CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 721.2 733.5 12.3 1.7% 739.4
High 734.7 741.7 7.0 1.0% 744.1
Low 718.5 730.0 11.5 1.6% 716.7
Close 733.9 738.6 4.7 0.6% 733.9
Range 16.2 11.7 -4.5 -27.8% 27.4
ATR 14.7 14.5 -0.2 -1.5% 0.0
Volume 280,340 253,905 -26,435 -9.4% 355,440
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 771.9 766.9 745.0
R3 760.2 755.2 741.8
R2 748.5 748.5 740.7
R1 743.5 743.5 739.7 746.0
PP 736.8 736.8 736.8 738.0
S1 731.8 731.8 737.5 734.3
S2 725.1 725.1 736.5
S3 713.4 720.1 735.4
S4 701.7 708.4 732.2
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 813.8 801.2 749.0
R3 786.4 773.8 741.4
R2 759.0 759.0 738.9
R1 746.4 746.4 736.4 739.0
PP 731.6 731.6 731.6 727.9
S1 719.0 719.0 731.4 711.6
S2 704.2 704.2 728.9
S3 676.8 691.6 726.4
S4 649.4 664.2 718.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 741.7 716.7 25.0 3.4% 13.8 1.9% 88% True False 121,374
10 766.2 716.7 49.5 6.7% 16.5 2.2% 44% False False 61,606
20 766.2 716.7 49.5 6.7% 14.6 2.0% 44% False False 30,921
40 766.2 696.9 69.3 9.4% 13.7 1.9% 60% False False 15,547
60 766.2 680.8 85.4 11.6% 13.5 1.8% 68% False False 10,485
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 3.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 791.4
2.618 772.3
1.618 760.6
1.000 753.4
0.618 748.9
HIGH 741.7
0.618 737.2
0.500 735.9
0.382 734.5
LOW 730.0
0.618 722.8
1.000 718.3
1.618 711.1
2.618 699.4
4.250 680.3
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 737.7 735.5
PP 736.8 732.3
S1 735.9 729.2

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

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