CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 715.8 720.5 4.7 0.7% 673.7
High 727.1 722.8 -4.3 -0.6% 700.3
Low 713.8 700.3 -13.5 -1.9% 646.2
Close 721.2 704.9 -16.3 -2.3% 690.7
Range 13.3 22.5 9.2 69.2% 54.1
ATR 18.8 19.0 0.3 1.4% 0.0
Volume 288,105 278,005 -10,100 -3.5% 1,564,164
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 776.8 763.4 717.3
R3 754.3 740.9 711.1
R2 731.8 731.8 709.0
R1 718.4 718.4 707.0 713.9
PP 709.3 709.3 709.3 707.1
S1 695.9 695.9 702.8 691.4
S2 686.8 686.8 700.8
S3 664.3 673.4 698.7
S4 641.8 650.9 692.5
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
5 727.1 685.6 41.5 5.9% 17.9 2.5% 47% False False 254,656
10 727.1 646.2 80.9 11.5% 21.0 3.0% 73% False False 287,455
20 727.1 646.2 80.9 11.5% 20.3 2.9% 73% False False 275,376
40 766.2 646.2 120.0 17.0% 17.6 2.5% 49% False False 201,848
60 766.2 646.2 120.0 17.0% 15.9 2.3% 49% False False 134,626
80 766.2 646.2 120.0 17.0% 15.2 2.2% 49% False False 101,068
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 818.4
2.618 781.7
1.618 759.2
1.000 745.3
0.618 736.7
HIGH 722.8
0.618 714.2
0.500 711.6
0.382 708.9
LOW 700.3
0.618 686.4
1.000 677.8
1.618 663.9
2.618 641.4
4.250 604.7
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 711.6 709.1
PP 709.3 707.7
S1 707.1 706.3

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

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