CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 04-Jun-2008

Day Change Summary
	Previous	Current
	03-Jun-2008	04-Jun-2008	Change	Change %	Previous Week
Open	741.3	739.3	-2.0	-0.3%	727.8
High	746.8	750.1	3.3	0.4%	751.1
Low	731.1	734.1	3.0	0.4%	718.3
Close	739.2	742.7	3.5	0.5%	748.4
Range	15.7	16.0	0.3	1.9%	32.8
ATR	13.0	13.2	0.2	1.7%	0.0
Volume	1,466	2,690	1,224	83.5%	1,174

Daily Pivots for day following 04-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	790.3	782.5	751.5
R3	774.3	766.5	747.1
R2	758.3	758.3	745.6
R1	750.5	750.5	744.2	754.4
PP	742.3	742.3	742.3	744.3
S1	734.5	734.5	741.2	738.4
S2	726.3	726.3	739.8
S3	710.3	718.5	738.3
S4	694.3	702.5	733.9

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	731.1	20.0	2.7%	13.7	1.8%	58%	False	False	1,084
10	751.1	718.3	32.8	4.4%	12.8	1.7%	74%	False	False	608
20	751.1	711.3	39.8	5.4%	12.4	1.7%	79%	False	False	410
40	751.1	683.4	67.7	9.1%	13.1	1.8%	88%	False	False	404

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	3.8
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	818.1
2.618	792.0
1.618	776.0
1.000	766.1
0.618	760.0
HIGH	750.1
0.618	744.0
0.500	742.1
0.382	740.2
LOW	734.1
0.618	724.2
1.000	718.1
1.618	708.2
2.618	692.2
4.250	666.1

Fisher Pivots for day following 04-Jun-2008
Pivot	1 day	3 day
R1	742.5	742.0
PP	742.3	741.3
S1	742.1	740.6

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