CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 20-May-2008
Day Change Summary
Previous Current
19-May-2008 20-May-2008 Change Change % Previous Week
Open 740.1 740.3 0.2 0.0% 721.9
High 748.0 740.3 -7.7 -1.0% 745.9
Low 735.8 729.2 -6.6 -0.9% 719.0
Close 740.7 738.1 -2.6 -0.4% 740.7
Range 12.2 11.1 -1.1 -9.0% 26.9
ATR 12.7 12.6 -0.1 -0.7% 0.0
Volume 97 97 0 0.0% 1,106
Daily Pivots for day following 20-May-2008
Classic Woodie Camarilla DeMark
R4 769.2 764.7 744.2
R3 758.1 753.6 741.2
R2 747.0 747.0 740.1
R1 742.5 742.5 739.1 739.2
PP 735.9 735.9 735.9 734.2
S1 731.4 731.4 737.1 728.1
S2 724.8 724.8 736.1
S3 713.7 720.3 735.0
S4 702.6 709.2 732.0
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 815.9 805.2 755.5
R3 789.0 778.3 748.1
R2 762.1 762.1 745.6
R1 751.4 751.4 743.2 756.8
PP 735.2 735.2 735.2 737.9
S1 724.5 724.5 738.2 729.9
S2 708.3 708.3 735.8
S3 681.4 697.6 733.3
S4 654.5 670.7 725.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 748.0 729.2 18.8 2.5% 11.8 1.6% 47% False True 188
10 748.0 711.3 36.7 5.0% 12.0 1.6% 73% False False 216
20 748.0 698.2 49.8 6.7% 12.4 1.7% 80% False False 177
40 748.0 680.8 67.2 9.1% 12.9 1.8% 85% False False 267
Crabel Price Patterns
NR True
NR4 True
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 2.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 787.5
2.618 769.4
1.618 758.3
1.000 751.4
0.618 747.2
HIGH 740.3
0.618 736.1
0.500 734.8
0.382 733.4
LOW 729.2
0.618 722.3
1.000 718.1
1.618 711.2
2.618 700.1
4.250 682.0
Fisher Pivots for day following 20-May-2008
Pivot 1 day 3 day
R1 737.0 738.6
PP 735.9 738.4
S1 734.8 738.3

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

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