CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 08-Aug-2008
Day Change Summary
Previous Current
07-Aug-2008 08-Aug-2008 Change Change % Previous Week
Open 725.2 715.6 -9.6 -1.3% 716.9
High 726.0 735.4 9.4 1.3% 735.4
Low 710.9 711.2 0.3 0.0% 699.4
Close 715.6 731.6 16.0 2.2% 731.6
Range 15.1 24.2 9.1 60.3% 36.0
ATR 17.6 18.0 0.5 2.7% 0.0
Volume 187,416 201,151 13,735 7.3% 1,046,541
Daily Pivots for day following 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 798.7 789.3 744.9
R3 774.5 765.1 738.3
R2 750.3 750.3 736.0
R1 740.9 740.9 733.8 745.6
PP 726.1 726.1 726.1 728.4
S1 716.7 716.7 729.4 721.4
S2 701.9 701.9 727.2
S3 677.7 692.5 724.9
S4 653.5 668.3 718.3
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 830.1 816.9 751.4
R3 794.1 780.9 741.5
R2 758.1 758.1 738.2
R1 744.9 744.9 734.9 751.5
PP 722.1 722.1 722.1 725.5
S1 708.9 708.9 728.3 715.5
S2 686.1 686.1 725.0
S3 650.1 672.9 721.7
S4 614.1 636.9 711.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 735.4 699.4 36.0 4.9% 18.5 2.5% 89% True False 209,308
10 735.4 693.5 41.9 5.7% 17.3 2.4% 91% True False 212,087
20 735.4 646.2 89.2 12.2% 18.7 2.6% 96% True False 245,960
40 744.5 646.2 98.3 13.4% 17.9 2.4% 87% False False 258,947
60 766.2 646.2 120.0 16.4% 16.8 2.3% 71% False False 174,039
80 766.2 646.2 120.0 16.4% 15.7 2.1% 71% False False 130,583
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 838.3
2.618 798.8
1.618 774.6
1.000 759.6
0.618 750.4
HIGH 735.4
0.618 726.2
0.500 723.3
0.382 720.4
LOW 711.2
0.618 696.2
1.000 687.0
1.618 672.0
2.618 647.8
4.250 608.4
Fisher Pivots for day following 08-Aug-2008
Pivot 1 day 3 day
R1 728.8 728.8
PP 726.1 726.0
S1 723.3 723.2

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

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