CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 02-Jul-2008
Day Change Summary
Previous Current
01-Jul-2008 02-Jul-2008 Change Change % Previous Week
Open 690.0 690.1 0.1 0.0% 725.7
High 691.9 695.3 3.4 0.5% 731.5
Low 675.1 669.3 -5.8 -0.9% 690.9
Close 690.1 669.9 -20.2 -2.9% 698.9
Range 16.8 26.0 9.2 54.8% 40.6
ATR 14.5 15.3 0.8 5.7% 0.0
Volume 240,523 318,603 78,080 32.5% 1,230,627
Daily Pivots for day following 02-Jul-2008
Classic Woodie Camarilla DeMark
R4 756.2 739.0 684.2
R3 730.2 713.0 677.1
R2 704.2 704.2 674.7
R1 687.0 687.0 672.3 682.6
PP 678.2 678.2 678.2 676.0
S1 661.0 661.0 667.5 656.6
S2 652.2 652.2 665.1
S3 626.2 635.0 662.8
S4 600.2 609.0 655.6
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 828.9 804.5 721.2
R3 788.3 763.9 710.1
R2 747.7 747.7 706.3
R1 723.3 723.3 702.6 715.2
PP 707.1 707.1 707.1 703.1
S1 682.7 682.7 695.2 674.6
S2 666.5 666.5 691.5
S3 625.9 642.1 687.7
S4 585.3 601.5 676.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 714.8 669.3 45.5 6.8% 17.3 2.6% 1% False True 260,405
10 738.4 669.3 69.1 10.3% 16.1 2.4% 1% False True 268,427
20 766.2 669.3 96.9 14.5% 15.8 2.4% 1% False True 193,150
40 766.2 669.3 96.9 14.5% 14.1 2.1% 1% False True 96,780
60 766.2 669.3 96.9 14.5% 14.0 2.1% 1% False True 64,652
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 805.8
2.618 763.4
1.618 737.4
1.000 721.3
0.618 711.4
HIGH 695.3
0.618 685.4
0.500 682.3
0.382 679.2
LOW 669.3
0.618 653.2
1.000 643.3
1.618 627.2
2.618 601.2
4.250 558.8
Fisher Pivots for day following 02-Jul-2008
Pivot 1 day 3 day
R1 682.3 685.6
PP 678.2 680.4
S1 674.0 675.1

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

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