CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 720.5 704.7 -15.8 -2.2% 690.6
High 722.8 716.1 -6.7 -0.9% 727.1
Low 700.3 703.1 2.8 0.4% 688.3
Close 704.9 708.4 3.5 0.5% 708.4
Range 22.5 13.0 -9.5 -42.2% 38.8
ATR 19.0 18.6 -0.4 -2.3% 0.0
Volume 278,005 246,171 -31,834 -11.5% 1,234,166
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 748.2 741.3 715.6
R3 735.2 728.3 712.0
R2 722.2 722.2 710.8
R1 715.3 715.3 709.6 718.8
PP 709.2 709.2 709.2 710.9
S1 702.3 702.3 707.2 705.8
S2 696.2 696.2 706.0
S3 683.2 689.3 704.8
S4 670.2 676.3 701.3
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 824.3 805.2 729.7
R3 785.5 766.4 719.1
R2 746.7 746.7 715.5
R1 727.6 727.6 712.0 737.2
PP 707.9 707.9 707.9 712.7
S1 688.8 688.8 704.8 698.4
S2 669.1 669.1 701.3
S3 630.3 650.0 697.7
S4 591.5 611.2 687.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 727.1 688.3 38.8 5.5% 17.6 2.5% 52% False False 246,833
10 727.1 646.2 80.9 11.4% 20.1 2.8% 77% False False 279,833
20 727.1 646.2 80.9 11.4% 20.0 2.8% 77% False False 276,247
40 766.2 646.2 120.0 16.9% 17.5 2.5% 52% False False 207,993
60 766.2 646.2 120.0 16.9% 15.9 2.2% 52% False False 138,727
80 766.2 646.2 120.0 16.9% 15.3 2.2% 52% False False 104,143
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 771.4
2.618 750.1
1.618 737.1
1.000 729.1
0.618 724.1
HIGH 716.1
0.618 711.1
0.500 709.6
0.382 708.1
LOW 703.1
0.618 695.1
1.000 690.1
1.618 682.1
2.618 669.1
4.250 647.9
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 709.6 713.7
PP 709.2 711.9
S1 708.8 710.2

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

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