CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 29-Apr-2008
Day Change Summary
Previous Current
28-Apr-2008 29-Apr-2008 Change Change % Previous Week
Open 720.9 725.8 4.9 0.7% 717.9
High 729.0 726.3 -2.7 -0.4% 724.6
Low 717.5 714.4 -3.1 -0.4% 696.5
Close 725.7 719.4 -6.3 -0.9% 720.2
Range 11.5 11.9 0.4 3.5% 28.1
ATR 16.3 16.0 -0.3 -1.9% 0.0
Volume 169,025 140,939 -28,086 -16.6% 974,100
Daily Pivots for day following 29-Apr-2008
Classic Woodie Camarilla DeMark
R4 755.7 749.5 725.9
R3 743.8 737.6 722.7
R2 731.9 731.9 721.6
R1 725.7 725.7 720.5 722.9
PP 720.0 720.0 720.0 718.6
S1 713.8 713.8 718.3 711.0
S2 708.1 708.1 717.2
S3 696.2 701.9 716.1
S4 684.3 690.0 712.9
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 798.1 787.2 735.7
R3 770.0 759.1 727.9
R2 741.9 741.9 725.4
R1 731.0 731.0 722.8 736.5
PP 713.8 713.8 713.8 716.5
S1 702.9 702.9 717.6 708.4
S2 685.7 685.7 715.0
S3 657.6 674.8 712.5
S4 629.5 646.7 704.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 729.0 698.0 31.0 4.3% 14.7 2.0% 69% False False 189,893
10 729.0 694.0 35.0 4.9% 14.8 2.1% 73% False False 184,955
20 729.0 682.9 46.1 6.4% 14.3 2.0% 79% False False 188,417
40 729.0 640.1 88.9 12.4% 18.5 2.6% 89% False False 189,242
60 729.0 640.1 88.9 12.4% 17.8 2.5% 89% False False 126,226
80 741.1 638.6 102.5 14.2% 19.4 2.7% 79% False False 94,699
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 2.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 776.9
2.618 757.5
1.618 745.6
1.000 738.2
0.618 733.7
HIGH 726.3
0.618 721.8
0.500 720.4
0.382 718.9
LOW 714.4
0.618 707.0
1.000 702.5
1.618 695.1
2.618 683.2
4.250 663.8
Fisher Pivots for day following 29-Apr-2008
Pivot 1 day 3 day
R1 720.4 719.4
PP 720.0 719.3
S1 719.7 719.3

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.