CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 11-Jul-2008
Day Change Summary
Previous Current
10-Jul-2008 11-Jul-2008 Change Change % Previous Week
Open 664.0 671.2 7.2 1.1% 663.3
High 676.0 679.3 3.3 0.5% 684.6
Low 660.8 657.6 -3.2 -0.5% 649.1
Close 671.0 673.6 2.6 0.4% 673.6
Range 15.2 21.7 6.5 42.8% 35.5
ATR 17.4 17.7 0.3 1.8% 0.0
Volume 258,477 322,395 63,918 24.7% 1,348,246
Daily Pivots for day following 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 735.3 726.1 685.5
R3 713.6 704.4 679.6
R2 691.9 691.9 677.6
R1 682.7 682.7 675.6 687.3
PP 670.2 670.2 670.2 672.5
S1 661.0 661.0 671.6 665.6
S2 648.5 648.5 669.6
S3 626.8 639.3 667.6
S4 605.1 617.6 661.7
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 775.6 760.1 693.1
R3 740.1 724.6 683.4
R2 704.6 704.6 680.1
R1 689.1 689.1 676.9 696.9
PP 669.1 669.1 669.1 673.0
S1 653.6 653.6 670.3 661.4
S2 633.6 633.6 667.1
S3 598.1 618.1 663.8
S4 562.6 582.6 654.1
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% 23.3 3.5% 69% False False 269,649
10 702.0 649.1 52.9 7.9% 19.9 3.0% 46% False False 272,662
20 744.5 649.1 95.4 14.2% 17.1 2.5% 26% False False 271,934
40 766.2 649.1 117.1 17.4% 15.8 2.3% 21% False False 138,079
60 766.2 649.1 117.1 17.4% 14.7 2.2% 21% False False 92,124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 771.5
2.618 736.1
1.618 714.4
1.000 701.0
0.618 692.7
HIGH 679.3
0.618 671.0
0.500 668.5
0.382 665.9
LOW 657.6
0.618 644.2
1.000 635.9
1.618 622.5
2.618 600.8
4.250 565.4
Fisher Pivots for day following 11-Jul-2008
Pivot 1 day 3 day
R1 671.9 672.8
PP 670.2 671.9
S1 668.5 671.1

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

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