CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 29-Jul-2008
Day Change Summary
Previous Current
28-Jul-2008 29-Jul-2008 Change Change % Previous Week
Open 708.7 695.8 -12.9 -1.8% 690.6
High 710.3 716.0 5.7 0.8% 727.1
Low 693.5 694.8 1.3 0.2% 688.3
Close 696.9 713.6 16.7 2.4% 708.4
Range 16.8 21.2 4.4 26.2% 38.8
ATR 18.5 18.7 0.2 1.1% 0.0
Volume 206,597 189,602 -16,995 -8.2% 1,234,166
Daily Pivots for day following 29-Jul-2008
Classic Woodie Camarilla DeMark
R4 771.7 763.9 725.3
R3 750.5 742.7 719.4
R2 729.3 729.3 717.5
R1 721.5 721.5 715.5 725.4
PP 708.1 708.1 708.1 710.1
S1 700.3 700.3 711.7 704.2
S2 686.9 686.9 709.7
S3 665.7 679.1 707.8
S4 644.5 657.9 701.9
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
5 727.1 693.5 33.6 4.7% 17.4 2.4% 60% False False 241,696
10 727.1 656.0 71.1 10.0% 18.7 2.6% 81% False False 256,614
20 727.1 646.2 80.9 11.3% 20.7 2.9% 83% False False 270,349
40 766.2 646.2 120.0 16.8% 18.0 2.5% 56% False False 217,875
60 766.2 646.2 120.0 16.8% 16.1 2.3% 56% False False 145,326
80 766.2 646.2 120.0 16.8% 15.5 2.2% 56% False False 109,088
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 2.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 806.1
2.618 771.5
1.618 750.3
1.000 737.2
0.618 729.1
HIGH 716.0
0.618 707.9
0.500 705.4
0.382 702.9
LOW 694.8
0.618 681.7
1.000 673.6
1.618 660.5
2.618 639.3
4.250 604.7
Fisher Pivots for day following 29-Jul-2008
Pivot 1 day 3 day
R1 710.9 710.7
PP 708.1 707.7
S1 705.4 704.8

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

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