CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 660.3 683.8 23.5 3.6% 663.3
High 686.8 697.4 10.6 1.5% 684.6
Low 656.0 682.3 26.3 4.0% 649.1
Close 684.8 692.6 7.8 1.1% 673.6
Range 30.8 15.1 -15.7 -51.0% 35.5
ATR 19.8 19.4 -0.3 -1.7% 0.0
Volume 367,300 283,193 -84,107 -22.9% 1,348,246
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 736.1 729.4 700.9
R3 721.0 714.3 696.8
R2 705.9 705.9 695.4
R1 699.2 699.2 694.0 702.6
PP 690.8 690.8 690.8 692.4
S1 684.1 684.1 691.2 687.5
S2 675.7 675.7 689.8
S3 660.6 669.0 688.4
S4 645.5 653.9 684.3
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
5 697.4 646.2 51.2 7.4% 24.1 3.5% 91% True False 320,254
10 697.4 646.2 51.2 7.4% 23.1 3.3% 91% True False 293,220
20 738.4 646.2 92.2 13.3% 19.6 2.8% 50% False False 280,824
40 766.2 646.2 120.0 17.3% 16.9 2.4% 39% False False 170,032
60 766.2 646.2 120.0 17.3% 15.5 2.2% 39% False False 113,418
80 766.2 646.2 120.0 17.3% 15.0 2.2% 39% False False 85,153
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 6.2
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 761.6
2.618 736.9
1.618 721.8
1.000 712.5
0.618 706.7
HIGH 697.4
0.618 691.6
0.500 689.9
0.382 688.1
LOW 682.3
0.618 673.0
1.000 667.2
1.618 657.9
2.618 642.8
4.250 618.1
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 691.7 685.7
PP 690.8 678.7
S1 689.9 671.8

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

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