CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 737.7 731.3 -6.4 -0.9% 739.5
High 739.0 738.4 -0.6 -0.1% 744.5
Low 725.6 727.7 2.1 0.3% 716.9
Close 731.7 737.5 5.8 0.8% 734.0
Range 13.4 10.7 -2.7 -20.1% 27.6
ATR 14.5 14.2 -0.3 -1.9% 0.0
Volume 136,757 114,568 -22,189 -16.2% 1,306,460
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 766.6 762.8 743.4
R3 755.9 752.1 740.4
R2 745.2 745.2 739.5
R1 741.4 741.4 738.5 743.3
PP 734.5 734.5 734.5 735.5
S1 730.7 730.7 736.5 732.6
S2 723.8 723.8 735.5
S3 713.1 720.0 734.6
S4 702.4 709.3 731.6
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 814.6 801.9 749.2
R3 787.0 774.3 741.6
R2 759.4 759.4 739.1
R1 746.7 746.7 736.5 739.3
PP 731.8 731.8 731.8 728.1
S1 719.1 719.1 731.5 711.7
S2 704.2 704.2 728.9
S3 676.6 691.5 726.4
S4 649.0 663.9 718.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 744.4 718.2 26.2 3.6% 12.1 1.6% 74% False False 142,455
10 766.9 716.9 50.0 6.8% 14.5 2.0% 41% False False 206,425
20 766.9 716.9 50.0 6.8% 14.4 2.0% 41% False False 215,178
40 766.9 698.0 68.9 9.3% 14.1 1.9% 57% False False 201,306
60 766.9 679.9 87.0 11.8% 14.3 1.9% 66% False False 198,259
80 766.9 640.1 126.8 17.2% 16.3 2.2% 77% False False 186,325
100 766.9 640.1 126.8 17.2% 16.7 2.3% 77% False False 149,089
120 780.7 638.6 142.1 19.3% 17.7 2.4% 70% False False 124,257
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 783.9
2.618 766.4
1.618 755.7
1.000 749.1
0.618 745.0
HIGH 738.4
0.618 734.3
0.500 733.1
0.382 731.8
LOW 727.7
0.618 721.1
1.000 717.0
1.618 710.4
2.618 699.7
4.250 682.2
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 736.0 736.7
PP 734.5 735.8
S1 733.1 735.0

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

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