CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 24-Jun-2008
Day Change Summary
Previous Current
23-Jun-2008 24-Jun-2008 Change Change % Previous Week
Open 725.7 717.2 -8.5 -1.2% 733.5
High 731.5 719.5 -12.0 -1.6% 744.5
Low 717.0 706.0 -11.0 -1.5% 718.4
Close 717.1 706.6 -10.5 -1.5% 725.7
Range 14.5 13.5 -1.0 -6.9% 26.1
ATR 14.3 14.2 -0.1 -0.4% 0.0
Volume 288,338 196,679 -91,659 -31.8% 1,460,550
Daily Pivots for day following 24-Jun-2008
Classic Woodie Camarilla DeMark
R4 751.2 742.4 714.0
R3 737.7 728.9 710.3
R2 724.2 724.2 709.1
R1 715.4 715.4 707.8 713.1
PP 710.7 710.7 710.7 709.5
S1 701.9 701.9 705.4 699.6
S2 697.2 697.2 704.1
S3 683.7 688.4 702.9
S4 670.2 674.9 699.2
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 807.8 792.9 740.1
R3 781.7 766.8 732.9
R2 755.6 755.6 730.5
R1 740.7 740.7 728.1 735.1
PP 729.5 729.5 729.5 726.8
S1 714.6 714.6 723.3 709.0
S2 703.4 703.4 720.9
S3 677.3 688.5 718.5
S4 651.2 662.4 711.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 739.0 706.0 33.0 4.7% 14.5 2.1% 2% False True 282,086
10 744.5 706.0 38.5 5.4% 13.9 2.0% 2% False True 229,390
20 766.2 706.0 60.2 8.5% 14.6 2.1% 1% False True 115,460
40 766.2 706.0 60.2 8.5% 13.6 1.9% 1% False True 57,816
60 766.2 683.4 82.8 11.7% 13.5 1.9% 28% False False 38,676
Crabel Price Patterns
NR True
NR4 False
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 2.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 776.9
2.618 754.8
1.618 741.3
1.000 733.0
0.618 727.8
HIGH 719.5
0.618 714.3
0.500 712.8
0.382 711.2
LOW 706.0
0.618 697.7
1.000 692.5
1.618 684.2
2.618 670.7
4.250 648.6
Fisher Pivots for day following 24-Jun-2008
Pivot 1 day 3 day
R1 712.8 722.2
PP 710.7 717.0
S1 708.7 711.8

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

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