CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 21-May-2008
Day Change Summary
Previous Current
20-May-2008 21-May-2008 Change Change % Previous Week
Open 740.3 737.5 -2.8 -0.4% 721.9
High 740.3 742.5 2.2 0.3% 745.9
Low 729.2 723.0 -6.2 -0.9% 719.0
Close 738.1 729.2 -8.9 -1.2% 740.7
Range 11.1 19.5 8.4 75.7% 26.9
ATR 12.6 13.1 0.5 3.9% 0.0
Volume 97 337 240 247.4% 1,106
Daily Pivots for day following 21-May-2008
Classic Woodie Camarilla DeMark
R4 790.1 779.1 739.9
R3 770.6 759.6 734.6
R2 751.1 751.1 732.8
R1 740.1 740.1 731.0 735.9
PP 731.6 731.6 731.6 729.4
S1 720.6 720.6 727.4 716.4
S2 712.1 712.1 725.6
S3 692.6 701.1 723.8
S4 673.1 681.6 718.5
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 815.9 805.2 755.5
R3 789.0 778.3 748.1
R2 762.1 762.1 745.6
R1 751.4 751.4 743.2 756.8
PP 735.2 735.2 735.2 737.9
S1 724.5 724.5 738.2 729.9
S2 708.3 708.3 735.8
S3 681.4 697.6 733.3
S4 654.5 670.7 725.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 748.0 723.0 25.0 3.4% 13.6 1.9% 25% False True 194
10 748.0 711.3 36.7 5.0% 12.0 1.6% 49% False False 213
20 748.0 698.2 49.8 6.8% 12.9 1.8% 62% False False 189
40 748.0 680.8 67.2 9.2% 13.2 1.8% 72% False False 274
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 2.9
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 825.4
2.618 793.6
1.618 774.1
1.000 762.0
0.618 754.6
HIGH 742.5
0.618 735.1
0.500 732.8
0.382 730.4
LOW 723.0
0.618 710.9
1.000 703.5
1.618 691.4
2.618 671.9
4.250 640.1
Fisher Pivots for day following 21-May-2008
Pivot 1 day 3 day
R1 732.8 735.5
PP 731.6 733.4
S1 730.4 731.3

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

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