CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 04-Feb-2008
Day Change Summary
Previous Current
01-Feb-2008 04-Feb-2008 Change Change % Previous Week
Open 711.0 730.6 19.6 2.8% 684.0
High 732.6 733.4 0.8 0.1% 732.6
Low 710.6 721.6 11.0 1.5% 677.7
Close 732.5 722.2 -10.3 -1.4% 732.5
Range 22.0 11.8 -10.2 -46.4% 54.9
ATR 23.2 22.4 -0.8 -3.5% 0.0
Volume 61 296 235 385.2% 317
Daily Pivots for day following 04-Feb-2008
Classic Woodie Camarilla DeMark
R4 761.1 753.5 728.7
R3 749.3 741.7 725.4
R2 737.5 737.5 724.4
R1 729.9 729.9 723.3 727.8
PP 725.7 725.7 725.7 724.7
S1 718.1 718.1 721.1 716.0
S2 713.9 713.9 720.0
S3 702.1 706.3 719.0
S4 690.3 694.5 715.7
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 879.0 860.6 762.7
R3 824.1 805.7 747.6
R2 769.2 769.2 742.6
R1 750.8 750.8 737.5 760.0
PP 714.3 714.3 714.3 718.9
S1 695.9 695.9 727.5 705.1
S2 659.4 659.4 722.4
S3 604.5 641.0 717.4
S4 549.6 586.1 702.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 733.4 683.8 49.6 6.9% 21.6 3.0% 77% True False 115
10 733.4 638.6 94.8 13.1% 26.7 3.7% 88% True False 137
20 741.1 638.6 102.5 14.2% 24.0 3.3% 82% False False 118
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7.9
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 783.6
2.618 764.3
1.618 752.5
1.000 745.2
0.618 740.7
HIGH 733.4
0.618 728.9
0.500 727.5
0.382 726.1
LOW 721.6
0.618 714.3
1.000 709.8
1.618 702.5
2.618 690.7
4.250 671.5
Fisher Pivots for day following 04-Feb-2008
Pivot 1 day 3 day
R1 727.5 717.7
PP 725.7 713.1
S1 724.0 708.6

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

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