CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 18-Jun-2008
Day Change Summary
Previous Current
17-Jun-2008 18-Jun-2008 Change Change % Previous Week
Open 738.6 737.7 -0.9 -0.1% 739.4
High 744.5 739.0 -5.5 -0.7% 744.1
Low 736.1 725.4 -10.7 -1.5% 716.7
Close 737.7 731.4 -6.3 -0.9% 733.9
Range 8.4 13.6 5.2 61.9% 27.4
ATR 14.0 14.0 0.0 -0.2% 0.0
Volume 281,230 285,597 4,367 1.6% 355,440
Daily Pivots for day following 18-Jun-2008
Classic Woodie Camarilla DeMark
R4 772.7 765.7 738.9
R3 759.1 752.1 735.1
R2 745.5 745.5 733.9
R1 738.5 738.5 732.6 735.2
PP 731.9 731.9 731.9 730.3
S1 724.9 724.9 730.2 721.6
S2 718.3 718.3 728.9
S3 704.7 711.3 727.7
S4 691.1 697.7 723.9
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% 12.9 1.8% 53% False False 229,787
10 766.2 716.7 49.5 6.8% 15.5 2.1% 30% False False 117,873
20 766.2 716.7 49.5 6.8% 14.2 1.9% 30% False False 59,240
40 766.2 698.2 68.0 9.3% 13.5 1.8% 49% False False 29,715
60 766.2 680.8 85.4 11.7% 13.5 1.9% 59% False False 19,930
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 796.8
2.618 774.6
1.618 761.0
1.000 752.6
0.618 747.4
HIGH 739.0
0.618 733.8
0.500 732.2
0.382 730.6
LOW 725.4
0.618 717.0
1.000 711.8
1.618 703.4
2.618 689.8
4.250 667.6
Fisher Pivots for day following 18-Jun-2008
Pivot 1 day 3 day
R1 732.2 735.0
PP 731.9 733.8
S1 731.7 732.6

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

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