CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 04-Jan-2008

Day Change Summary
	Previous	Current
	03-Jan-2008	04-Jan-2008	Change	Change %	Previous Week
Open	761.8	753.9	-7.9	-1.0%	780.7
High	766.0	756.3	-9.7	-1.3%	780.7
Low	750.8	726.7	-24.1	-3.2%	726.7
Close	754.3	730.7	-23.6	-3.1%	730.7
Range	15.2	29.6	14.4	94.7%	54.0
ATR
Volume	51	16	-35	-68.6%	121

Daily Pivots for day following 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	826.7	808.3	747.0
R3	797.1	778.7	738.8
R2	767.5	767.5	736.1
R1	749.1	749.1	733.4	743.5
PP	737.9	737.9	737.9	735.1
S1	719.5	719.5	728.0	713.9
S2	708.3	708.3	725.3
S3	678.7	689.9	722.6
S4	649.1	660.3	714.4

Weekly Pivots for week ending 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	908.0	873.4	760.4
R3	854.0	819.4	745.6
R2	800.0	800.0	740.6
R1	765.4	765.4	735.7	755.7
PP	746.0	746.0	746.0	741.2
S1	711.4	711.4	725.8	701.7
S2	692.0	692.0	720.8
S3	638.0	657.4	715.9
S4	584.0	603.4	701.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	794.8	726.7	68.1	9.3%	17.5	2.4%	6%	False	True	26
10	808.8	726.7	82.1	11.2%	14.7	2.0%	5%	False	True	17

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.8
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	882.1
2.618	833.8
1.618	804.2
1.000	785.9
0.618	774.6
HIGH	756.3
0.618	745.0
0.500	741.5
0.382	738.0
LOW	726.7
0.618	708.4
1.000	697.1
1.618	678.8
2.618	649.2
4.250	600.9

Fisher Pivots for day following 04-Jan-2008
Pivot	1 day	3 day
R1	741.5	747.6
PP	737.9	742.0
S1	734.3	736.3

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