CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 741.6 720.9 -20.7 -2.8% 738.2
High 743.5 722.1 -21.4 -2.9% 755.9
Low 715.4 702.2 -13.2 -1.8% 702.2
Close 719.7 718.5 -1.2 -0.2% 718.5
Range 28.1 19.9 -8.2 -29.2% 53.7
ATR 18.1 18.2 0.1 0.7% 0.0
Volume 230,884 232,557 1,673 0.7% 827,562
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 774.0 766.1 729.4
R3 754.1 746.2 724.0
R2 734.2 734.2 722.1
R1 726.3 726.3 720.3 720.3
PP 714.3 714.3 714.3 711.3
S1 706.4 706.4 716.7 700.4
S2 694.4 694.4 714.9
S3 674.5 686.5 713.0
S4 654.6 666.6 707.6
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 886.6 856.3 748.0
R3 832.9 802.6 733.3
R2 779.2 779.2 728.3
R1 748.9 748.9 723.4 737.2
PP 725.5 725.5 725.5 719.7
S1 695.2 695.2 713.6 683.5
S2 671.8 671.8 708.7
S3 618.1 641.5 703.7
S4 564.4 587.8 689.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 755.9 702.2 53.7 7.5% 19.6 2.7% 30% False True 201,244
10 755.9 702.2 53.7 7.5% 18.6 2.6% 30% False True 182,343
20 764.1 702.2 61.9 8.6% 18.2 2.5% 26% False True 203,905
40 764.1 646.2 117.9 16.4% 18.4 2.6% 61% False False 227,964
60 764.1 646.2 117.9 16.4% 17.8 2.5% 61% False False 238,045
80 766.2 646.2 120.0 16.7% 17.0 2.4% 60% False False 178,994
100 766.2 646.2 120.0 16.7% 16.1 2.2% 60% False False 143,264
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 806.7
2.618 774.2
1.618 754.3
1.000 742.0
0.618 734.4
HIGH 722.1
0.618 714.5
0.500 712.2
0.382 709.8
LOW 702.2
0.618 689.9
1.000 682.3
1.618 670.0
2.618 650.1
4.250 617.6
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 716.4 725.2
PP 714.3 723.0
S1 712.2 720.7

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

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