CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 05-Feb-2008
Day Change Summary
Previous Current
04-Feb-2008 05-Feb-2008 Change Change % Previous Week
Open 730.6 721.4 -9.2 -1.3% 684.0
High 733.4 722.2 -11.2 -1.5% 732.6
Low 721.6 702.8 -18.8 -2.6% 677.7
Close 722.2 707.5 -14.7 -2.0% 732.5
Range 11.8 19.4 7.6 64.4% 54.9
ATR 22.4 22.2 -0.2 -1.0% 0.0
Volume 296 24 -272 -91.9% 317
Daily Pivots for day following 05-Feb-2008
Classic Woodie Camarilla DeMark
R4 769.0 757.7 718.2
R3 749.6 738.3 712.8
R2 730.2 730.2 711.1
R1 718.9 718.9 709.3 714.9
PP 710.8 710.8 710.8 708.8
S1 699.5 699.5 705.7 695.5
S2 691.4 691.4 703.9
S3 672.0 680.1 702.2
S4 652.6 660.7 696.8
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 7.0% 22.9 3.2% 48% False False 106
10 733.4 650.2 83.2 11.8% 23.9 3.4% 69% False False 121
20 741.1 638.6 102.5 14.5% 24.1 3.4% 67% False False 118
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 6.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 804.7
2.618 773.0
1.618 753.6
1.000 741.6
0.618 734.2
HIGH 722.2
0.618 714.8
0.500 712.5
0.382 710.2
LOW 702.8
0.618 690.8
1.000 683.4
1.618 671.4
2.618 652.0
4.250 620.4
Fisher Pivots for day following 05-Feb-2008
Pivot 1 day 3 day
R1 712.5 718.1
PP 710.8 714.6
S1 709.2 711.0

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

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