CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 09-May-2008
Day Change Summary
Previous Current
08-May-2008 09-May-2008 Change Change % Previous Week
Open 717.4 715.4 -2.0 -0.3% 726.3
High 720.7 722.2 1.5 0.2% 733.7
Low 713.0 711.1 -1.9 -0.3% 711.1
Close 715.9 719.1 3.2 0.4% 719.1
Range 7.7 11.1 3.4 44.2% 22.6
ATR 15.0 14.8 -0.3 -1.9% 0.0
Volume 207,564 197,566 -9,998 -4.8% 956,336
Daily Pivots for day following 09-May-2008
Classic Woodie Camarilla DeMark
R4 750.8 746.0 725.2
R3 739.7 734.9 722.2
R2 728.6 728.6 721.1
R1 723.8 723.8 720.1 726.2
PP 717.5 717.5 717.5 718.7
S1 712.7 712.7 718.1 715.1
S2 706.4 706.4 717.1
S3 695.3 701.6 716.0
S4 684.2 690.5 713.0
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 789.1 776.7 731.5
R3 766.5 754.1 725.3
R2 743.9 743.9 723.2
R1 731.5 731.5 721.2 726.4
PP 721.3 721.3 721.3 718.8
S1 708.9 708.9 717.0 703.8
S2 698.7 698.7 715.0
S3 676.1 686.3 712.9
S4 653.5 663.7 706.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 733.7 711.1 22.6 3.1% 12.1 1.7% 35% False True 191,267
10 738.3 711.1 27.2 3.8% 13.1 1.8% 29% False True 180,509
20 738.3 682.9 55.4 7.7% 13.8 1.9% 65% False False 184,673
40 738.3 640.1 98.2 13.7% 16.8 2.3% 80% False False 223,326
60 738.3 640.1 98.2 13.7% 17.2 2.4% 80% False False 151,130
80 738.3 638.6 99.7 13.9% 18.7 2.6% 81% False False 113,380
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 769.4
2.618 751.3
1.618 740.2
1.000 733.3
0.618 729.1
HIGH 722.2
0.618 718.0
0.500 716.7
0.382 715.3
LOW 711.1
0.618 704.2
1.000 700.0
1.618 693.1
2.618 682.0
4.250 663.9
Fisher Pivots for day following 09-May-2008
Pivot 1 day 3 day
R1 718.3 722.4
PP 717.5 721.3
S1 716.7 720.2

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.