CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 28-May-2008
Day Change Summary
Previous Current
27-May-2008 28-May-2008 Change Change % Previous Week
Open 725.9 733.4 7.5 1.0% 740.1
High 734.7 738.8 4.1 0.6% 748.0
Low 721.5 730.1 8.6 1.2% 718.3
Close 733.4 738.2 4.8 0.7% 722.8
Range 13.2 8.7 -4.5 -34.1% 29.7
ATR 13.0 12.7 -0.3 -2.4% 0.0
Volume 161 218 57 35.4% 764
Daily Pivots for day following 28-May-2008
Classic Woodie Camarilla DeMark
R4 761.8 758.7 743.0
R3 753.1 750.0 740.6
R2 744.4 744.4 739.8
R1 741.3 741.3 739.0 742.9
PP 735.7 735.7 735.7 736.5
S1 732.6 732.6 737.4 734.2
S2 727.0 727.0 736.6
S3 718.3 723.9 735.8
S4 709.6 715.2 733.4
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 818.8 800.5 739.1
R3 789.1 770.8 731.0
R2 759.4 759.4 728.2
R1 741.1 741.1 725.5 735.4
PP 729.7 729.7 729.7 726.9
S1 711.4 711.4 720.1 705.7
S2 700.0 700.0 717.4
S3 670.3 681.7 714.6
S4 640.6 652.0 706.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 738.8 718.3 20.5 2.8% 11.9 1.6% 97% True False 131
10 748.0 718.3 29.7 4.0% 12.8 1.7% 67% False False 163
20 748.0 711.3 36.7 5.0% 12.5 1.7% 73% False False 182
40 748.0 683.4 64.6 8.8% 12.9 1.7% 85% False False 289
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.6
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 775.8
2.618 761.6
1.618 752.9
1.000 747.5
0.618 744.2
HIGH 738.8
0.618 735.5
0.500 734.5
0.382 733.4
LOW 730.1
0.618 724.7
1.000 721.4
1.618 716.0
2.618 707.3
4.250 693.1
Fisher Pivots for day following 28-May-2008
Pivot 1 day 3 day
R1 737.0 735.0
PP 735.7 731.8
S1 734.5 728.6

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.