CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
26-May-2008 27-May-2008 Change Change % Previous Week
Open 727.8 725.9 -1.9 -0.3% 740.1
High 732.4 734.7 2.3 0.3% 748.0
Low 718.3 721.5 3.2 0.4% 718.3
Close 722.8 733.4 10.6 1.5% 722.8
Range 14.1 13.2 -0.9 -6.4% 29.7
ATR 13.0 13.0 0.0 0.1% 0.0
Volume 46 161 115 250.0% 764
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 769.5 764.6 740.7
R3 756.3 751.4 737.0
R2 743.1 743.1 735.8
R1 738.2 738.2 734.6 740.7
PP 729.9 729.9 729.9 731.1
S1 725.0 725.0 732.2 727.5
S2 716.7 716.7 731.0
S3 703.5 711.8 729.8
S4 690.3 698.6 726.1
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 818.8 800.5 739.1
R3 789.1 770.8 731.0
R2 759.4 759.4 728.2
R1 741.1 741.1 725.5 735.4
PP 729.7 729.7 729.7 726.9
S1 711.4 711.4 720.1 705.7
S2 700.0 700.0 717.4
S3 670.3 681.7 714.6
S4 640.6 652.0 706.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 742.5 718.3 24.2 3.3% 14.1 1.9% 62% False False 155
10 748.0 718.3 29.7 4.0% 12.9 1.8% 51% False False 171
20 748.0 711.3 36.7 5.0% 12.5 1.7% 60% False False 173
40 748.0 683.4 64.6 8.8% 12.9 1.8% 77% False False 284
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 790.8
2.618 769.3
1.618 756.1
1.000 747.9
0.618 742.9
HIGH 734.7
0.618 729.7
0.500 728.1
0.382 726.5
LOW 721.5
0.618 713.3
1.000 708.3
1.618 700.1
2.618 686.9
4.250 665.4
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 731.6 731.1
PP 729.9 728.8
S1 728.1 726.5

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

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