CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 25-Feb-2008
Day Change Summary
Previous Current
22-Feb-2008 25-Feb-2008 Change Change % Previous Week
Open 698.3 699.6 1.3 0.2% 700.0
High 699.6 699.8 0.2 0.0% 720.4
Low 683.2 696.8 13.6 2.0% 683.2
Close 695.4 711.1 15.7 2.3% 695.4
Range 16.4 3.0 -13.4 -81.7% 37.2
ATR 19.1 18.0 -1.0 -5.5% 0.0
Volume 209 200 -9 -4.3% 1,102
Daily Pivots for day following 25-Feb-2008
Classic Woodie Camarilla DeMark
R4 711.6 714.3 712.8
R3 708.6 711.3 711.9
R2 705.6 705.6 711.7
R1 708.3 708.3 711.4 707.0
PP 702.6 702.6 702.6 701.9
S1 705.3 705.3 710.8 704.0
S2 699.6 699.6 710.6
S3 696.6 702.3 710.3
S4 693.6 699.3 709.5
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 811.3 790.5 715.9
R3 774.1 753.3 705.6
R2 736.9 736.9 702.2
R1 716.1 716.1 698.8 707.9
PP 699.7 699.7 699.7 695.6
S1 678.9 678.9 692.0 670.7
S2 662.5 662.5 688.6
S3 625.3 641.7 685.2
S4 588.1 604.5 674.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 720.4 683.2 37.2 5.2% 15.3 2.2% 75% False False 250
10 725.4 683.2 42.2 5.9% 15.4 2.2% 66% False False 142
20 733.4 683.2 50.2 7.1% 17.7 2.5% 56% False False 140
40 794.8 638.6 156.2 22.0% 20.3 2.9% 46% 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 3.5
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 712.6
2.618 707.7
1.618 704.7
1.000 702.8
0.618 701.7
HIGH 699.8
0.618 698.7
0.500 698.3
0.382 697.9
LOW 696.8
0.618 694.9
1.000 693.8
1.618 691.9
2.618 688.9
4.250 684.1
Fisher Pivots for day following 25-Feb-2008
Pivot 1 day 3 day
R1 706.8 708.0
PP 702.6 704.9
S1 698.3 701.8

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

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