CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 670.0 663.3 -6.7 -1.0% 698.3
High 674.0 671.5 -2.5 -0.4% 701.9
Low 658.7 650.2 -8.5 -1.3% 658.7
Close 664.0 656.8 -7.2 -1.1% 664.0
Range 15.3 21.3 6.0 39.2% 43.2
ATR 15.3 15.7 0.4 2.8% 0.0
Volume 305,086 190,859 -114,227 -37.4% 1,118,917
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 723.4 711.4 668.5
R3 702.1 690.1 662.7
R2 680.8 680.8 660.7
R1 668.8 668.8 658.8 664.2
PP 659.5 659.5 659.5 657.2
S1 647.5 647.5 654.8 642.9
S2 638.2 638.2 652.9
S3 616.9 626.2 650.9
S4 595.6 604.9 645.1
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 804.5 777.4 687.8
R3 761.3 734.2 675.9
R2 718.1 718.1 671.9
R1 691.0 691.0 668.0 683.0
PP 674.9 674.9 674.9 670.8
S1 647.8 647.8 660.0 639.8
S2 631.7 631.7 656.1
S3 588.5 604.6 652.1
S4 545.3 561.4 640.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 701.9 650.2 51.7 7.9% 18.6 2.8% 13% False True 261,955
10 731.5 650.2 81.3 12.4% 16.6 2.5% 8% False True 254,040
20 744.5 650.2 94.3 14.4% 15.2 2.3% 7% False True 217,819
40 766.2 650.2 116.0 17.7% 14.6 2.2% 6% False True 109,166
60 766.2 650.2 116.0 17.7% 13.9 2.1% 6% False True 72,916
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 762.0
2.618 727.3
1.618 706.0
1.000 692.8
0.618 684.7
HIGH 671.5
0.618 663.4
0.500 660.9
0.382 658.3
LOW 650.2
0.618 637.0
1.000 628.9
1.618 615.7
2.618 594.4
4.250 559.7
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 660.9 672.8
PP 659.5 667.4
S1 658.2 662.1

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

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