CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 27-Mar-2008
Day Change Summary
Previous Current
26-Mar-2008 27-Mar-2008 Change Change % Previous Week
Open 703.7 697.4 -6.3 -0.9% 663.0
High 704.6 704.9 0.3 0.0% 689.8
Low 695.4 691.4 -4.0 -0.6% 640.1
Close 698.3 692.7 -5.6 -0.8% 675.4
Range 9.2 13.5 4.3 46.7% 49.7
ATR 21.8 21.2 -0.6 -2.7% 0.0
Volume 217,464 197,900 -19,564 -9.0% 1,795,794
Daily Pivots for day following 27-Mar-2008
Classic Woodie Camarilla DeMark
R4 736.8 728.3 700.1
R3 723.3 714.8 696.4
R2 709.8 709.8 695.2
R1 701.3 701.3 693.9 698.8
PP 696.3 696.3 696.3 695.1
S1 687.8 687.8 691.5 685.3
S2 682.8 682.8 690.2
S3 669.3 674.3 689.0
S4 655.8 660.8 685.3
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 817.5 796.2 702.7
R3 767.8 746.5 689.1
R2 718.1 718.1 684.5
R1 696.8 696.8 680.0 707.5
PP 668.4 668.4 668.4 673.8
S1 647.1 647.1 670.8 657.8
S2 618.7 618.7 666.3
S3 569.0 597.4 661.7
S4 519.3 547.7 648.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 706.2 657.5 48.7 7.0% 17.7 2.6% 72% False False 261,701
10 706.2 640.1 66.1 9.5% 25.0 3.6% 80% False False 312,968
20 717.2 640.1 77.1 11.1% 22.3 3.2% 68% False False 160,401
40 733.4 640.1 93.3 13.5% 19.9 2.9% 56% False False 80,279
60 768.5 638.6 129.9 18.8% 21.0 3.0% 42% False False 53,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 762.3
2.618 740.2
1.618 726.7
1.000 718.4
0.618 713.2
HIGH 704.9
0.618 699.7
0.500 698.2
0.382 696.6
LOW 691.4
0.618 683.1
1.000 677.9
1.618 669.6
2.618 656.1
4.250 634.0
Fisher Pivots for day following 27-Mar-2008
Pivot 1 day 3 day
R1 698.2 698.8
PP 696.3 696.8
S1 694.5 694.7

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.