CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 743.0 763.6 20.6 2.8% 746.1
High 764.4 766.2 1.8 0.2% 766.2
Low 742.5 739.7 -2.8 -0.4% 731.1
Close 764.1 739.7 -24.4 -3.2% 739.7
Range 21.9 26.5 4.6 21.0% 35.1
ATR 13.8 14.7 0.9 6.6% 0.0
Volume 1,172 1,390 218 18.6% 7,236
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 828.0 810.4 754.3
R3 801.5 783.9 747.0
R2 775.0 775.0 744.6
R1 757.4 757.4 742.1 753.0
PP 748.5 748.5 748.5 746.3
S1 730.9 730.9 737.3 726.5
S2 722.0 722.0 734.8
S3 695.5 704.4 732.4
S4 669.0 677.9 725.1
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 851.0 830.4 759.0
R3 815.9 795.3 749.4
R2 780.8 780.8 746.1
R1 760.2 760.2 742.9 753.0
PP 745.7 745.7 745.7 742.0
S1 725.1 725.1 736.5 717.9
S2 710.6 710.6 733.3
S3 675.5 690.0 730.0
S4 640.4 654.9 720.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 766.2 731.1 35.1 4.7% 18.9 2.6% 25% True False 1,447
10 766.2 718.3 47.9 6.5% 15.3 2.1% 45% True False 841
20 766.2 718.3 47.9 6.5% 13.9 1.9% 45% True False 514
40 766.2 683.4 82.8 11.2% 13.3 1.8% 68% True False 464
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 878.8
2.618 835.6
1.618 809.1
1.000 792.7
0.618 782.6
HIGH 766.2
0.618 756.1
0.500 753.0
0.382 749.8
LOW 739.7
0.618 723.3
1.000 713.2
1.618 696.8
2.618 670.3
4.250 627.1
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 753.0 750.2
PP 748.5 746.7
S1 744.1 743.2

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

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