CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 12-Jun-2008
Day Change Summary
Previous Current
11-Jun-2008 12-Jun-2008 Change Change % Previous Week
Open 730.4 719.4 -11.0 -1.5% 746.1
High 733.6 731.3 -2.3 -0.3% 766.2
Low 718.0 716.7 -1.3 -0.2% 731.1
Close 718.0 721.6 3.6 0.5% 739.7
Range 15.6 14.6 -1.0 -6.4% 35.1
ATR 14.6 14.6 0.0 0.0% 0.0
Volume 20,133 47,865 27,732 137.7% 7,236
Daily Pivots for day following 12-Jun-2008
Classic Woodie Camarilla DeMark
R4 767.0 758.9 729.6
R3 752.4 744.3 725.6
R2 737.8 737.8 724.3
R1 729.7 729.7 722.9 733.8
PP 723.2 723.2 723.2 725.2
S1 715.1 715.1 720.3 719.2
S2 708.6 708.6 718.9
S3 694.0 700.5 717.6
S4 679.4 685.9 713.6
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
5 766.2 716.7 49.5 6.9% 16.6 2.3% 10% False True 15,298
10 766.2 716.7 49.5 6.9% 15.7 2.2% 10% False True 8,273
20 766.2 716.7 49.5 6.9% 14.5 2.0% 10% False True 4,224
40 766.2 696.9 69.3 9.6% 13.5 1.9% 36% False False 2,220
Crabel Price Patterns
NR True
NR4 False
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 2.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 793.4
2.618 769.5
1.618 754.9
1.000 745.9
0.618 740.3
HIGH 731.3
0.618 725.7
0.500 724.0
0.382 722.3
LOW 716.7
0.618 707.7
1.000 702.1
1.618 693.1
2.618 678.5
4.250 654.7
Fisher Pivots for day following 12-Jun-2008
Pivot 1 day 3 day
R1 724.0 727.2
PP 723.2 725.3
S1 722.4 723.5

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

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