CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 704.7 708.7 4.0 0.6% 690.6
High 716.1 710.3 -5.8 -0.8% 727.1
Low 703.1 693.5 -9.6 -1.4% 688.3
Close 708.4 696.9 -11.5 -1.6% 708.4
Range 13.0 16.8 3.8 29.2% 38.8
ATR 18.6 18.5 -0.1 -0.7% 0.0
Volume 246,171 206,597 -39,574 -16.1% 1,234,166
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 750.6 740.6 706.1
R3 733.8 723.8 701.5
R2 717.0 717.0 700.0
R1 707.0 707.0 698.4 703.6
PP 700.2 700.2 700.2 698.6
S1 690.2 690.2 695.4 686.8
S2 683.4 683.4 693.8
S3 666.6 673.4 692.3
S4 649.8 656.6 687.7
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 824.3 805.2 729.7
R3 785.5 766.4 719.1
R2 746.7 746.7 715.5
R1 727.6 727.6 712.0 737.2
PP 707.9 707.9 707.9 712.7
S1 688.8 688.8 704.8 698.4
S2 669.1 669.1 701.3
S3 630.3 650.0 697.7
S4 591.5 611.2 687.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 727.1 691.0 36.1 5.2% 18.6 2.7% 16% False False 240,754
10 727.1 646.2 80.9 11.6% 19.4 2.8% 63% False False 265,656
20 727.1 646.2 80.9 11.6% 20.3 2.9% 63% False False 273,604
40 766.2 646.2 120.0 17.2% 17.8 2.6% 42% False False 213,148
60 766.2 646.2 120.0 17.2% 15.9 2.3% 42% False False 142,168
80 766.2 646.2 120.0 17.2% 15.3 2.2% 42% False False 106,718
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 4.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 781.7
2.618 754.3
1.618 737.5
1.000 727.1
0.618 720.7
HIGH 710.3
0.618 703.9
0.500 701.9
0.382 699.9
LOW 693.5
0.618 683.1
1.000 676.7
1.618 666.3
2.618 649.5
4.250 622.1
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 701.9 708.2
PP 700.2 704.4
S1 698.6 700.7

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.