CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 22-Apr-2008

Day Change Summary
	Previous	Current
	21-Apr-2008	22-Apr-2008	Change	Change %	Previous Week
Open	717.0	714.5	-2.5	-0.3%	683.9
High	720.2	717.1	-3.1	-0.4%	724.4
Low	714.5	696.9	-17.6	-2.5%	683.4
Close	717.0	706.6	-10.4	-1.5%	717.9
Range	5.7	20.2	14.5	254.4%	41.0
ATR	13.6	14.1	0.5	3.4%	0.0
Volume	20	18	-2	-10.0%	6,027

Daily Pivots for day following 22-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	767.5	757.2	717.7
R3	747.3	737.0	712.2
R2	727.1	727.1	710.3
R1	716.8	716.8	708.5	711.9
PP	706.9	706.9	706.9	704.4
S1	696.6	696.6	704.7	691.7
S2	686.7	686.7	702.9
S3	666.5	676.4	701.0
S4	646.3	656.2	695.5

Weekly Pivots for week ending 18-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	831.6	815.7	740.5
R3	790.6	774.7	729.2
R2	749.6	749.6	725.4
R1	733.7	733.7	721.7	741.7
PP	708.6	708.6	708.6	712.5
S1	692.7	692.7	714.1	700.7
S2	667.6	667.6	710.4
S3	626.6	651.7	706.6
S4	585.6	610.7	695.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	724.4	694.4	30.0	4.2%	13.8	2.0%	41%	False	False	814
10	724.4	683.4	41.0	5.8%	14.7	2.1%	57%	False	False	621
20	724.4	680.8	43.6	6.2%	13.5	1.9%	59%	False	False	357

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.2
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	803.0
2.618	770.0
1.618	749.8
1.000	737.3
0.618	729.6
HIGH	717.1
0.618	709.4
0.500	707.0
0.382	704.6
LOW	696.9
0.618	684.4
1.000	676.7
1.618	664.2
2.618	644.0
4.250	611.1

Fisher Pivots for day following 22-Apr-2008
Pivot	1 day	3 day
R1	707.0	710.7
PP	706.9	709.3
S1	706.7	708.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols