CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 16-May-2008
Day Change Summary
Previous Current
15-May-2008 16-May-2008 Change Change % Previous Week
Open 735.0 742.9 7.9 1.1% 718.4
High 744.0 746.4 2.4 0.3% 746.4
Low 732.2 731.9 -0.3 0.0% 718.1
Close 742.8 740.9 -1.9 -0.3% 740.9
Range 11.8 14.5 2.7 22.9% 28.3
ATR 14.0 14.1 0.0 0.2% 0.0
Volume 183,879 174,466 -9,413 -5.1% 906,538
Daily Pivots for day following 16-May-2008
Classic Woodie Camarilla DeMark
R4 783.2 776.6 748.9
R3 768.7 762.1 744.9
R2 754.2 754.2 743.6
R1 747.6 747.6 742.2 743.7
PP 739.7 739.7 739.7 737.8
S1 733.1 733.1 739.6 729.2
S2 725.2 725.2 738.2
S3 710.7 718.6 736.9
S4 696.2 704.1 732.9
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 820.0 808.8 756.5
R3 791.7 780.5 748.7
R2 763.4 763.4 746.1
R1 752.2 752.2 743.5 757.8
PP 735.1 735.1 735.1 738.0
S1 723.9 723.9 738.3 729.5
S2 706.8 706.8 735.7
S3 678.5 695.6 733.1
S4 650.2 667.3 725.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 746.4 718.1 28.3 3.8% 12.5 1.7% 81% True False 181,307
10 746.4 711.1 35.3 4.8% 12.3 1.7% 84% True False 186,287
20 746.4 696.5 49.9 6.7% 13.6 1.8% 89% True False 184,286
40 746.4 675.5 70.9 9.6% 14.5 2.0% 92% True False 191,864
60 746.4 640.1 106.3 14.3% 16.9 2.3% 95% True False 166,224
80 746.4 640.1 106.3 14.3% 17.4 2.4% 95% True False 124,699
100 808.8 638.6 170.2 23.0% 18.4 2.5% 60% False False 99,778
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 808.0
2.618 784.4
1.618 769.9
1.000 760.9
0.618 755.4
HIGH 746.4
0.618 740.9
0.500 739.2
0.382 737.4
LOW 731.9
0.618 722.9
1.000 717.4
1.618 708.4
2.618 693.9
4.250 670.3
Fisher Pivots for day following 16-May-2008
Pivot 1 day 3 day
R1 740.3 740.3
PP 739.7 739.7
S1 739.2 739.2

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

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