CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 20-Mar-2008
Day Change Summary
Previous Current
19-Mar-2008 20-Mar-2008 Change Change % Previous Week
Open 681.3 662.9 -18.4 -2.7% 660.4
High 689.8 681.8 -8.0 -1.2% 690.3
Low 661.5 657.5 -4.0 -0.6% 642.1
Close 663.3 675.4 12.1 1.8% 663.7
Range 28.3 24.3 -4.0 -14.1% 48.2
ATR 23.1 23.2 0.1 0.4% 0.0
Volume 476,477 398,445 -78,032 -16.4% 476,470
Daily Pivots for day following 20-Mar-2008
Classic Woodie Camarilla DeMark
R4 744.5 734.2 688.8
R3 720.2 709.9 682.1
R2 695.9 695.9 679.9
R1 685.6 685.6 677.6 690.8
PP 671.6 671.6 671.6 674.1
S1 661.3 661.3 673.2 666.5
S2 647.3 647.3 670.9
S3 623.0 637.0 668.7
S4 598.7 612.7 662.0
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 810.0 785.0 690.2
R3 761.8 736.8 677.0
R2 713.6 713.6 672.5
R1 688.6 688.6 668.1 701.1
PP 665.4 665.4 665.4 671.6
S1 640.4 640.4 659.3 652.9
S2 617.2 617.2 654.9
S3 569.0 592.2 650.4
S4 520.8 544.0 637.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 690.3 640.1 50.2 7.4% 31.5 4.7% 70% False False 433,002
10 690.3 640.1 50.2 7.4% 27.1 4.0% 70% False False 227,958
20 725.2 640.1 85.1 12.6% 21.7 3.2% 41% False False 114,943
40 733.4 640.1 93.3 13.8% 20.4 3.0% 38% False False 57,535
60 808.8 638.6 170.2 25.2% 21.0 3.1% 22% False False 38,387
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 7.7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 785.1
2.618 745.4
1.618 721.1
1.000 706.1
0.618 696.8
HIGH 681.8
0.618 672.5
0.500 669.7
0.382 666.8
LOW 657.5
0.618 642.5
1.000 633.2
1.618 618.2
2.618 593.9
4.250 554.2
Fisher Pivots for day following 20-Mar-2008
Pivot 1 day 3 day
R1 673.5 673.5
PP 671.6 671.6
S1 669.7 669.7

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.