CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 17-Jun-2008
Day Change Summary
Previous Current
16-Jun-2008 17-Jun-2008 Change Change % Previous Week
Open 733.5 738.6 5.1 0.7% 739.4
High 741.7 744.5 2.8 0.4% 744.1
Low 730.0 736.1 6.1 0.8% 716.7
Close 738.6 737.7 -0.9 -0.1% 733.9
Range 11.7 8.4 -3.3 -28.2% 27.4
ATR 14.5 14.0 -0.4 -3.0% 0.0
Volume 253,905 281,230 27,325 10.8% 355,440
Daily Pivots for day following 17-Jun-2008
Classic Woodie Camarilla DeMark
R4 764.6 759.6 742.3
R3 756.2 751.2 740.0
R2 747.8 747.8 739.2
R1 742.8 742.8 738.5 741.1
PP 739.4 739.4 739.4 738.6
S1 734.4 734.4 736.9 732.7
S2 731.0 731.0 736.2
S3 722.6 726.0 735.4
S4 714.2 717.6 733.1
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 813.8 801.2 749.0
R3 786.4 773.8 741.4
R2 759.0 759.0 738.9
R1 746.4 746.4 736.4 739.0
PP 731.6 731.6 731.6 727.9
S1 719.0 719.0 731.4 711.6
S2 704.2 704.2 728.9
S3 676.8 691.6 726.4
S4 649.4 664.2 718.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 744.5 716.7 27.8 3.8% 13.3 1.8% 76% True False 176,694
10 766.2 716.7 49.5 6.7% 15.7 2.1% 42% False False 89,582
20 766.2 716.7 49.5 6.7% 14.5 2.0% 42% False False 44,977
40 766.2 698.2 68.0 9.2% 13.4 1.8% 58% False False 22,577
60 766.2 680.8 85.4 11.6% 13.4 1.8% 67% False False 15,170
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 2.9
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 780.2
2.618 766.5
1.618 758.1
1.000 752.9
0.618 749.7
HIGH 744.5
0.618 741.3
0.500 740.3
0.382 739.3
LOW 736.1
0.618 730.9
1.000 727.7
1.618 722.5
2.618 714.1
4.250 700.4
Fisher Pivots for day following 17-Jun-2008
Pivot 1 day 3 day
R1 740.3 735.6
PP 739.4 733.6
S1 738.6 731.5

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

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