CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 24-Apr-2008

Day Change Summary
	Previous	Current
	23-Apr-2008	24-Apr-2008	Change	Change %	Previous Week
Open	703.2	703.6	0.4	0.1%	683.9
High	711.4	721.4	10.0	1.4%	724.4
Low	701.0	698.2	-2.8	-0.4%	683.4
Close	705.9	713.5	7.6	1.1%	717.9
Range	10.4	23.2	12.8	123.1%	41.0
ATR	13.8	14.5	0.7	4.8%	0.0
Volume	96	285	189	196.9%	6,027

Daily Pivots for day following 24-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	780.6	770.3	726.3
R3	757.4	747.1	719.9
R2	734.2	734.2	717.8
R1	723.9	723.9	715.6	729.1
PP	711.0	711.0	711.0	713.6
S1	700.7	700.7	711.4	705.9
S2	687.8	687.8	709.2
S3	664.6	677.5	707.1
S4	641.4	654.3	700.7

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	696.9	27.5	3.9%	14.4	2.0%	60%	False	False	312
10	724.4	683.4	41.0	5.7%	14.5	2.0%	73%	False	False	649
20	724.4	680.8	43.6	6.1%	14.2	2.0%	75%	False	False	374

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.2
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	820.0
2.618	782.1
1.618	758.9
1.000	744.6
0.618	735.7
HIGH	721.4
0.618	712.5
0.500	709.8
0.382	707.1
LOW	698.2
0.618	683.9
1.000	675.0
1.618	660.7
2.618	637.5
4.250	599.6

Fisher Pivots for day following 24-Apr-2008
Pivot	1 day	3 day
R1	712.3	712.1
PP	711.0	710.6
S1	709.8	709.2

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