CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 721.5 724.1 2.6 0.4% 754.1
High 727.0 736.3 9.3 1.3% 757.6
Low 715.5 720.0 4.5 0.6% 721.4
Close 723.9 731.3 7.4 1.0% 738.0
Range 11.5 16.3 4.8 41.7% 36.2
ATR 17.3 17.2 -0.1 -0.4% 0.0
Volume 164,164 154,750 -9,414 -5.7% 984,114
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 778.1 771.0 740.3
R3 761.8 754.7 735.8
R2 745.5 745.5 734.3
R1 738.4 738.4 732.8 742.0
PP 729.2 729.2 729.2 731.0
S1 722.1 722.1 729.8 725.7
S2 712.9 712.9 728.3
S3 696.6 705.8 726.8
S4 680.3 689.5 722.3
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
5 739.4 715.5 23.9 3.3% 15.7 2.1% 66% False False 172,072
10 764.1 715.5 48.6 6.6% 16.8 2.3% 33% False False 192,893
20 764.1 699.4 64.7 8.8% 17.0 2.3% 49% False False 209,806
40 764.1 646.2 117.9 16.1% 18.8 2.6% 72% False False 239,850
60 766.2 646.2 120.0 16.4% 17.6 2.4% 71% False False 219,018
80 766.2 646.2 120.0 16.4% 16.4 2.2% 71% False False 164,337
100 766.2 646.2 120.0 16.4% 15.9 2.2% 71% False False 131,546
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 3.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 805.6
2.618 779.0
1.618 762.7
1.000 752.6
0.618 746.4
HIGH 736.3
0.618 730.1
0.500 728.2
0.382 726.2
LOW 720.0
0.618 709.9
1.000 703.7
1.618 693.6
2.618 677.3
4.250 650.7
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 730.3 729.9
PP 729.2 728.4
S1 728.2 727.0

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

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