CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 25-Feb-2008
Day Change Summary
Previous Current
22-Feb-2008 25-Feb-2008 Change Change % Previous Week
Open 697.4 694.9 -2.5 -0.4% 701.3
High 699.5 712.9 13.4 1.9% 720.4
Low 682.6 692.5 9.9 1.5% 682.6
Close 694.9 710.6 15.7 2.3% 694.9
Range 16.9 20.4 3.5 20.7% 37.8
ATR 20.6 20.6 0.0 -0.1% 0.0
Volume 273,642 252,038 -21,604 -7.9% 946,736
Daily Pivots for day following 25-Feb-2008
Classic Woodie Camarilla DeMark
R4 766.5 759.0 721.8
R3 746.1 738.6 716.2
R2 725.7 725.7 714.3
R1 718.2 718.2 712.5 722.0
PP 705.3 705.3 705.3 707.2
S1 697.8 697.8 708.7 701.6
S2 684.9 684.9 706.9
S3 664.5 677.4 705.0
S4 644.1 657.0 699.4
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 812.7 791.6 715.7
R3 774.9 753.8 705.3
R2 737.1 737.1 701.8
R1 716.0 716.0 698.4 707.7
PP 699.3 699.3 699.3 695.1
S1 678.2 678.2 691.4 669.9
S2 661.5 661.5 688.0
S3 623.7 640.4 684.5
S4 585.9 602.6 674.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 720.4 682.6 37.8 5.3% 19.4 2.7% 74% False False 239,754
10 725.4 682.6 42.8 6.0% 18.2 2.6% 65% False False 238,543
20 733.8 675.9 57.9 8.1% 20.3 2.9% 60% False False 257,077
40 802.3 637.5 164.8 23.2% 22.3 3.1% 44% False False 272,870
60 804.7 637.5 167.2 23.5% 20.8 2.9% 44% False False 217,570
80 838.5 637.5 201.0 28.3% 20.4 2.9% 36% False False 163,243
100 863.7 637.5 226.2 31.8% 19.4 2.7% 32% False False 130,614
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 3.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 799.6
2.618 766.3
1.618 745.9
1.000 733.3
0.618 725.5
HIGH 712.9
0.618 705.1
0.500 702.7
0.382 700.3
LOW 692.5
0.618 679.9
1.000 672.1
1.618 659.5
2.618 639.1
4.250 605.8
Fisher Pivots for day following 25-Feb-2008
Pivot 1 day 3 day
R1 708.0 707.6
PP 705.3 704.5
S1 702.7 701.5

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

View Archives - Comment on this page... - Back to Index of Symbols