CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 09-Jul-2008
Day Change Summary
Previous Current
08-Jul-2008 09-Jul-2008 Change Change % Previous Week
Open 656.7 682.2 25.5 3.9% 698.3
High 683.7 684.6 0.9 0.1% 701.9
Low 649.1 661.0 11.9 1.8% 658.7
Close 682.9 664.0 -18.9 -2.8% 664.0
Range 34.6 23.6 -11.0 -31.8% 43.2
ATR 17.1 17.5 0.5 2.7% 0.0
Volume 285,892 290,623 4,731 1.7% 1,118,917
Daily Pivots for day following 09-Jul-2008
Classic Woodie Camarilla DeMark
R4 740.7 725.9 677.0
R3 717.1 702.3 670.5
R2 693.5 693.5 668.3
R1 678.7 678.7 666.2 674.3
PP 669.9 669.9 669.9 667.7
S1 655.1 655.1 661.8 650.7
S2 646.3 646.3 659.7
S3 622.7 631.5 657.5
S4 599.1 607.9 651.0
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 7.0% 24.2 3.6% 32% False False 278,212
10 721.1 649.1 72.0 10.8% 19.7 3.0% 21% False False 263,190
20 744.5 649.1 95.4 14.4% 16.8 2.5% 16% False False 246,290
40 766.2 649.1 117.1 17.6% 15.4 2.3% 13% False False 123,570
60 766.2 649.1 117.1 17.6% 14.6 2.2% 13% False False 82,491
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 3.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 784.9
2.618 746.4
1.618 722.8
1.000 708.2
0.618 699.2
HIGH 684.6
0.618 675.6
0.500 672.8
0.382 670.0
LOW 661.0
0.618 646.4
1.000 637.4
1.618 622.8
2.618 599.2
4.250 560.7
Fisher Pivots for day following 09-Jul-2008
Pivot 1 day 3 day
R1 672.8 666.9
PP 669.9 665.9
S1 666.9 665.0

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

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