CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 27-Feb-2008
Day Change Summary
Previous Current
26-Feb-2008 27-Feb-2008 Change Change % Previous Week
Open 710.4 717.0 6.6 0.9% 700.0
High 725.1 725.2 0.1 0.0% 720.4
Low 706.1 710.3 4.2 0.6% 683.2
Close 717.3 716.8 -0.5 -0.1% 695.4
Range 19.0 14.9 -4.1 -21.6% 37.2
ATR 18.1 17.9 -0.2 -1.3% 0.0
Volume 155 330 175 112.9% 1,102
Daily Pivots for day following 27-Feb-2008
Classic Woodie Camarilla DeMark
R4 762.1 754.4 725.0
R3 747.2 739.5 720.9
R2 732.3 732.3 719.5
R1 724.6 724.6 718.2 721.0
PP 717.4 717.4 717.4 715.7
S1 709.7 709.7 715.4 706.1
S2 702.5 702.5 714.1
S3 687.6 694.8 712.7
S4 672.7 679.9 708.6
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
5 725.2 683.2 42.0 5.9% 15.7 2.2% 80% True False 263
10 725.4 683.2 42.2 5.9% 15.6 2.2% 80% False False 186
20 733.4 683.2 50.2 7.0% 17.4 2.4% 67% False False 157
40 768.5 638.6 129.9 18.1% 20.4 2.8% 60% False False 129
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 788.5
2.618 764.2
1.618 749.3
1.000 740.1
0.618 734.4
HIGH 725.2
0.618 719.5
0.500 717.8
0.382 716.0
LOW 710.3
0.618 701.1
1.000 695.4
1.618 686.2
2.618 671.3
4.250 647.0
Fisher Pivots for day following 27-Feb-2008
Pivot 1 day 3 day
R1 717.8 714.9
PP 717.4 712.9
S1 717.1 711.0

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

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