CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 08-Jul-2008
Day Change Summary
Previous Current
07-Jul-2008 08-Jul-2008 Change Change % Previous Week
Open 663.3 656.7 -6.6 -1.0% 698.3
High 671.5 683.7 12.2 1.8% 701.9
Low 650.2 649.1 -1.1 -0.2% 658.7
Close 656.8 682.9 26.1 4.0% 664.0
Range 21.3 34.6 13.3 62.4% 43.2
ATR 15.7 17.1 1.3 8.6% 0.0
Volume 190,859 285,892 95,033 49.8% 1,118,917
Daily Pivots for day following 08-Jul-2008
Classic Woodie Camarilla DeMark
R4 775.7 763.9 701.9
R3 741.1 729.3 692.4
R2 706.5 706.5 689.2
R1 694.7 694.7 686.1 700.6
PP 671.9 671.9 671.9 674.9
S1 660.1 660.1 679.7 666.0
S2 637.3 637.3 676.6
S3 602.7 625.5 673.4
S4 568.1 590.9 663.9
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
5 695.3 649.1 46.2 6.8% 22.8 3.3% 73% False True 268,192
10 721.1 649.1 72.0 10.5% 18.6 2.7% 47% False True 253,795
20 744.5 649.1 95.4 14.0% 16.1 2.4% 35% False True 231,990
40 766.2 649.1 117.1 17.1% 15.1 2.2% 29% False True 116,308
60 766.2 649.1 117.1 17.1% 14.3 2.1% 29% False True 77,650
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 3.9
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 830.8
2.618 774.3
1.618 739.7
1.000 718.3
0.618 705.1
HIGH 683.7
0.618 670.5
0.500 666.4
0.382 662.3
LOW 649.1
0.618 627.7
1.000 614.5
1.618 593.1
2.618 558.5
4.250 502.1
Fisher Pivots for day following 08-Jul-2008
Pivot 1 day 3 day
R1 677.4 677.4
PP 671.9 671.9
S1 666.4 666.4

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

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