CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 07-Feb-2008
Day Change Summary
Previous Current
06-Feb-2008 07-Feb-2008 Change Change % Previous Week
Open 705.9 696.2 -9.7 -1.4% 684.0
High 713.0 708.5 -4.5 -0.6% 732.6
Low 692.4 686.9 -5.5 -0.8% 677.7
Close 697.4 706.9 9.5 1.4% 732.5
Range 20.6 21.6 1.0 4.9% 54.9
ATR 22.1 22.0 0.0 -0.2% 0.0
Volume 479 123 -356 -74.3% 317
Daily Pivots for day following 07-Feb-2008
Classic Woodie Camarilla DeMark
R4 765.6 757.8 718.8
R3 744.0 736.2 712.8
R2 722.4 722.4 710.9
R1 714.6 714.6 708.9 718.5
PP 700.8 700.8 700.8 702.7
S1 693.0 693.0 704.9 696.9
S2 679.2 679.2 702.9
S3 657.6 671.4 701.0
S4 636.0 649.8 695.0
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
5 733.4 686.9 46.5 6.6% 19.1 2.7% 43% False True 196
10 733.4 677.7 55.7 7.9% 21.7 3.1% 52% False False 133
20 733.4 638.6 94.8 13.4% 23.4 3.3% 72% False False 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 800.3
2.618 765.0
1.618 743.4
1.000 730.1
0.618 721.8
HIGH 708.5
0.618 700.2
0.500 697.7
0.382 695.2
LOW 686.9
0.618 673.6
1.000 665.3
1.618 652.0
2.618 630.4
4.250 595.1
Fisher Pivots for day following 07-Feb-2008
Pivot 1 day 3 day
R1 703.8 706.1
PP 700.8 705.3
S1 697.7 704.6

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

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