CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 22-May-2008
Day Change Summary
Previous Current
21-May-2008 22-May-2008 Change Change % Previous Week
Open 737.5 731.7 -5.8 -0.8% 721.9
High 742.5 736.4 -6.1 -0.8% 745.9
Low 723.0 727.0 4.0 0.6% 719.0
Close 729.2 731.7 2.5 0.3% 740.7
Range 19.5 9.4 -10.1 -51.8% 26.9
ATR 13.1 12.9 -0.3 -2.0% 0.0
Volume 337 187 -150 -44.5% 1,106
Daily Pivots for day following 22-May-2008
Classic Woodie Camarilla DeMark
R4 759.9 755.2 736.9
R3 750.5 745.8 734.3
R2 741.1 741.1 733.4
R1 736.4 736.4 732.6 736.4
PP 731.7 731.7 731.7 731.7
S1 727.0 727.0 730.8 727.0
S2 722.3 722.3 730.0
S3 712.9 717.6 729.1
S4 703.5 708.2 726.5
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 815.9 805.2 755.5
R3 789.0 778.3 748.1
R2 762.1 762.1 745.6
R1 751.4 751.4 743.2 756.8
PP 735.2 735.2 735.2 737.9
S1 724.5 724.5 738.2 729.9
S2 708.3 708.3 735.8
S3 681.4 697.6 733.3
S4 654.5 670.7 725.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 748.0 723.0 25.0 3.4% 13.2 1.8% 35% False False 184
10 748.0 711.3 36.7 5.0% 12.2 1.7% 56% False False 204
20 748.0 710.0 38.0 5.2% 12.2 1.7% 57% False False 184
40 748.0 680.8 67.2 9.2% 13.2 1.8% 76% False False 279
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 776.4
2.618 761.0
1.618 751.6
1.000 745.8
0.618 742.2
HIGH 736.4
0.618 732.8
0.500 731.7
0.382 730.6
LOW 727.0
0.618 721.2
1.000 717.6
1.618 711.8
2.618 702.4
4.250 687.1
Fisher Pivots for day following 22-May-2008
Pivot 1 day 3 day
R1 731.7 732.8
PP 731.7 732.4
S1 731.7 732.1

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.