CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 13-Feb-2008
Day Change Summary
Previous Current
12-Feb-2008 13-Feb-2008 Change Change % Previous Week
Open 699.2 707.1 7.9 1.1% 730.2
High 713.6 722.9 9.3 1.3% 733.8
Low 698.0 705.0 7.0 1.0% 685.7
Close 707.3 720.9 13.6 1.9% 698.9
Range 15.6 17.9 2.3 14.7% 48.1
ATR 21.8 21.5 -0.3 -1.3% 0.0
Volume 227,735 262,968 35,233 15.5% 1,343,331
Daily Pivots for day following 13-Feb-2008
Classic Woodie Camarilla DeMark
R4 770.0 763.3 730.7
R3 752.1 745.4 725.8
R2 734.2 734.2 724.2
R1 727.5 727.5 722.5 730.9
PP 716.3 716.3 716.3 717.9
S1 709.6 709.6 719.3 713.0
S2 698.4 698.4 717.6
S3 680.5 691.7 716.0
S4 662.6 673.8 711.1
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 850.4 822.8 725.4
R3 802.3 774.7 712.1
R2 754.2 754.2 707.7
R1 726.6 726.6 703.3 716.4
PP 706.1 706.1 706.1 701.0
S1 678.5 678.5 694.5 668.3
S2 658.0 658.0 690.1
S3 609.9 630.4 685.7
S4 561.8 582.3 672.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 722.9 685.7 37.2 5.2% 17.6 2.4% 95% True False 257,742
10 733.8 682.5 51.3 7.1% 20.3 2.8% 75% False False 275,060
20 733.8 637.5 96.3 13.4% 24.1 3.3% 87% False False 304,915
40 804.7 637.5 167.2 23.2% 21.6 3.0% 50% False False 274,575
60 804.7 637.5 167.2 23.2% 20.3 2.8% 50% False False 189,805
80 838.5 637.5 201.0 27.9% 20.2 2.8% 41% False False 142,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 799.0
2.618 769.8
1.618 751.9
1.000 740.8
0.618 734.0
HIGH 722.9
0.618 716.1
0.500 714.0
0.382 711.8
LOW 705.0
0.618 693.9
1.000 687.1
1.618 676.0
2.618 658.1
4.250 628.9
Fisher Pivots for day following 13-Feb-2008
Pivot 1 day 3 day
R1 718.6 716.1
PP 716.3 711.3
S1 714.0 706.5

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.