CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 20-Feb-2008
Day Change Summary
Previous Current
19-Feb-2008 20-Feb-2008 Change Change % Previous Week
Open 701.3 706.4 5.1 0.7% 698.9
High 714.1 712.9 -1.2 -0.2% 725.4
Low 698.8 694.3 -4.5 -0.6% 690.0
Close 706.4 711.7 5.3 0.8% 701.3
Range 15.3 18.6 3.3 21.6% 35.4
ATR 20.6 20.5 -0.1 -0.7% 0.0
Volume 196,908 206,492 9,584 4.9% 1,186,660
Daily Pivots for day following 20-Feb-2008
Classic Woodie Camarilla DeMark
R4 762.1 755.5 721.9
R3 743.5 736.9 716.8
R2 724.9 724.9 715.1
R1 718.3 718.3 713.4 721.6
PP 706.3 706.3 706.3 708.0
S1 699.7 699.7 710.0 703.0
S2 687.7 687.7 708.3
S3 669.1 681.1 706.6
S4 650.5 662.5 701.5
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 811.8 791.9 720.8
R3 776.4 756.5 711.0
R2 741.0 741.0 707.8
R1 721.1 721.1 704.5 731.1
PP 705.6 705.6 705.6 710.5
S1 685.7 685.7 698.1 695.7
S2 670.2 670.2 694.8
S3 634.8 650.3 691.6
S4 599.4 614.9 681.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 725.4 694.1 31.3 4.4% 17.7 2.5% 56% False False 227,215
10 725.4 685.7 39.7 5.6% 18.0 2.5% 65% False False 246,554
20 733.8 648.4 85.4 12.0% 21.6 3.0% 74% False False 279,114
40 804.7 637.5 167.2 23.5% 21.7 3.0% 44% False False 265,237
60 804.7 637.5 167.2 23.5% 20.5 2.9% 44% False False 204,337
80 838.5 637.5 201.0 28.2% 20.1 2.8% 37% False False 153,303
100 863.7 637.5 226.2 31.8% 19.1 2.7% 33% False False 122,663
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 792.0
2.618 761.6
1.618 743.0
1.000 731.5
0.618 724.4
HIGH 712.9
0.618 705.8
0.500 703.6
0.382 701.4
LOW 694.3
0.618 682.8
1.000 675.7
1.618 664.2
2.618 645.6
4.250 615.3
Fisher Pivots for day following 20-Feb-2008
Pivot 1 day 3 day
R1 709.0 709.2
PP 706.3 706.6
S1 703.6 704.1

These figures are updated between 7pm and 10pm EST after a trading day.

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