CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 14-Feb-2008
Day Change Summary
Previous Current
13-Feb-2008 14-Feb-2008 Change Change % Previous Week
Open 713.6 721.4 7.8 1.1% 730.6
High 723.0 725.4 2.4 0.3% 733.4
Low 706.1 703.7 -2.4 -0.3% 686.9
Close 721.4 706.2 -15.2 -2.1% 699.4
Range 16.9 21.7 4.8 28.4% 46.5
ATR 20.4 20.5 0.1 0.5% 0.0
Volume 34 26 -8 -23.5% 1,075
Daily Pivots for day following 14-Feb-2008
Classic Woodie Camarilla DeMark
R4 776.9 763.2 718.1
R3 755.2 741.5 712.2
R2 733.5 733.5 710.2
R1 719.8 719.8 708.2 715.8
PP 711.8 711.8 711.8 709.8
S1 698.1 698.1 704.2 694.1
S2 690.1 690.1 702.2
S3 668.4 676.4 700.2
S4 646.7 654.7 694.3
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 846.1 819.2 725.0
R3 799.6 772.7 712.2
R2 753.1 753.1 707.9
R1 726.2 726.2 703.7 716.4
PP 706.6 706.6 706.6 701.7
S1 679.7 679.7 695.1 669.9
S2 660.1 660.1 690.9
S3 613.6 633.2 686.6
S4 567.1 586.7 673.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 725.4 691.1 34.3 4.9% 16.7 2.4% 44% True False 51
10 733.4 686.9 46.5 6.6% 17.9 2.5% 42% False False 123
20 733.4 638.6 94.8 13.4% 23.2 3.3% 71% False False 127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.6
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 817.6
2.618 782.2
1.618 760.5
1.000 747.1
0.618 738.8
HIGH 725.4
0.618 717.1
0.500 714.6
0.382 712.0
LOW 703.7
0.618 690.3
1.000 682.0
1.618 668.6
2.618 646.9
4.250 611.5
Fisher Pivots for day following 14-Feb-2008
Pivot 1 day 3 day
R1 714.6 712.0
PP 711.8 710.1
S1 709.0 708.1

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

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