CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary
Previous Current
25-Aug-2008 26-Aug-2008 Change Change % Previous Week
Open 737.8 721.5 -16.3 -2.2% 754.1
High 738.5 727.0 -11.5 -1.6% 757.6
Low 716.9 715.5 -1.4 -0.2% 721.4
Close 721.7 723.9 2.2 0.3% 738.0
Range 21.6 11.5 -10.1 -46.8% 36.2
ATR 17.7 17.3 -0.4 -2.5% 0.0
Volume 163,212 164,164 952 0.6% 984,114
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 756.6 751.8 730.2
R3 745.1 740.3 727.1
R2 733.6 733.6 726.0
R1 728.8 728.8 725.0 731.2
PP 722.1 722.1 722.1 723.4
S1 717.3 717.3 722.8 719.7
S2 710.6 710.6 721.8
S3 699.1 705.8 720.7
S4 687.6 694.3 717.6
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 847.6 829.0 757.9
R3 811.4 792.8 748.0
R2 775.2 775.2 744.6
R1 756.6 756.6 741.3 747.8
PP 739.0 739.0 739.0 734.6
S1 720.4 720.4 734.7 711.6
S2 702.8 702.8 731.4
S3 666.6 684.2 728.0
S4 630.4 648.0 718.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 739.6 715.5 24.1 3.3% 15.6 2.1% 35% False True 186,084
10 764.1 715.5 48.6 6.7% 16.6 2.3% 17% False True 199,840
20 764.1 699.4 64.7 8.9% 17.0 2.3% 38% False False 213,640
40 764.1 646.2 117.9 16.3% 18.8 2.6% 66% False False 241,994
60 766.2 646.2 120.0 16.6% 17.6 2.4% 65% False False 216,463
80 766.2 646.2 120.0 16.6% 16.3 2.3% 65% False False 162,405
100 766.2 646.2 120.0 16.6% 15.8 2.2% 65% False False 129,998
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 3.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 775.9
2.618 757.1
1.618 745.6
1.000 738.5
0.618 734.1
HIGH 727.0
0.618 722.6
0.500 721.3
0.382 719.9
LOW 715.5
0.618 708.4
1.000 704.0
1.618 696.9
2.618 685.4
4.250 666.6
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 723.0 727.5
PP 722.1 726.3
S1 721.3 725.1

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

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