CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 23-May-2008
Day Change Summary
Previous Current
22-May-2008 23-May-2008 Change Change % Previous Week
Open 731.7 727.8 -3.9 -0.5% 740.1
High 736.4 732.4 -4.0 -0.5% 748.0
Low 727.0 718.3 -8.7 -1.2% 718.3
Close 731.7 722.8 -8.9 -1.2% 722.8
Range 9.4 14.1 4.7 50.0% 29.7
ATR 12.9 12.9 0.1 0.7% 0.0
Volume 187 46 -141 -75.4% 764
Daily Pivots for day following 23-May-2008
Classic Woodie Camarilla DeMark
R4 766.8 758.9 730.6
R3 752.7 744.8 726.7
R2 738.6 738.6 725.4
R1 730.7 730.7 724.1 727.6
PP 724.5 724.5 724.5 723.0
S1 716.6 716.6 721.5 713.5
S2 710.4 710.4 720.2
S3 696.3 702.5 718.9
S4 682.2 688.4 715.0
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 818.8 800.5 739.1
R3 789.1 770.8 731.0
R2 759.4 759.4 728.2
R1 741.1 741.1 725.5 735.4
PP 729.7 729.7 729.7 726.9
S1 711.4 711.4 720.1 705.7
S2 700.0 700.0 717.4
S3 670.3 681.7 714.6
S4 640.6 652.0 706.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 748.0 718.3 29.7 4.1% 13.3 1.8% 15% False True 152
10 748.0 718.3 29.7 4.1% 12.6 1.7% 15% False True 187
20 748.0 711.3 36.7 5.1% 12.1 1.7% 31% False False 173
40 748.0 680.8 67.2 9.3% 13.2 1.8% 63% False False 279
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 3.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 792.3
2.618 769.3
1.618 755.2
1.000 746.5
0.618 741.1
HIGH 732.4
0.618 727.0
0.500 725.4
0.382 723.7
LOW 718.3
0.618 709.6
1.000 704.2
1.618 695.5
2.618 681.4
4.250 658.4
Fisher Pivots for day following 23-May-2008
Pivot 1 day 3 day
R1 725.4 730.4
PP 724.5 727.9
S1 723.7 725.3

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

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