CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 735.9 730.3 -5.6 -0.8% 748.7
High 738.1 734.0 -4.1 -0.6% 766.9
Low 727.2 717.9 -9.3 -1.3% 731.1
Close 730.3 718.1 -12.2 -1.7% 739.9
Range 10.9 16.1 5.2 47.7% 35.8
ATR 15.2 15.3 0.1 0.4% 0.0
Volume 264,039 249,807 -14,232 -5.4% 1,180,670
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 771.6 761.0 727.0
R3 755.5 744.9 722.5
R2 739.4 739.4 721.1
R1 728.8 728.8 719.6 726.1
PP 723.3 723.3 723.3 722.0
S1 712.7 712.7 716.6 710.0
S2 707.2 707.2 715.1
S3 691.1 696.6 713.7
S4 675.0 680.5 709.2
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 853.4 832.4 759.6
R3 817.6 796.6 749.7
R2 781.8 781.8 746.5
R1 760.8 760.8 743.2 753.4
PP 746.0 746.0 746.0 742.3
S1 725.0 725.0 736.6 717.6
S2 710.2 710.2 733.3
S3 674.4 689.2 730.1
S4 638.6 653.4 720.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 766.9 717.9 49.0 6.8% 18.7 2.6% 0% False True 270,387
10 766.9 717.9 49.0 6.8% 16.5 2.3% 0% False True 241,387
20 766.9 717.9 49.0 6.8% 14.8 2.1% 0% False True 224,595
40 766.9 694.0 72.9 10.2% 14.4 2.0% 33% False False 204,827
60 766.9 649.5 117.4 16.3% 15.4 2.1% 58% False False 216,207
80 766.9 640.1 126.8 17.7% 16.6 2.3% 62% False False 173,952
100 766.9 638.6 128.3 17.9% 17.6 2.5% 62% False False 139,185
120 808.8 638.6 170.2 23.7% 17.7 2.5% 47% False False 115,997
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 3.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 802.4
2.618 776.1
1.618 760.0
1.000 750.1
0.618 743.9
HIGH 734.0
0.618 727.8
0.500 726.0
0.382 724.1
LOW 717.9
0.618 708.0
1.000 701.8
1.618 691.9
2.618 675.8
4.250 649.5
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 726.0 731.2
PP 723.3 726.8
S1 720.7 722.5

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

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