CME eMini Russell 2000 Future September 2008


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Trading Metrics calculated at close of trading on 26-Jun-2008
Day Change Summary
Previous Current
25-Jun-2008 26-Jun-2008 Change Change % Previous Week
Open 706.8 714.2 7.4 1.0% 733.5
High 721.1 714.8 -6.3 -0.9% 744.5
Low 705.9 695.6 -10.3 -1.5% 718.4
Close 714.3 696.6 -17.7 -2.5% 725.7
Range 15.2 19.2 4.0 26.3% 26.1
ATR 14.3 14.6 0.4 2.5% 0.0
Volume 257,412 228,735 -28,677 -11.1% 1,460,550
Daily Pivots for day following 26-Jun-2008
Classic Woodie Camarilla DeMark
R4 759.9 747.5 707.2
R3 740.7 728.3 701.9
R2 721.5 721.5 700.1
R1 709.1 709.1 698.4 705.7
PP 702.3 702.3 702.3 700.7
S1 689.9 689.9 694.8 686.5
S2 683.1 683.1 693.1
S3 663.9 670.7 691.3
S4 644.7 651.5 686.0
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
5 738.4 695.6 42.8 6.1% 16.5 2.4% 2% False True 256,218
10 744.5 695.6 48.9 7.0% 14.3 2.1% 2% False True 271,205
20 766.2 695.6 70.6 10.1% 15.0 2.2% 1% False True 139,739
40 766.2 695.6 70.6 10.1% 13.8 2.0% 1% False True 69,967
60 766.2 683.4 82.8 11.9% 13.7 2.0% 16% False False 46,774
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 796.4
2.618 765.1
1.618 745.9
1.000 734.0
0.618 726.7
HIGH 714.8
0.618 707.5
0.500 705.2
0.382 702.9
LOW 695.6
0.618 683.7
1.000 676.4
1.618 664.5
2.618 645.3
4.250 614.0
Fisher Pivots for day following 26-Jun-2008
Pivot 1 day 3 day
R1 705.2 708.4
PP 702.3 704.4
S1 699.5 700.5

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

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