CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 714.0 717.9 3.9 0.5% 690.6
High 722.4 721.6 -0.8 -0.1% 727.1
Low 707.6 708.3 0.7 0.1% 688.3
Close 717.8 715.5 -2.3 -0.3% 708.4
Range 14.8 13.3 -1.5 -10.1% 38.8
ATR 18.4 18.0 -0.4 -2.0% 0.0
Volume 231,413 223,806 -7,607 -3.3% 1,234,166
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 755.0 748.6 722.8
R3 741.7 735.3 719.2
R2 728.4 728.4 717.9
R1 722.0 722.0 716.7 718.6
PP 715.1 715.1 715.1 713.4
S1 708.7 708.7 714.3 705.3
S2 701.8 701.8 713.1
S3 688.5 695.4 711.8
S4 675.2 682.1 708.2
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
5 722.4 693.5 28.9 4.0% 15.8 2.2% 76% False False 219,517
10 727.1 685.6 41.5 5.8% 16.9 2.4% 72% False False 237,087
20 727.1 646.2 80.9 11.3% 20.0 2.8% 86% False False 265,154
40 766.2 646.2 120.0 16.8% 17.9 2.5% 58% False False 229,152
60 766.2 646.2 120.0 16.8% 16.0 2.2% 58% False False 152,905
80 766.2 646.2 120.0 16.8% 15.5 2.2% 58% False False 114,778
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 3.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 778.1
2.618 756.4
1.618 743.1
1.000 734.9
0.618 729.8
HIGH 721.6
0.618 716.5
0.500 715.0
0.382 713.4
LOW 708.3
0.618 700.1
1.000 695.0
1.618 686.8
2.618 673.5
4.250 651.8
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 715.3 713.2
PP 715.1 710.9
S1 715.0 708.6

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

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