CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 02-Jun-2008
Day Change Summary
Previous Current
30-May-2008 02-Jun-2008 Change Change % Previous Week
Open 745.6 746.1 0.5 0.1% 727.8
High 748.4 746.8 -1.6 -0.2% 751.1
Low 742.2 732.4 -9.8 -1.3% 718.3
Close 748.4 740.8 -7.6 -1.0% 748.4
Range 6.2 14.4 8.2 132.3% 32.8
ATR 12.5 12.8 0.2 2.0% 0.0
Volume 400 518 118 29.5% 1,174
Daily Pivots for day following 02-Jun-2008
Classic Woodie Camarilla DeMark
R4 783.2 776.4 748.7
R3 768.8 762.0 744.8
R2 754.4 754.4 743.4
R1 747.6 747.6 742.1 743.8
PP 740.0 740.0 740.0 738.1
S1 733.2 733.2 739.5 729.4
S2 725.6 725.6 738.2
S3 711.2 718.8 736.8
S4 696.8 704.4 732.9
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 837.7 825.8 766.4
R3 804.9 793.0 757.4
R2 772.1 772.1 754.4
R1 760.2 760.2 751.4 766.2
PP 739.3 739.3 739.3 742.2
S1 727.4 727.4 745.4 733.4
S2 706.5 706.5 742.4
S3 673.7 694.6 739.4
S4 640.9 661.8 730.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 751.1 721.5 29.6 4.0% 11.8 1.6% 65% False False 329
10 751.1 718.3 32.8 4.4% 12.7 1.7% 69% False False 235
20 751.1 711.3 39.8 5.4% 12.5 1.7% 74% False False 229
40 751.1 683.4 67.7 9.1% 13.0 1.8% 85% False False 300
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
4.250 808.0
2.618 784.5
1.618 770.1
1.000 761.2
0.618 755.7
HIGH 746.8
0.618 741.3
0.500 739.6
0.382 737.9
LOW 732.4
0.618 723.5
1.000 718.0
1.618 709.1
2.618 694.7
4.250 671.2
Fisher Pivots for day following 02-Jun-2008
Pivot 1 day 3 day
R1 740.4 741.8
PP 740.0 741.4
S1 739.6 741.1

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

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