CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 04-Sep-2008
Day Change Summary
Previous Current
03-Sep-2008 04-Sep-2008 Change Change % Previous Week
Open 739.0 741.6 2.6 0.4% 737.8
High 748.2 743.5 -4.7 -0.6% 747.8
Low 733.6 715.4 -18.2 -2.5% 715.5
Close 741.9 719.7 -22.2 -3.0% 739.9
Range 14.6 28.1 13.5 92.5% 32.3
ATR 17.3 18.1 0.8 4.5% 0.0
Volume 216,592 230,884 14,292 6.6% 828,653
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 810.5 793.2 735.2
R3 782.4 765.1 727.4
R2 754.3 754.3 724.9
R1 737.0 737.0 722.3 731.6
PP 726.2 726.2 726.2 723.5
S1 708.9 708.9 717.1 703.5
S2 698.1 698.1 714.5
S3 670.0 680.8 712.0
S4 641.9 652.7 704.2
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 831.3 817.9 757.7
R3 799.0 785.6 748.8
R2 766.7 766.7 745.8
R1 753.3 753.3 742.9 760.0
PP 734.4 734.4 734.4 737.8
S1 721.0 721.0 736.9 727.7
S2 702.1 702.1 734.0
S3 669.8 688.7 731.0
S4 637.5 656.4 722.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 755.9 715.4 40.5 5.6% 19.7 2.7% 11% False True 188,306
10 755.9 715.4 40.5 5.6% 17.7 2.5% 11% False True 180,189
20 764.1 710.9 53.2 7.4% 17.9 2.5% 17% False False 201,648
40 764.1 646.2 117.9 16.4% 18.3 2.5% 62% False False 228,612
60 764.1 646.2 117.9 16.4% 17.8 2.5% 62% False False 234,504
80 766.2 646.2 120.0 16.7% 16.8 2.3% 61% False False 176,091
100 766.2 646.2 120.0 16.7% 16.1 2.2% 61% False False 140,939
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 3.5
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 862.9
2.618 817.1
1.618 789.0
1.000 771.6
0.618 760.9
HIGH 743.5
0.618 732.8
0.500 729.5
0.382 726.1
LOW 715.4
0.618 698.0
1.000 687.3
1.618 669.9
2.618 641.8
4.250 596.0
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 729.5 735.7
PP 726.2 730.3
S1 723.0 725.0

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

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