CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 22-Jul-2008
Day Change Summary
Previous Current
21-Jul-2008 22-Jul-2008 Change Change % Previous Week
Open 690.6 697.8 7.2 1.0% 673.7
High 699.8 718.6 18.8 2.7% 700.3
Low 688.3 691.0 2.7 0.4% 646.2
Close 699.4 717.1 17.7 2.5% 690.7
Range 11.5 27.6 16.1 140.0% 54.1
ATR 18.5 19.2 0.6 3.5% 0.0
Volume 236,990 184,895 -52,095 -22.0% 1,564,164
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 791.7 782.0 732.3
R3 764.1 754.4 724.7
R2 736.5 736.5 722.2
R1 726.8 726.8 719.6 731.7
PP 708.9 708.9 708.9 711.3
S1 699.2 699.2 714.6 704.1
S2 681.3 681.3 712.0
S3 653.7 671.6 709.5
S4 626.1 644.0 701.9
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 841.4 820.1 720.5
R3 787.3 766.0 705.6
R2 733.2 733.2 700.6
R1 711.9 711.9 695.7 722.6
PP 679.1 679.1 679.1 684.4
S1 657.8 657.8 685.7 668.5
S2 625.0 625.0 680.8
S3 570.9 603.7 675.8
S4 516.8 549.6 660.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 718.6 656.0 62.6 8.7% 19.9 2.8% 98% True False 271,533
10 718.6 646.2 72.4 10.1% 21.3 3.0% 98% True False 285,754
20 721.1 646.2 74.9 10.4% 20.0 2.8% 95% False False 269,775
40 766.2 646.2 120.0 16.7% 17.3 2.4% 59% False False 187,704
60 766.2 646.2 120.0 16.7% 15.6 2.2% 59% False False 125,192
80 766.2 646.2 120.0 16.7% 15.2 2.1% 59% False False 93,992
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 835.9
2.618 790.9
1.618 763.3
1.000 746.2
0.618 735.7
HIGH 718.6
0.618 708.1
0.500 704.8
0.382 701.5
LOW 691.0
0.618 673.9
1.000 663.4
1.618 646.3
2.618 618.7
4.250 573.7
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 713.0 712.1
PP 708.9 707.1
S1 704.8 702.1

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

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