CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 717.9 714.3 -3.6 -0.5% 708.7
High 721.6 719.3 -2.3 -0.3% 722.4
Low 708.3 704.5 -3.8 -0.5% 693.5
Close 715.5 717.2 1.7 0.2% 717.2
Range 13.3 14.8 1.5 11.3% 28.9
ATR 18.0 17.8 -0.2 -1.3% 0.0
Volume 223,806 222,913 -893 -0.4% 1,074,331
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 758.1 752.4 725.3
R3 743.3 737.6 721.3
R2 728.5 728.5 719.9
R1 722.8 722.8 718.6 725.7
PP 713.7 713.7 713.7 715.1
S1 708.0 708.0 715.8 710.9
S2 698.9 698.9 714.5
S3 684.1 693.2 713.1
S4 669.3 678.4 709.1
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 797.7 786.4 733.1
R3 768.8 757.5 725.1
R2 739.9 739.9 722.5
R1 728.6 728.6 719.8 734.3
PP 711.0 711.0 711.0 713.9
S1 699.7 699.7 714.6 705.4
S2 682.1 682.1 711.9
S3 653.2 670.8 709.3
S4 624.3 641.9 701.3
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% 16.2 2.3% 82% False False 214,866
10 727.1 688.3 38.8 5.4% 16.9 2.4% 74% False False 230,849
20 727.1 646.2 80.9 11.3% 19.9 2.8% 88% False False 261,045
40 766.2 646.2 120.0 16.7% 17.7 2.5% 59% False False 234,695
60 766.2 646.2 120.0 16.7% 16.2 2.3% 59% False False 156,615
80 766.2 646.2 120.0 16.7% 15.5 2.2% 59% False False 117,563
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 782.2
2.618 758.0
1.618 743.2
1.000 734.1
0.618 728.4
HIGH 719.3
0.618 713.6
0.500 711.9
0.382 710.2
LOW 704.5
0.618 695.4
1.000 689.7
1.618 680.6
2.618 665.8
4.250 641.6
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 715.4 716.0
PP 713.7 714.7
S1 711.9 713.5

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

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