CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 737.7 731.5 -6.2 -0.8% 739.4
High 739.0 738.4 -0.6 -0.1% 744.1
Low 725.4 727.4 2.0 0.3% 716.7
Close 731.4 737.4 6.0 0.8% 733.9
Range 13.6 11.0 -2.6 -19.1% 27.4
ATR 14.0 13.8 -0.2 -1.5% 0.0
Volume 285,597 329,889 44,292 15.5% 355,440
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 767.4 763.4 743.5
R3 756.4 752.4 740.4
R2 745.4 745.4 739.4
R1 741.4 741.4 738.4 743.4
PP 734.4 734.4 734.4 735.4
S1 730.4 730.4 736.4 732.4
S2 723.4 723.4 735.4
S3 712.4 719.4 734.4
S4 701.4 708.4 731.4
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
5 744.5 718.5 26.0 3.5% 12.2 1.7% 73% False False 286,192
10 766.2 716.7 49.5 6.7% 14.4 2.0% 42% False False 150,745
20 766.2 716.7 49.5 6.7% 14.2 1.9% 42% False False 75,725
40 766.2 710.0 56.2 7.6% 13.2 1.8% 49% False False 37,955
60 766.2 680.8 85.4 11.6% 13.5 1.8% 66% False False 25,428
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
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
4.250 785.2
2.618 767.2
1.618 756.2
1.000 749.4
0.618 745.2
HIGH 738.4
0.618 734.2
0.500 732.9
0.382 731.6
LOW 727.4
0.618 720.6
1.000 716.4
1.618 709.6
2.618 698.6
4.250 680.7
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 735.9 736.6
PP 734.4 735.8
S1 732.9 735.0

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

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