CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 716.9 704.2 -12.7 -1.8% 708.7
High 718.8 721.6 2.8 0.4% 722.4
Low 699.4 703.0 3.6 0.5% 693.5
Close 704.0 721.0 17.0 2.4% 717.2
Range 19.4 18.6 -0.8 -4.1% 28.9
ATR 17.9 18.0 0.0 0.3% 0.0
Volume 233,332 205,637 -27,695 -11.9% 1,074,331
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 771.0 764.6 731.2
R3 752.4 746.0 726.1
R2 733.8 733.8 724.4
R1 727.4 727.4 722.7 730.6
PP 715.2 715.2 715.2 716.8
S1 708.8 708.8 719.3 712.0
S2 696.6 696.6 717.6
S3 678.0 690.2 715.9
S4 659.4 671.6 710.8
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
5 722.4 699.4 23.0 3.2% 16.2 2.2% 94% False False 223,420
10 727.1 693.5 33.6 4.7% 16.8 2.3% 82% False False 232,558
20 727.1 646.2 80.9 11.2% 19.0 2.6% 92% False False 259,156
40 744.5 646.2 98.3 13.6% 17.6 2.4% 76% False False 245,573
60 766.2 646.2 120.0 16.6% 16.4 2.3% 62% False False 163,924
80 766.2 646.2 120.0 16.6% 15.5 2.1% 62% False False 123,026
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 800.7
2.618 770.3
1.618 751.7
1.000 740.2
0.618 733.1
HIGH 721.6
0.618 714.5
0.500 712.3
0.382 710.1
LOW 703.0
0.618 691.5
1.000 684.4
1.618 672.9
2.618 654.3
4.250 624.0
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 718.1 717.5
PP 715.2 714.0
S1 712.3 710.5

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

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