CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 29-May-2008
Day Change Summary
Previous Current
28-May-2008 29-May-2008 Change Change % Previous Week
Open 733.4 736.5 3.1 0.4% 740.1
High 738.8 751.1 12.3 1.7% 748.0
Low 730.1 734.8 4.7 0.6% 718.3
Close 738.2 744.6 6.4 0.9% 722.8
Range 8.7 16.3 7.6 87.4% 29.7
ATR 12.7 13.0 0.3 2.0% 0.0
Volume 218 349 131 60.1% 764
Daily Pivots for day following 29-May-2008
Classic Woodie Camarilla DeMark
R4 792.4 784.8 753.6
R3 776.1 768.5 749.1
R2 759.8 759.8 747.6
R1 752.2 752.2 746.1 756.0
PP 743.5 743.5 743.5 745.4
S1 735.9 735.9 743.1 739.7
S2 727.2 727.2 741.6
S3 710.9 719.6 740.1
S4 694.6 703.3 735.6
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 818.8 800.5 739.1
R3 789.1 770.8 731.0
R2 759.4 759.4 728.2
R1 741.1 741.1 725.5 735.4
PP 729.7 729.7 729.7 726.9
S1 711.4 711.4 720.1 705.7
S2 700.0 700.0 717.4
S3 670.3 681.7 714.6
S4 640.6 652.0 706.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 751.1 718.3 32.8 4.4% 13.3 1.8% 80% True False 164
10 751.1 718.3 32.8 4.4% 13.3 1.8% 80% True False 174
20 751.1 711.3 39.8 5.3% 12.5 1.7% 84% True False 195
40 751.1 683.4 67.7 9.1% 13.0 1.7% 90% True False 292
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 820.4
2.618 793.8
1.618 777.5
1.000 767.4
0.618 761.2
HIGH 751.1
0.618 744.9
0.500 743.0
0.382 741.0
LOW 734.8
0.618 724.7
1.000 718.5
1.618 708.4
2.618 692.1
4.250 665.5
Fisher Pivots for day following 29-May-2008
Pivot 1 day 3 day
R1 744.1 741.8
PP 743.5 739.1
S1 743.0 736.3

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

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