CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 04-Mar-2008
Day Change Summary
Previous Current
03-Mar-2008 04-Mar-2008 Change Change % Previous Week
Open 688.1 683.9 -4.2 -0.6% 694.9
High 690.0 686.6 -3.4 -0.5% 725.2
Low 674.0 669.6 -4.4 -0.7% 682.7
Close 683.9 679.9 -4.0 -0.6% 686.8
Range 16.0 17.0 1.0 6.3% 42.5
ATR 19.7 19.5 -0.2 -1.0% 0.0
Volume 256,363 251,829 -4,534 -1.8% 1,240,230
Daily Pivots for day following 04-Mar-2008
Classic Woodie Camarilla DeMark
R4 729.7 721.8 689.3
R3 712.7 704.8 684.6
R2 695.7 695.7 683.0
R1 687.8 687.8 681.5 683.3
PP 678.7 678.7 678.7 676.4
S1 670.8 670.8 678.3 666.3
S2 661.7 661.7 676.8
S3 644.7 653.8 675.2
S4 627.7 636.8 670.6
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 825.7 798.8 710.2
R3 783.2 756.3 698.5
R2 740.7 740.7 694.6
R1 713.8 713.8 690.7 706.0
PP 698.2 698.2 698.2 694.4
S1 671.3 671.3 682.9 663.5
S2 655.7 655.7 679.0
S3 613.2 628.8 675.1
S4 570.7 586.3 663.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 725.2 669.6 55.6 8.2% 17.2 2.5% 19% False True 245,674
10 725.2 669.6 55.6 8.2% 18.7 2.8% 19% False True 249,825
20 725.4 669.6 55.8 8.2% 18.4 2.7% 18% False True 247,618
40 739.0 637.5 101.5 14.9% 21.8 3.2% 42% False False 287,131
60 804.7 637.5 167.2 24.6% 20.8 3.1% 25% False False 242,443
80 804.7 637.5 167.2 24.6% 20.0 2.9% 25% False False 181,933
100 863.7 637.5 226.2 33.3% 19.8 2.9% 19% False False 145,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 758.9
2.618 731.1
1.618 714.1
1.000 703.6
0.618 697.1
HIGH 686.6
0.618 680.1
0.500 678.1
0.382 676.1
LOW 669.6
0.618 659.1
1.000 652.6
1.618 642.1
2.618 625.1
4.250 597.4
Fisher Pivots for day following 04-Mar-2008
Pivot 1 day 3 day
R1 679.3 687.1
PP 678.7 684.7
S1 678.1 682.3

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.