CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 07-Aug-2008
Day Change Summary
Previous Current
06-Aug-2008 07-Aug-2008 Change Change % Previous Week
Open 720.6 725.2 4.6 0.6% 708.7
High 728.4 726.0 -2.4 -0.3% 722.4
Low 713.4 710.9 -2.5 -0.4% 693.5
Close 725.2 715.6 -9.6 -1.3% 717.2
Range 15.0 15.1 0.1 0.7% 28.9
ATR 17.8 17.6 -0.2 -1.1% 0.0
Volume 219,005 187,416 -31,589 -14.4% 1,074,331
Daily Pivots for day following 07-Aug-2008
Classic Woodie Camarilla DeMark
R4 762.8 754.3 723.9
R3 747.7 739.2 719.8
R2 732.6 732.6 718.4
R1 724.1 724.1 717.0 720.8
PP 717.5 717.5 717.5 715.9
S1 709.0 709.0 714.2 705.7
S2 702.4 702.4 712.8
S3 687.3 693.9 711.4
S4 672.2 678.8 707.3
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
5 728.4 699.4 29.0 4.1% 16.6 2.3% 56% False False 213,660
10 728.4 693.5 34.9 4.9% 16.2 2.3% 63% False False 216,589
20 728.4 646.2 82.2 11.5% 18.6 2.6% 84% False False 252,022
40 744.5 646.2 98.3 13.7% 17.7 2.5% 71% False False 255,114
60 766.2 646.2 120.0 16.8% 16.6 2.3% 58% False False 170,690
80 766.2 646.2 120.0 16.8% 15.5 2.2% 58% False False 128,104
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 3.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 790.2
2.618 765.5
1.618 750.4
1.000 741.1
0.618 735.3
HIGH 726.0
0.618 720.2
0.500 718.5
0.382 716.7
LOW 710.9
0.618 701.6
1.000 695.8
1.618 686.5
2.618 671.4
4.250 646.7
Fisher Pivots for day following 07-Aug-2008
Pivot 1 day 3 day
R1 718.5 715.7
PP 717.5 715.7
S1 716.6 715.6

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

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