CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 734.0 709.7 -24.3 -3.3% 738.2
High 740.5 723.0 -17.5 -2.4% 755.9
Low 706.7 705.3 -1.4 -0.2% 702.2
Close 709.3 716.8 7.5 1.1% 718.5
Range 33.8 17.7 -16.1 -47.6% 53.7
ATR 19.9 19.8 -0.2 -0.8% 0.0
Volume 288,856 253,663 -35,193 -12.2% 827,562
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 768.1 760.2 726.5
R3 750.4 742.5 721.7
R2 732.7 732.7 720.0
R1 724.8 724.8 718.4 728.8
PP 715.0 715.0 715.0 717.0
S1 707.1 707.1 715.2 711.1
S2 697.3 697.3 713.6
S3 679.6 689.4 711.9
S4 661.9 671.7 707.1
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
5 745.9 702.2 43.7 6.1% 24.6 3.4% 33% False False 250,912
10 755.9 702.2 53.7 7.5% 21.0 2.9% 27% False False 211,995
20 764.1 702.2 61.9 8.6% 18.8 2.6% 24% False False 205,918
40 764.1 656.0 108.1 15.1% 18.4 2.6% 56% False False 223,972
60 764.1 646.2 117.9 16.4% 18.4 2.6% 60% False False 241,528
80 766.2 646.2 120.0 16.7% 17.4 2.4% 59% False False 188,876
100 766.2 646.2 120.0 16.7% 16.5 2.3% 59% False False 151,136
120 766.2 646.2 120.0 16.7% 15.9 2.2% 59% False False 126,006
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 4.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 798.2
2.618 769.3
1.618 751.6
1.000 740.7
0.618 733.9
HIGH 723.0
0.618 716.2
0.500 714.2
0.382 712.1
LOW 705.3
0.618 694.4
1.000 687.6
1.618 676.7
2.618 659.0
4.250 630.1
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 715.9 725.6
PP 715.0 722.7
S1 714.2 719.7

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

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