CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 23-May-2008
Day Change Summary
Previous Current
22-May-2008 23-May-2008 Change Change % Previous Week
Open 729.2 731.7 2.5 0.3% 740.4
High 736.9 732.9 -4.0 -0.5% 748.5
Low 727.0 718.2 -8.8 -1.2% 718.2
Close 732.0 723.1 -8.9 -1.2% 723.1
Range 9.9 14.7 4.8 48.5% 30.3
ATR 14.0 14.1 0.0 0.4% 0.0
Volume 286,043 215,836 -70,207 -24.5% 1,131,460
Daily Pivots for day following 23-May-2008
Classic Woodie Camarilla DeMark
R4 768.8 760.7 731.2
R3 754.1 746.0 727.1
R2 739.4 739.4 725.8
R1 731.3 731.3 724.4 728.0
PP 724.7 724.7 724.7 723.1
S1 716.6 716.6 721.8 713.3
S2 710.0 710.0 720.4
S3 695.3 701.9 719.1
S4 680.6 687.2 715.0
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 820.8 802.3 739.8
R3 790.5 772.0 731.4
R2 760.2 760.2 728.7
R1 741.7 741.7 725.9 735.8
PP 729.9 729.9 729.9 727.0
S1 711.4 711.4 720.3 705.5
S2 699.6 699.6 717.5
S3 669.3 681.1 714.8
S4 639.0 650.8 706.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 748.5 718.2 30.3 4.2% 13.9 1.9% 16% False True 226,292
10 748.5 718.1 30.4 4.2% 13.2 1.8% 16% False False 203,799
20 748.5 711.1 37.4 5.2% 13.2 1.8% 32% False False 192,154
40 748.5 679.9 68.6 9.5% 14.2 2.0% 63% False False 192,028
60 748.5 640.1 108.4 15.0% 16.9 2.3% 77% False False 185,063
80 748.5 640.1 108.4 15.0% 16.8 2.3% 77% False False 138,838
100 766.0 638.6 127.4 17.6% 18.3 2.5% 66% False False 111,091
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 795.4
2.618 771.4
1.618 756.7
1.000 747.6
0.618 742.0
HIGH 732.9
0.618 727.3
0.500 725.6
0.382 723.8
LOW 718.2
0.618 709.1
1.000 703.5
1.618 694.4
2.618 679.7
4.250 655.7
Fisher Pivots for day following 23-May-2008
Pivot 1 day 3 day
R1 725.6 730.8
PP 724.7 728.2
S1 723.9 725.7

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

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