CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 30-Jul-2008
Day Change Summary
Previous Current
29-Jul-2008 30-Jul-2008 Change Change % Previous Week
Open 695.8 714.0 18.2 2.6% 690.6
High 716.0 722.4 6.4 0.9% 727.1
Low 694.8 707.6 12.8 1.8% 688.3
Close 713.6 717.8 4.2 0.6% 708.4
Range 21.2 14.8 -6.4 -30.2% 38.8
ATR 18.7 18.4 -0.3 -1.5% 0.0
Volume 189,602 231,413 41,811 22.1% 1,234,166
Daily Pivots for day following 30-Jul-2008
Classic Woodie Camarilla DeMark
R4 760.3 753.9 725.9
R3 745.5 739.1 721.9
R2 730.7 730.7 720.5
R1 724.3 724.3 719.2 727.5
PP 715.9 715.9 715.9 717.6
S1 709.5 709.5 716.4 712.7
S2 701.1 701.1 715.1
S3 686.3 694.7 713.7
S4 671.5 679.9 709.7
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
5 722.8 693.5 29.3 4.1% 17.7 2.5% 83% False False 230,357
10 727.1 682.3 44.8 6.2% 17.1 2.4% 79% False False 243,025
20 727.1 646.2 80.9 11.3% 20.6 2.9% 89% False False 269,893
40 766.2 646.2 120.0 16.7% 17.9 2.5% 60% False False 223,624
60 766.2 646.2 120.0 16.7% 16.2 2.3% 60% False False 149,181
80 766.2 646.2 120.0 16.7% 15.6 2.2% 60% False False 111,980
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 785.3
2.618 761.1
1.618 746.3
1.000 737.2
0.618 731.5
HIGH 722.4
0.618 716.7
0.500 715.0
0.382 713.3
LOW 707.6
0.618 698.5
1.000 692.8
1.618 683.7
2.618 668.9
4.250 644.7
Fisher Pivots for day following 30-Jul-2008
Pivot 1 day 3 day
R1 716.9 714.5
PP 715.9 711.2
S1 715.0 708.0

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

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