CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 682.2 664.0 -18.2 -2.7% 698.3
High 684.6 676.0 -8.6 -1.3% 701.9
Low 661.0 660.8 -0.2 0.0% 658.7
Close 664.0 671.0 7.0 1.1% 664.0
Range 23.6 15.2 -8.4 -35.6% 43.2
ATR 17.5 17.4 -0.2 -1.0% 0.0
Volume 290,623 258,477 -32,146 -11.1% 1,118,917
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 714.9 708.1 679.4
R3 699.7 692.9 675.2
R2 684.5 684.5 673.8
R1 677.7 677.7 672.4 681.1
PP 669.3 669.3 669.3 671.0
S1 662.5 662.5 669.6 665.9
S2 654.1 654.1 668.2
S3 638.9 647.3 666.8
S4 623.7 632.1 662.6
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
5 684.6 649.1 35.5 5.3% 22.0 3.3% 62% False False 266,187
10 714.8 649.1 65.7 9.8% 19.7 2.9% 33% False False 263,296
20 744.5 649.1 95.4 14.2% 16.8 2.5% 23% False False 258,207
40 766.2 649.1 117.1 17.5% 15.5 2.3% 19% False False 130,025
60 766.2 649.1 117.1 17.5% 14.5 2.2% 19% False False 86,798
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 740.6
2.618 715.8
1.618 700.6
1.000 691.2
0.618 685.4
HIGH 676.0
0.618 670.2
0.500 668.4
0.382 666.6
LOW 660.8
0.618 651.4
1.000 645.6
1.618 636.2
2.618 621.0
4.250 596.2
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 670.1 669.6
PP 669.3 668.2
S1 668.4 666.9

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

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