CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 704.2 720.6 16.4 2.3% 708.7
High 721.6 728.4 6.8 0.9% 722.4
Low 703.0 713.4 10.4 1.5% 693.5
Close 721.0 725.2 4.2 0.6% 717.2
Range 18.6 15.0 -3.6 -19.4% 28.9
ATR 18.0 17.8 -0.2 -1.2% 0.0
Volume 205,637 219,005 13,368 6.5% 1,074,331
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 767.3 761.3 733.5
R3 752.3 746.3 729.3
R2 737.3 737.3 728.0
R1 731.3 731.3 726.6 734.3
PP 722.3 722.3 722.3 723.9
S1 716.3 716.3 723.8 719.3
S2 707.3 707.3 722.5
S3 692.3 701.3 721.1
S4 677.3 686.3 717.0
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 797.7 786.4 733.1
R3 768.8 757.5 725.1
R2 739.9 739.9 722.5
R1 728.6 728.6 719.8 734.3
PP 711.0 711.0 711.0 713.9
S1 699.7 699.7 714.6 705.4
S2 682.1 682.1 711.9
S3 653.2 670.8 709.3
S4 624.3 641.9 701.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 728.4 699.4 29.0 4.0% 16.2 2.2% 89% True False 220,938
10 728.4 693.5 34.9 4.8% 16.9 2.3% 91% True False 225,648
20 728.4 646.2 82.2 11.3% 18.6 2.6% 96% True False 255,575
40 744.5 646.2 98.3 13.6% 17.7 2.4% 80% False False 250,932
60 766.2 646.2 120.0 16.5% 16.5 2.3% 66% False False 167,572
80 766.2 646.2 120.0 16.5% 15.6 2.1% 66% False False 125,762
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 792.2
2.618 767.7
1.618 752.7
1.000 743.4
0.618 737.7
HIGH 728.4
0.618 722.7
0.500 720.9
0.382 719.1
LOW 713.4
0.618 704.1
1.000 698.4
1.618 689.1
2.618 674.1
4.250 649.7
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 723.8 721.4
PP 722.3 717.7
S1 720.9 713.9

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.