CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 25-Jan-2008
Day Change Summary
Previous Current
24-Jan-2008 25-Jan-2008 Change Change % Previous Week
Open 693.5 694.9 1.4 0.2% 675.4
High 706.1 706.2 0.1 0.0% 706.2
Low 686.6 684.9 -1.7 -0.2% 637.5
Close 693.1 688.8 -4.3 -0.6% 688.8
Range 19.5 21.3 1.8 9.2% 68.7
ATR 24.0 23.8 -0.2 -0.8% 0.0
Volume 461,519 285,649 -175,870 -38.1% 1,609,645
Daily Pivots for day following 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 757.2 744.3 700.5
R3 735.9 723.0 694.7
R2 714.6 714.6 692.7
R1 701.7 701.7 690.8 697.5
PP 693.3 693.3 693.3 691.2
S1 680.4 680.4 686.8 676.2
S2 672.0 672.0 684.9
S3 650.7 659.1 682.9
S4 629.4 637.8 677.1
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 883.6 854.9 726.6
R3 814.9 786.2 707.7
R2 746.2 746.2 701.4
R1 717.5 717.5 695.1 731.9
PP 677.5 677.5 677.5 684.7
S1 648.8 648.8 682.5 663.2
S2 608.8 608.8 676.2
S3 540.1 580.1 669.9
S4 471.4 511.4 651.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 706.2 637.5 68.7 10.0% 32.5 4.7% 75% True False 397,400
10 722.0 637.5 84.5 12.3% 26.0 3.8% 61% False False 348,436
20 802.3 637.5 164.8 23.9% 24.2 3.5% 31% False False 288,664
40 804.7 637.5 167.2 24.3% 21.0 3.0% 31% False False 197,816
60 838.5 637.5 201.0 29.2% 20.4 3.0% 26% False False 131,965
80 863.7 637.5 226.2 32.8% 19.1 2.8% 23% False False 98,998
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 796.7
2.618 762.0
1.618 740.7
1.000 727.5
0.618 719.4
HIGH 706.2
0.618 698.1
0.500 695.6
0.382 693.0
LOW 684.9
0.618 671.7
1.000 663.6
1.618 650.4
2.618 629.1
4.250 594.4
Fisher Pivots for day following 25-Jan-2008
Pivot 1 day 3 day
R1 695.6 685.0
PP 693.3 681.1
S1 691.1 677.3

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.