CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 10-Apr-2008
Day Change Summary
Previous Current
09-Apr-2008 10-Apr-2008 Change Change % Previous Week
Open 712.7 700.0 -12.7 -1.8% 688.7
High 715.5 710.5 -5.0 -0.7% 720.1
Low 694.8 695.4 0.6 0.1% 680.8
Close 700.2 707.4 7.2 1.0% 713.8
Range 20.7 15.1 -5.6 -27.1% 39.3
ATR 0.0 13.9 13.9 0.0
Volume 16 83 67 418.8% 804
Daily Pivots for day following 10-Apr-2008
Classic Woodie Camarilla DeMark
R4 749.7 743.7 715.7
R3 734.6 728.6 711.6
R2 719.5 719.5 710.2
R1 713.5 713.5 708.8 716.5
PP 704.4 704.4 704.4 706.0
S1 698.4 698.4 706.0 701.4
S2 689.3 689.3 704.6
S3 674.2 683.3 703.2
S4 659.1 668.2 699.1
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 822.8 807.6 735.4
R3 783.5 768.3 724.6
R2 744.2 744.2 721.0
R1 729.0 729.0 717.4 736.6
PP 704.9 704.9 704.9 708.7
S1 689.7 689.7 710.2 697.3
S2 665.6 665.6 706.6
S3 626.3 650.4 703.0
S4 587.0 611.1 692.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 720.5 694.8 25.7 3.6% 13.2 1.9% 49% False False 139
10 720.5 680.8 39.7 5.6% 13.8 2.0% 67% False False 98
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 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
4.250 774.7
2.618 750.0
1.618 734.9
1.000 725.6
0.618 719.8
HIGH 710.5
0.618 704.7
0.500 703.0
0.382 701.2
LOW 695.4
0.618 686.1
1.000 680.3
1.618 671.0
2.618 655.9
4.250 631.2
Fisher Pivots for day following 10-Apr-2008
Pivot 1 day 3 day
R1 705.9 706.7
PP 704.4 705.9
S1 703.0 705.2

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

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