CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 09-Jun-2008
Day Change Summary
Previous Current
06-Jun-2008 09-Jun-2008 Change Change % Previous Week
Open 763.6 739.4 -24.2 -3.2% 746.1
High 766.2 744.1 -22.1 -2.9% 766.2
Low 739.7 728.4 -11.3 -1.5% 731.1
Close 739.7 736.1 -3.6 -0.5% 739.7
Range 26.5 15.7 -10.8 -40.8% 35.1
ATR 14.7 14.8 0.1 0.5% 0.0
Volume 1,390 2,471 1,081 77.8% 7,236
Daily Pivots for day following 09-Jun-2008
Classic Woodie Camarilla DeMark
R4 783.3 775.4 744.7
R3 767.6 759.7 740.4
R2 751.9 751.9 739.0
R1 744.0 744.0 737.5 740.1
PP 736.2 736.2 736.2 734.3
S1 728.3 728.3 734.7 724.4
S2 720.5 720.5 733.2
S3 704.8 712.6 731.8
S4 689.1 696.9 727.5
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 851.0 830.4 759.0
R3 815.9 795.3 749.4
R2 780.8 780.8 746.1
R1 760.2 760.2 742.9 753.0
PP 745.7 745.7 745.7 742.0
S1 725.1 725.1 736.5 717.9
S2 710.6 710.6 733.3
S3 675.5 690.0 730.0
S4 640.4 654.9 720.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 766.2 728.4 37.8 5.1% 19.2 2.6% 20% False True 1,837
10 766.2 721.5 44.7 6.1% 15.5 2.1% 33% False False 1,083
20 766.2 718.3 47.9 6.5% 14.0 1.9% 37% False False 626
40 766.2 684.2 82.0 11.1% 13.4 1.8% 63% False False 479
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 810.8
2.618 785.2
1.618 769.5
1.000 759.8
0.618 753.8
HIGH 744.1
0.618 738.1
0.500 736.3
0.382 734.4
LOW 728.4
0.618 718.7
1.000 712.7
1.618 703.0
2.618 687.3
4.250 661.7
Fisher Pivots for day following 09-Jun-2008
Pivot 1 day 3 day
R1 736.3 747.3
PP 736.2 743.6
S1 736.2 739.8

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

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