CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 08-Sep-2008
Day Change Summary
Previous Current
05-Sep-2008 08-Sep-2008 Change Change % Previous Week
Open 720.9 727.7 6.8 0.9% 738.2
High 722.1 745.9 23.8 3.3% 755.9
Low 702.2 722.6 20.4 2.9% 702.2
Close 718.5 734.3 15.8 2.2% 718.5
Range 19.9 23.3 3.4 17.1% 53.7
ATR 18.2 18.9 0.7 3.6% 0.0
Volume 232,557 248,601 16,044 6.9% 827,562
Daily Pivots for day following 08-Sep-2008
Classic Woodie Camarilla DeMark
R4 804.2 792.5 747.1
R3 780.9 769.2 740.7
R2 757.6 757.6 738.6
R1 745.9 745.9 736.4 751.8
PP 734.3 734.3 734.3 737.2
S1 722.6 722.6 732.2 728.5
S2 711.0 711.0 730.0
S3 687.7 699.3 727.9
S4 664.4 676.0 721.5
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 886.6 856.3 748.0
R3 832.9 802.6 733.3
R2 779.2 779.2 728.3
R1 748.9 748.9 723.4 737.2
PP 725.5 725.5 725.5 719.7
S1 695.2 695.2 713.6 683.5
S2 671.8 671.8 708.7
S3 618.1 641.5 703.7
S4 564.4 587.8 689.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 755.9 702.2 53.7 7.3% 22.2 3.0% 60% False False 215,232
10 755.9 702.2 53.7 7.3% 19.1 2.6% 60% False False 190,481
20 764.1 702.2 61.9 8.4% 18.1 2.5% 52% False False 206,278
40 764.1 646.2 117.9 16.1% 18.4 2.5% 75% False False 226,119
60 764.1 646.2 117.9 16.1% 18.0 2.4% 75% False False 241,390
80 766.2 646.2 120.0 16.3% 17.1 2.3% 73% False False 182,099
100 766.2 646.2 120.0 16.3% 16.2 2.2% 73% False False 145,722
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
4.250 844.9
2.618 806.9
1.618 783.6
1.000 769.2
0.618 760.3
HIGH 745.9
0.618 737.0
0.500 734.3
0.382 731.5
LOW 722.6
0.618 708.2
1.000 699.3
1.618 684.9
2.618 661.6
4.250 623.6
Fisher Pivots for day following 08-Sep-2008
Pivot 1 day 3 day
R1 734.3 730.9
PP 734.3 727.5
S1 734.3 724.1

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

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