CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 29-Apr-2008
Day Change Summary
Previous Current
28-Apr-2008 29-Apr-2008 Change Change % Previous Week
Open 720.2 724.4 4.2 0.6% 717.0
High 729.0 724.4 -4.6 -0.6% 724.7
Low 718.3 716.0 -2.3 -0.3% 696.9
Close 725.9 719.6 -6.3 -0.9% 720.4
Range 10.7 8.4 -2.3 -21.5% 27.8
ATR 14.3 13.9 -0.3 -2.2% 0.0
Volume 138 77 -61 -44.2% 678
Daily Pivots for day following 29-Apr-2008
Classic Woodie Camarilla DeMark
R4 745.2 740.8 724.2
R3 736.8 732.4 721.9
R2 728.4 728.4 721.1
R1 724.0 724.0 720.4 722.0
PP 720.0 720.0 720.0 719.0
S1 715.6 715.6 718.8 713.6
S2 711.6 711.6 718.1
S3 703.2 707.2 717.3
S4 694.8 698.8 715.0
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 797.4 786.7 735.7
R3 769.6 758.9 728.0
R2 741.8 741.8 725.5
R1 731.1 731.1 722.9 736.5
PP 714.0 714.0 714.0 716.7
S1 703.3 703.3 717.9 708.7
S2 686.2 686.2 715.3
S3 658.4 675.5 712.8
S4 630.6 647.7 705.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 729.0 698.2 30.8 4.3% 13.5 1.9% 69% False False 171
10 729.0 694.4 34.6 4.8% 13.6 1.9% 73% False False 492
20 729.0 683.4 45.6 6.3% 13.3 1.9% 79% False False 395
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 760.1
2.618 746.4
1.618 738.0
1.000 732.8
0.618 729.6
HIGH 724.4
0.618 721.2
0.500 720.2
0.382 719.2
LOW 716.0
0.618 710.8
1.000 707.6
1.618 702.4
2.618 694.0
4.250 680.3
Fisher Pivots for day following 29-Apr-2008
Pivot 1 day 3 day
R1 720.2 719.6
PP 720.0 719.5
S1 719.8 719.5

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

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