CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 13-Jun-2008
Day Change Summary
Previous Current
12-Jun-2008 13-Jun-2008 Change Change % Previous Week
Open 719.4 721.2 1.8 0.3% 739.4
High 731.3 734.7 3.4 0.5% 744.1
Low 716.7 718.5 1.8 0.3% 716.7
Close 721.6 733.9 12.3 1.7% 733.9
Range 14.6 16.2 1.6 11.0% 27.4
ATR 14.6 14.7 0.1 0.8% 0.0
Volume 47,865 280,340 232,475 485.7% 355,440
Daily Pivots for day following 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 777.6 772.0 742.8
R3 761.4 755.8 738.4
R2 745.2 745.2 736.9
R1 739.6 739.6 735.4 742.4
PP 729.0 729.0 729.0 730.5
S1 723.4 723.4 732.4 726.2
S2 712.8 712.8 730.9
S3 696.6 707.2 729.4
S4 680.4 691.0 725.0
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 813.8 801.2 749.0
R3 786.4 773.8 741.4
R2 759.0 759.0 738.9
R1 746.4 746.4 736.4 739.0
PP 731.6 731.6 731.6 727.9
S1 719.0 719.0 731.4 711.6
S2 704.2 704.2 728.9
S3 676.8 691.6 726.4
S4 649.4 664.2 718.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 744.1 716.7 27.4 3.7% 14.6 2.0% 63% False False 71,088
10 766.2 716.7 49.5 6.7% 16.7 2.3% 35% False False 36,267
20 766.2 716.7 49.5 6.7% 14.6 2.0% 35% False False 18,230
40 766.2 696.9 69.3 9.4% 13.6 1.8% 53% False False 9,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 803.6
2.618 777.1
1.618 760.9
1.000 750.9
0.618 744.7
HIGH 734.7
0.618 728.5
0.500 726.6
0.382 724.7
LOW 718.5
0.618 708.5
1.000 702.3
1.618 692.3
2.618 676.1
4.250 649.7
Fisher Pivots for day following 13-Jun-2008
Pivot 1 day 3 day
R1 731.5 731.2
PP 729.0 728.4
S1 726.6 725.7

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

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