CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 15-Feb-2008
Day Change Summary
Previous Current
14-Feb-2008 15-Feb-2008 Change Change % Previous Week
Open 721.4 702.2 -19.2 -2.7% 697.7
High 725.4 707.7 -17.7 -2.4% 725.4
Low 703.7 694.9 -8.8 -1.3% 691.1
Close 706.2 701.8 -4.4 -0.6% 701.8
Range 21.7 12.8 -8.9 -41.0% 34.3
ATR 20.5 19.9 -0.5 -2.7% 0.0
Volume 26 50 24 92.3% 153
Daily Pivots for day following 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 739.9 733.6 708.8
R3 727.1 720.8 705.3
R2 714.3 714.3 704.1
R1 708.0 708.0 703.0 704.8
PP 701.5 701.5 701.5 699.8
S1 695.2 695.2 700.6 692.0
S2 688.7 688.7 699.5
S3 675.9 682.4 698.3
S4 663.1 669.6 694.8
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 809.0 789.7 720.7
R3 774.7 755.4 711.2
R2 740.4 740.4 708.1
R1 721.1 721.1 704.9 730.8
PP 706.1 706.1 706.1 710.9
S1 686.8 686.8 698.7 696.5
S2 671.8 671.8 695.5
S3 637.5 652.5 692.4
S4 603.2 618.2 682.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 725.4 691.1 34.3 4.9% 16.1 2.3% 31% False False 30
10 733.4 686.9 46.5 6.6% 17.0 2.4% 32% False False 122
20 733.4 638.6 94.8 13.5% 22.5 3.2% 67% False False 120
40 808.8 638.6 170.2 24.3% 20.0 2.8% 37% False False 87
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 True
Bear Hook False
Bull Hook False
Stretch 5.1
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 762.1
2.618 741.2
1.618 728.4
1.000 720.5
0.618 715.6
HIGH 707.7
0.618 702.8
0.500 701.3
0.382 699.8
LOW 694.9
0.618 687.0
1.000 682.1
1.618 674.2
2.618 661.4
4.250 640.5
Fisher Pivots for day following 15-Feb-2008
Pivot 1 day 3 day
R1 701.6 710.2
PP 701.5 707.4
S1 701.3 704.6

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.