CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 25-Jun-2008
Day Change Summary
Previous Current
24-Jun-2008 25-Jun-2008 Change Change % Previous Week
Open 717.2 706.8 -10.4 -1.5% 733.5
High 719.5 721.1 1.6 0.2% 744.5
Low 706.0 705.9 -0.1 0.0% 718.4
Close 706.6 714.3 7.7 1.1% 725.7
Range 13.5 15.2 1.7 12.6% 26.1
ATR 14.2 14.3 0.1 0.5% 0.0
Volume 196,679 257,412 60,733 30.9% 1,460,550
Daily Pivots for day following 25-Jun-2008
Classic Woodie Camarilla DeMark
R4 759.4 752.0 722.7
R3 744.2 736.8 718.5
R2 729.0 729.0 717.1
R1 721.6 721.6 715.7 725.3
PP 713.8 713.8 713.8 715.6
S1 706.4 706.4 712.9 710.1
S2 698.6 698.6 711.5
S3 683.4 691.2 710.1
S4 668.2 676.0 705.9
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
5 738.4 705.9 32.5 4.5% 14.8 2.1% 26% False True 276,449
10 744.5 705.9 38.6 5.4% 13.9 1.9% 22% False True 253,118
20 766.2 705.9 60.3 8.4% 14.9 2.1% 14% False True 128,320
40 766.2 705.9 60.3 8.4% 13.7 1.9% 14% False True 64,251
60 766.2 683.4 82.8 11.6% 13.5 1.9% 37% False False 42,966
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 785.7
2.618 760.9
1.618 745.7
1.000 736.3
0.618 730.5
HIGH 721.1
0.618 715.3
0.500 713.5
0.382 711.7
LOW 705.9
0.618 696.5
1.000 690.7
1.618 681.3
2.618 666.1
4.250 641.3
Fisher Pivots for day following 25-Jun-2008
Pivot 1 day 3 day
R1 714.0 718.7
PP 713.8 717.2
S1 713.5 715.8

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

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