CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 21-Feb-2008
Day Change Summary
Previous Current
20-Feb-2008 21-Feb-2008 Change Change % Previous Week
Open 706.4 711.7 5.3 0.8% 698.9
High 712.9 720.4 7.5 1.1% 725.4
Low 694.3 694.8 0.5 0.1% 690.0
Close 711.7 697.6 -14.1 -2.0% 701.3
Range 18.6 25.6 7.0 37.6% 35.4
ATR 20.5 20.9 0.4 1.8% 0.0
Volume 206,492 269,694 63,202 30.6% 1,186,660
Daily Pivots for day following 21-Feb-2008
Classic Woodie Camarilla DeMark
R4 781.1 764.9 711.7
R3 755.5 739.3 704.6
R2 729.9 729.9 702.3
R1 713.7 713.7 699.9 709.0
PP 704.3 704.3 704.3 701.9
S1 688.1 688.1 695.3 683.4
S2 678.7 678.7 692.9
S3 653.1 662.5 690.6
S4 627.5 636.9 683.5
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 4.5% 19.3 2.8% 11% False False 228,560
10 725.4 685.7 39.7 5.7% 18.4 2.6% 30% False False 243,151
20 733.8 675.9 57.9 8.3% 20.5 2.9% 37% False False 268,151
40 804.7 637.5 167.2 24.0% 21.9 3.1% 36% False False 265,467
60 804.7 637.5 167.2 24.0% 20.9 3.0% 36% False False 208,820
80 838.5 637.5 201.0 28.8% 20.2 2.9% 30% False False 156,674
100 863.7 637.5 226.2 32.4% 19.3 2.8% 27% False False 125,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.9
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 829.2
2.618 787.4
1.618 761.8
1.000 746.0
0.618 736.2
HIGH 720.4
0.618 710.6
0.500 707.6
0.382 704.6
LOW 694.8
0.618 679.0
1.000 669.2
1.618 653.4
2.618 627.8
4.250 586.0
Fisher Pivots for day following 21-Feb-2008
Pivot 1 day 3 day
R1 707.6 707.4
PP 704.3 704.1
S1 700.9 700.9

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

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