CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 25-Apr-2008
Day Change Summary
Previous Current
24-Apr-2008 25-Apr-2008 Change Change % Previous Week
Open 703.6 711.5 7.9 1.1% 717.0
High 721.4 724.7 3.3 0.5% 724.7
Low 698.2 710.0 11.8 1.7% 696.9
Close 713.5 720.4 6.9 1.0% 720.4
Range 23.2 14.7 -8.5 -36.6% 27.8
ATR 14.5 14.5 0.0 0.1% 0.0
Volume 285 259 -26 -9.1% 678
Daily Pivots for day following 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 762.5 756.1 728.5
R3 747.8 741.4 724.4
R2 733.1 733.1 723.1
R1 726.7 726.7 721.7 729.9
PP 718.4 718.4 718.4 720.0
S1 712.0 712.0 719.1 715.2
S2 703.7 703.7 717.7
S3 689.0 697.3 716.4
S4 674.3 682.6 712.3
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 797.4 786.7 735.7
R3 769.6 758.9 728.0
R2 741.8 741.8 725.5
R1 731.1 731.1 722.9 736.5
PP 714.0 714.0 714.0 716.7
S1 703.3 703.3 717.9 708.7
S2 686.2 686.2 715.3
S3 658.4 675.5 712.8
S4 630.6 647.7 705.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 724.7 696.9 27.8 3.9% 14.8 2.1% 85% True False 135
10 724.7 683.4 41.3 5.7% 13.5 1.9% 90% True False 670
20 724.7 680.8 43.9 6.1% 14.2 2.0% 90% True False 385
Crabel Price Patterns
NR True
NR4 False
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 2.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 787.2
2.618 763.2
1.618 748.5
1.000 739.4
0.618 733.8
HIGH 724.7
0.618 719.1
0.500 717.4
0.382 715.6
LOW 710.0
0.618 700.9
1.000 695.3
1.618 686.2
2.618 671.5
4.250 647.5
Fisher Pivots for day following 25-Apr-2008
Pivot 1 day 3 day
R1 719.4 717.4
PP 718.4 714.4
S1 717.4 711.5

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.