
Volume 211,396 165,141 -46,255 -21.9% 1,555,975
Daily Pivots for day following 19-Mar-2008
Classic Woodie Camarilla DeMark
R4 757.2 739.0 679.9
R3 729.0 710.8 672.2
R2 700.8 700.8 669.6
R1 682.6 682.6 667.0 677.6
PP 672.6 672.6 672.6 670.1
S1 654.4 654.4 661.8 649.4
S2 644.4 644.4 659.2
S3 616.2 626.2 656.6
S4 588.0 598.0 648.9
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 811.3 786.4 691.1
R3 762.8 737.9 677.7
R2 714.3 714.3 673.3
R1 689.4 689.4 668.8 701.9
PP 665.8 665.8 665.8 672.1
S1 640.9 640.9 660.0 653.4
S2 617.3 617.3 655.5
S3 568.8 592.4 651.1
S4 520.3 543.9 637.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 690.8 643.4 47.4 7.1% 31.4 4.7% 44% True False 236,040
10 690.8 642.3 48.5 7.3% 27.3 4.1% 46% True False 270,608
20 725.2 642.3 82.9 12.5% 22.7 3.4% 27% False False 264,648
40 733.8 642.3 91.5 13.8% 22.2 3.3% 24% False False 271,881
60 804.7 637.5 167.2 25.2% 22.0 3.3% 16% False False 265,041
80 804.7 637.5 167.2 25.2% 21.1 3.2% 16% False False 219,415
100 838.5 637.5 201.0 30.3% 20.6 3.1% 13% False False 175,572
120 863.7 637.5 226.2 34.0% 19.7 3.0% 12% False False 146,327
Crabel Price Patterns
NR True
NR4 True
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 7.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 810.7
2.618 764.6
1.618 736.4
1.000 719.0
0.618 708.2
HIGH 690.8
0.618 680.0
0.500 676.7
0.382 673.4
LOW 662.6
0.618 645.2
1.000 634.4
1.618 617.0
2.618 588.8
4.250 542.8
Fisher Pivots for day following 19-Mar-2008
Pivot 1 day 3 day
R1 676.7 667.1
PP 672.6 666.2
S1 668.5 665.3

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.