CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 15-Apr-2008
Day Change Summary
Previous Current
14-Apr-2008 15-Apr-2008 Change Change % Previous Week
Open 683.9 690.0 6.1 0.9% 720.5
High 693.3 691.7 -1.6 -0.2% 720.5
Low 683.4 684.2 0.8 0.1% 686.0
Close 686.4 691.5 5.1 0.7% 688.2
Range 9.9 7.5 -2.4 -24.2% 34.5
ATR 14.4 13.9 -0.5 -3.4% 0.0
Volume 1,864 128 -1,736 -93.1% 207
Daily Pivots for day following 15-Apr-2008
Classic Woodie Camarilla DeMark
R4 711.6 709.1 695.6
R3 704.1 701.6 693.6
R2 696.6 696.6 692.9
R1 694.1 694.1 692.2 695.4
PP 689.1 689.1 689.1 689.8
S1 686.6 686.6 690.8 687.9
S2 681.6 681.6 690.1
S3 674.1 679.1 689.4
S4 666.6 671.6 687.4
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 801.7 779.5 707.2
R3 767.2 745.0 697.7
R2 732.7 732.7 694.5
R1 710.5 710.5 691.4 704.4
PP 698.2 698.2 698.2 695.2
S1 676.0 676.0 685.0 669.9
S2 663.7 663.7 681.9
S3 629.2 641.5 678.7
S4 594.7 607.0 669.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 715.5 683.4 32.1 4.6% 15.7 2.3% 25% False False 428
10 720.5 683.4 37.1 5.4% 13.0 1.9% 22% False False 298
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 723.6
2.618 711.3
1.618 703.8
1.000 699.2
0.618 696.3
HIGH 691.7
0.618 688.8
0.500 688.0
0.382 687.1
LOW 684.2
0.618 679.6
1.000 676.7
1.618 672.1
2.618 664.6
4.250 652.3
Fisher Pivots for day following 15-Apr-2008
Pivot 1 day 3 day
R1 690.3 697.3
PP 689.1 695.4
S1 688.0 693.4

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

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