CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 03-Jun-2008
Day Change Summary
Previous Current
02-Jun-2008 03-Jun-2008 Change Change % Previous Week
Open 746.1 741.3 -4.8 -0.6% 727.8
High 746.8 746.8 0.0 0.0% 751.1
Low 732.4 731.1 -1.3 -0.2% 718.3
Close 740.8 739.2 -1.6 -0.2% 748.4
Range 14.4 15.7 1.3 9.0% 32.8
ATR 12.8 13.0 0.2 1.7% 0.0
Volume 518 1,466 948 183.0% 1,174
Daily Pivots for day following 03-Jun-2008
Classic Woodie Camarilla DeMark
R4 786.1 778.4 747.8
R3 770.4 762.7 743.5
R2 754.7 754.7 742.1
R1 747.0 747.0 740.6 743.0
PP 739.0 739.0 739.0 737.1
S1 731.3 731.3 737.8 727.3
S2 723.3 723.3 736.3
S3 707.6 715.6 734.9
S4 691.9 699.9 730.6
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 837.7 825.8 766.4
R3 804.9 793.0 757.4
R2 772.1 772.1 754.4
R1 760.2 760.2 751.4 766.2
PP 739.3 739.3 739.3 742.2
S1 727.4 727.4 745.4 733.4
S2 706.5 706.5 742.4
S3 673.7 694.6 739.4
S4 640.9 661.8 730.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 751.1 730.1 21.0 2.8% 12.3 1.7% 43% False False 590
10 751.1 718.3 32.8 4.4% 13.2 1.8% 64% False False 372
20 751.1 711.3 39.8 5.4% 12.6 1.7% 70% False False 294
40 751.1 683.4 67.7 9.2% 13.2 1.8% 82% False False 337
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 813.5
2.618 787.9
1.618 772.2
1.000 762.5
0.618 756.5
HIGH 746.8
0.618 740.8
0.500 739.0
0.382 737.1
LOW 731.1
0.618 721.4
1.000 715.4
1.618 705.7
2.618 690.0
4.250 664.4
Fisher Pivots for day following 03-Jun-2008
Pivot 1 day 3 day
R1 739.1 739.8
PP 739.0 739.6
S1 739.0 739.4

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

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