CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 29-Feb-2008
Day Change Summary
Previous Current
28-Feb-2008 29-Feb-2008 Change Change % Previous Week
Open 713.0 704.6 -8.4 -1.2% 699.6
High 717.2 704.6 -12.6 -1.8% 725.2
Low 702.4 683.1 -19.3 -2.7% 683.1
Close 703.9 686.9 -17.0 -2.4% 686.9
Range 14.8 21.5 6.7 45.3% 42.1
ATR 17.6 17.9 0.3 1.6% 0.0
Volume 184 370 186 101.1% 1,239
Daily Pivots for day following 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 756.0 743.0 698.7
R3 734.5 721.5 692.8
R2 713.0 713.0 690.8
R1 700.0 700.0 688.9 695.8
PP 691.5 691.5 691.5 689.4
S1 678.5 678.5 684.9 674.3
S2 670.0 670.0 683.0
S3 648.5 657.0 681.0
S4 627.0 635.5 675.1
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 824.7 797.9 710.1
R3 782.6 755.8 698.5
R2 740.5 740.5 694.6
R1 713.7 713.7 690.8 706.1
PP 698.4 698.4 698.4 694.6
S1 671.6 671.6 683.0 664.0
S2 656.3 656.3 679.2
S3 614.2 629.5 675.3
S4 572.1 587.4 663.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 725.2 683.1 42.1 6.1% 14.6 2.1% 9% False True 247
10 725.2 683.1 42.1 6.1% 15.8 2.3% 9% False True 234
20 733.4 683.1 50.3 7.3% 16.4 2.4% 8% False True 178
40 756.3 638.6 117.7 17.1% 20.6 3.0% 41% False False 141
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 6 trading days
Fibonacci Retracements and Extensions
4.250 796.0
2.618 760.9
1.618 739.4
1.000 726.1
0.618 717.9
HIGH 704.6
0.618 696.4
0.500 693.9
0.382 691.3
LOW 683.1
0.618 669.8
1.000 661.6
1.618 648.3
2.618 626.8
4.250 591.7
Fisher Pivots for day following 29-Feb-2008
Pivot 1 day 3 day
R1 693.9 704.2
PP 691.5 698.4
S1 689.2 692.7

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

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