CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 21-May-2008
Day Change Summary
Previous Current
20-May-2008 21-May-2008 Change Change % Previous Week
Open 740.1 738.2 -1.9 -0.3% 718.4
High 740.2 743.4 3.2 0.4% 746.4
Low 728.8 723.1 -5.7 -0.8% 718.1
Close 738.3 729.4 -8.9 -1.2% 740.9
Range 11.4 20.3 8.9 78.1% 28.3
ATR 13.9 14.3 0.5 3.3% 0.0
Volume 209,369 218,834 9,465 4.5% 906,538
Daily Pivots for day following 21-May-2008
Classic Woodie Camarilla DeMark
R4 792.9 781.4 740.6
R3 772.6 761.1 735.0
R2 752.3 752.3 733.1
R1 740.8 740.8 731.3 736.4
PP 732.0 732.0 732.0 729.8
S1 720.5 720.5 727.5 716.1
S2 711.7 711.7 725.7
S3 691.4 700.2 723.8
S4 671.1 679.9 718.2
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
5 748.5 723.1 25.4 3.5% 14.2 1.9% 25% False True 197,585
10 748.5 711.1 37.4 5.1% 12.6 1.7% 49% False False 194,124
20 748.5 698.0 50.5 6.9% 13.9 1.9% 62% False False 187,434
40 748.5 679.9 68.6 9.4% 14.3 2.0% 72% False False 189,800
60 748.5 640.1 108.4 14.9% 17.0 2.3% 82% False False 176,707
80 748.5 640.1 108.4 14.9% 17.2 2.4% 82% False False 132,567
100 780.7 638.6 142.1 19.5% 18.3 2.5% 64% False False 106,073
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 3.0
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 829.7
2.618 796.5
1.618 776.2
1.000 763.7
0.618 755.9
HIGH 743.4
0.618 735.6
0.500 733.3
0.382 730.9
LOW 723.1
0.618 710.6
1.000 702.8
1.618 690.3
2.618 670.0
4.250 636.8
Fisher Pivots for day following 21-May-2008
Pivot 1 day 3 day
R1 733.3 735.8
PP 732.0 733.7
S1 730.7 731.5

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

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