CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 737.4 725.7 -11.7 -1.6% 733.5
High 738.4 731.5 -6.9 -0.9% 744.5
Low 718.4 717.0 -1.4 -0.2% 718.4
Close 725.7 717.1 -8.6 -1.2% 725.7
Range 20.0 14.5 -5.5 -27.5% 26.1
ATR 14.2 14.3 0.0 0.1% 0.0
Volume 309,929 288,338 -21,591 -7.0% 1,460,550
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 765.4 755.7 725.1
R3 750.9 741.2 721.1
R2 736.4 736.4 719.8
R1 726.7 726.7 718.4 724.3
PP 721.9 721.9 721.9 720.7
S1 712.2 712.2 715.8 709.8
S2 707.4 707.4 714.4
S3 692.9 697.7 713.1
S4 678.4 683.2 709.1
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
5 744.5 717.0 27.5 3.8% 13.5 1.9% 0% False True 298,996
10 744.5 716.7 27.8 3.9% 13.6 1.9% 1% False False 210,185
20 766.2 716.7 49.5 6.9% 14.6 2.0% 1% False False 105,634
40 766.2 711.3 54.9 7.7% 13.4 1.9% 11% False False 52,901
60 766.2 683.4 82.8 11.5% 13.7 1.9% 41% False False 35,398
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 2.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 793.1
2.618 769.5
1.618 755.0
1.000 746.0
0.618 740.5
HIGH 731.5
0.618 726.0
0.500 724.3
0.382 722.5
LOW 717.0
0.618 708.0
1.000 702.5
1.618 693.5
2.618 679.0
4.250 655.4
Fisher Pivots for day following 23-Jun-2008
Pivot 1 day 3 day
R1 724.3 727.7
PP 721.9 724.2
S1 719.5 720.6

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

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