CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 13-Aug-2008
Day Change Summary
Previous Current
12-Aug-2008 13-Aug-2008 Change Change % Previous Week
Open 748.3 746.6 -1.7 -0.2% 716.9
High 753.1 751.1 -2.0 -0.3% 735.4
Low 742.0 736.7 -5.3 -0.7% 699.4
Close 747.0 747.2 0.2 0.0% 731.6
Range 11.1 14.4 3.3 29.7% 36.0
ATR 18.2 17.9 -0.3 -1.5% 0.0
Volume 318,731 224,223 -94,508 -29.7% 1,046,541
Daily Pivots for day following 13-Aug-2008
Classic Woodie Camarilla DeMark
R4 788.2 782.1 755.1
R3 773.8 767.7 751.2
R2 759.4 759.4 749.8
R1 753.3 753.3 748.5 756.4
PP 745.0 745.0 745.0 746.5
S1 738.9 738.9 745.9 742.0
S2 730.6 730.6 744.6
S3 716.2 724.5 743.2
S4 701.8 710.1 739.3
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 830.1 816.9 751.4
R3 794.1 780.9 741.5
R2 758.1 758.1 738.2
R1 744.9 744.9 734.9 751.5
PP 722.1 722.1 722.1 725.5
S1 708.9 708.9 728.3 715.5
S2 686.1 686.1 725.0
S3 650.1 672.9 721.7
S4 614.1 636.9 711.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 757.8 710.9 46.9 6.3% 18.4 2.5% 77% False False 232,502
10 757.8 699.4 58.4 7.8% 17.3 2.3% 82% False False 226,720
20 757.8 682.3 75.5 10.1% 17.2 2.3% 86% False False 234,873
40 757.8 646.2 111.6 14.9% 18.3 2.5% 91% False False 257,908
60 766.2 646.2 120.0 16.1% 17.0 2.3% 84% False False 186,931
80 766.2 646.2 120.0 16.1% 15.9 2.1% 84% False False 140,243
100 766.2 646.2 120.0 16.1% 15.4 2.1% 84% False False 112,266
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 3.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 812.3
2.618 788.8
1.618 774.4
1.000 765.5
0.618 760.0
HIGH 751.1
0.618 745.6
0.500 743.9
0.382 742.2
LOW 736.7
0.618 727.8
1.000 722.3
1.618 713.4
2.618 699.0
4.250 675.5
Fisher Pivots for day following 13-Aug-2008
Pivot 1 day 3 day
R1 746.1 746.2
PP 745.0 745.2
S1 743.9 744.2

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

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