CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 10-Jun-2008
Day Change Summary
Previous Current
09-Jun-2008 10-Jun-2008 Change Change % Previous Week
Open 739.4 736.4 -3.0 -0.4% 746.1
High 744.1 737.7 -6.4 -0.9% 766.2
Low 728.4 726.9 -1.5 -0.2% 731.1
Close 736.1 730.2 -5.9 -0.8% 739.7
Range 15.7 10.8 -4.9 -31.2% 35.1
ATR 14.8 14.5 -0.3 -1.9% 0.0
Volume 2,471 4,631 2,160 87.4% 7,236
Daily Pivots for day following 10-Jun-2008
Classic Woodie Camarilla DeMark
R4 764.0 757.9 736.1
R3 753.2 747.1 733.2
R2 742.4 742.4 732.2
R1 736.3 736.3 731.2 734.0
PP 731.6 731.6 731.6 730.4
S1 725.5 725.5 729.2 723.2
S2 720.8 720.8 728.2
S3 710.0 714.7 727.2
S4 699.2 703.9 724.3
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
5 766.2 726.9 39.3 5.4% 18.2 2.5% 8% False True 2,470
10 766.2 726.9 39.3 5.4% 15.2 2.1% 8% False True 1,530
20 766.2 718.3 47.9 6.6% 14.1 1.9% 25% False False 851
40 766.2 694.4 71.8 9.8% 13.5 1.8% 50% False False 592
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.8
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 783.6
2.618 766.0
1.618 755.2
1.000 748.5
0.618 744.4
HIGH 737.7
0.618 733.6
0.500 732.3
0.382 731.0
LOW 726.9
0.618 720.2
1.000 716.1
1.618 709.4
2.618 698.6
4.250 681.0
Fisher Pivots for day following 10-Jun-2008
Pivot 1 day 3 day
R1 732.3 746.6
PP 731.6 741.1
S1 730.9 735.7

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

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