CME eMini Russell 2000 Future September 2008


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Trading Metrics calculated at close of trading on 20-Jun-2008
Day Change Summary
Previous Current
19-Jun-2008 20-Jun-2008 Change Change % Previous Week
Open 731.5 737.4 5.9 0.8% 733.5
High 738.4 738.4 0.0 0.0% 744.5
Low 727.4 718.4 -9.0 -1.2% 718.4
Close 737.4 725.7 -11.7 -1.6% 725.7
Range 11.0 20.0 9.0 81.8% 26.1
ATR 13.8 14.2 0.4 3.2% 0.0
Volume 329,889 309,929 -19,960 -6.1% 1,460,550
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 787.5 776.6 736.7
R3 767.5 756.6 731.2
R2 747.5 747.5 729.4
R1 736.6 736.6 727.5 732.1
PP 727.5 727.5 727.5 725.2
S1 716.6 716.6 723.9 712.1
S2 707.5 707.5 722.0
S3 687.5 696.6 720.2
S4 667.5 676.6 714.7
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 807.8 792.9 740.1
R3 781.7 766.8 732.9
R2 755.6 755.6 730.5
R1 740.7 740.7 728.1 735.1
PP 729.5 729.5 729.5 726.8
S1 714.6 714.6 723.3 709.0
S2 703.4 703.4 720.9
S3 677.3 688.5 718.5
S4 651.2 662.4 711.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 744.5 718.4 26.1 3.6% 12.9 1.8% 28% False True 292,110
10 744.5 716.7 27.8 3.8% 13.8 1.9% 32% False False 181,599
20 766.2 716.7 49.5 6.8% 14.5 2.0% 18% False False 91,220
40 766.2 711.3 54.9 7.6% 13.3 1.8% 26% False False 45,696
60 766.2 680.8 85.4 11.8% 13.6 1.9% 53% False False 30,593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 823.4
2.618 790.8
1.618 770.8
1.000 758.4
0.618 750.8
HIGH 738.4
0.618 730.8
0.500 728.4
0.382 726.0
LOW 718.4
0.618 706.0
1.000 698.4
1.618 686.0
2.618 666.0
4.250 633.4
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 728.4 728.7
PP 727.5 727.7
S1 726.6 726.7

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

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