CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 30-May-2008
Day Change Summary
Previous Current
29-May-2008 30-May-2008 Change Change % Previous Week
Open 736.5 745.6 9.1 1.2% 727.8
High 751.1 748.4 -2.7 -0.4% 751.1
Low 734.8 742.2 7.4 1.0% 718.3
Close 744.6 748.4 3.8 0.5% 748.4
Range 16.3 6.2 -10.1 -62.0% 32.8
ATR 13.0 12.5 -0.5 -3.7% 0.0
Volume 349 400 51 14.6% 1,174
Daily Pivots for day following 30-May-2008
Classic Woodie Camarilla DeMark
R4 764.9 762.9 751.8
R3 758.7 756.7 750.1
R2 752.5 752.5 749.5
R1 750.5 750.5 749.0 751.5
PP 746.3 746.3 746.3 746.9
S1 744.3 744.3 747.8 745.3
S2 740.1 740.1 747.3
S3 733.9 738.1 746.7
S4 727.7 731.9 745.0
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 837.7 825.8 766.4
R3 804.9 793.0 757.4
R2 772.1 772.1 754.4
R1 760.2 760.2 751.4 766.2
PP 739.3 739.3 739.3 742.2
S1 727.4 727.4 745.4 733.4
S2 706.5 706.5 742.4
S3 673.7 694.6 739.4
S4 640.9 661.8 730.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 751.1 718.3 32.8 4.4% 11.7 1.6% 92% False False 234
10 751.1 718.3 32.8 4.4% 12.5 1.7% 92% False False 193
20 751.1 711.3 39.8 5.3% 12.2 1.6% 93% False False 209
40 751.1 683.4 67.7 9.0% 12.9 1.7% 96% False False 289
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 774.8
2.618 764.6
1.618 758.4
1.000 754.6
0.618 752.2
HIGH 748.4
0.618 746.0
0.500 745.3
0.382 744.6
LOW 742.2
0.618 738.4
1.000 736.0
1.618 732.2
2.618 726.0
4.250 715.9
Fisher Pivots for day following 30-May-2008
Pivot 1 day 3 day
R1 747.4 745.8
PP 746.3 743.2
S1 745.3 740.6

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.