CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 14-Mar-2008
Day Change Summary
Previous Current
13-Mar-2008 14-Mar-2008 Change Change % Previous Week
Open 666.5 677.4 10.9 1.6% 660.4
High 681.4 690.3 8.9 1.3% 690.3
Low 653.1 654.0 0.9 0.1% 642.1
Close 678.4 663.7 -14.7 -2.2% 663.7
Range 28.3 36.3 8.0 28.3% 48.2
ATR 19.7 20.8 1.2 6.1% 0.0
Volume 54,609 369,219 314,610 576.1% 476,470
Daily Pivots for day following 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 778.2 757.3 683.7
R3 741.9 721.0 673.7
R2 705.6 705.6 670.4
R1 684.7 684.7 667.0 677.0
PP 669.3 669.3 669.3 665.5
S1 648.4 648.4 660.4 640.7
S2 633.0 633.0 657.0
S3 596.7 612.1 653.7
S4 560.4 575.8 643.7
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 810.0 785.0 690.2
R3 761.8 736.8 677.0
R2 713.6 713.6 672.5
R1 688.6 688.6 668.1 701.1
PP 665.4 665.4 665.4 671.6
S1 640.4 640.4 659.3 652.9
S2 617.2 617.2 654.9
S3 569.0 592.2 650.4
S4 520.8 544.0 637.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 690.3 642.1 48.2 7.3% 26.7 4.0% 45% True False 95,294
10 690.3 642.1 48.2 7.3% 22.4 3.4% 45% True False 50,162
20 725.2 642.1 83.1 12.5% 19.1 2.9% 26% False False 25,198
40 733.4 638.6 94.8 14.3% 20.8 3.1% 26% False False 12,659
60 808.8 638.6 170.2 25.6% 19.7 3.0% 15% False False 8,457
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 6.5
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 844.6
2.618 785.3
1.618 749.0
1.000 726.6
0.618 712.7
HIGH 690.3
0.618 676.4
0.500 672.2
0.382 667.9
LOW 654.0
0.618 631.6
1.000 617.7
1.618 595.3
2.618 559.0
4.250 499.7
Fisher Pivots for day following 14-Mar-2008
Pivot 1 day 3 day
R1 672.2 671.7
PP 669.3 669.0
S1 666.5 666.4

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.