CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 17-Jan-2008
Day Change Summary
Previous Current
16-Jan-2008 17-Jan-2008 Change Change % Previous Week
Open 697.4 700.7 3.3 0.5% 727.8
High 712.1 707.5 -4.6 -0.6% 739.0
Low 692.0 681.1 -10.9 -1.6% 692.0
Close 700.8 684.0 -16.8 -2.4% 708.1
Range 20.1 26.4 6.3 31.3% 47.0
ATR 19.7 20.2 0.5 2.4% 0.0
Volume 290,173 348,076 57,903 20.0% 1,738,950
Daily Pivots for day following 17-Jan-2008
Classic Woodie Camarilla DeMark
R4 770.1 753.4 698.5
R3 743.7 727.0 691.3
R2 717.3 717.3 688.8
R1 700.6 700.6 686.4 695.8
PP 690.9 690.9 690.9 688.4
S1 674.2 674.2 681.6 669.4
S2 664.5 664.5 679.2
S3 638.1 647.8 676.7
S4 611.7 621.4 669.5
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 854.0 828.1 734.0
R3 807.0 781.1 721.0
R2 760.0 760.0 716.7
R1 734.1 734.1 712.4 723.6
PP 713.0 713.0 713.0 707.8
S1 687.1 687.1 703.8 676.6
S2 666.0 666.0 699.5
S3 619.0 640.1 695.2
S4 572.0 593.1 682.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 722.0 681.1 40.9 6.0% 19.4 2.8% 7% False True 299,473
10 753.1 681.1 72.0 10.5% 23.0 3.4% 4% False True 305,880
20 804.7 681.1 123.6 18.1% 19.7 2.9% 2% False True 246,421
40 804.7 681.1 123.6 18.1% 18.6 2.7% 2% False True 148,194
60 838.5 681.1 157.4 23.0% 19.0 2.8% 2% False True 98,857
80 863.7 681.1 182.6 26.7% 17.8 2.6% 2% False True 74,167
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 6.0
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 819.7
2.618 776.6
1.618 750.2
1.000 733.9
0.618 723.8
HIGH 707.5
0.618 697.4
0.500 694.3
0.382 691.2
LOW 681.1
0.618 664.8
1.000 654.7
1.618 638.4
2.618 612.0
4.250 568.9
Fisher Pivots for day following 17-Jan-2008
Pivot 1 day 3 day
R1 694.3 697.4
PP 690.9 692.9
S1 687.4 688.5

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.