CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 27-Jun-2008
Day Change Summary
Previous Current
26-Jun-2008 27-Jun-2008 Change Change % Previous Week
Open 714.2 697.1 -17.1 -2.4% 725.7
High 714.8 702.0 -12.8 -1.8% 731.5
Low 695.6 690.9 -4.7 -0.7% 690.9
Close 696.6 698.9 2.3 0.3% 698.9
Range 19.2 11.1 -8.1 -42.2% 40.6
ATR 14.6 14.4 -0.3 -1.7% 0.0
Volume 228,735 259,463 30,728 13.4% 1,230,627
Daily Pivots for day following 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 730.6 725.8 705.0
R3 719.5 714.7 702.0
R2 708.4 708.4 700.9
R1 703.6 703.6 699.9 706.0
PP 697.3 697.3 697.3 698.5
S1 692.5 692.5 697.9 694.9
S2 686.2 686.2 696.9
S3 675.1 681.4 695.8
S4 664.0 670.3 692.8
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 828.9 804.5 721.2
R3 788.3 763.9 710.1
R2 747.7 747.7 706.3
R1 723.3 723.3 702.6 715.2
PP 707.1 707.1 707.1 703.1
S1 682.7 682.7 695.2 674.6
S2 666.5 666.5 691.5
S3 625.9 642.1 687.7
S4 585.3 601.5 676.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 731.5 690.9 40.6 5.8% 14.7 2.1% 20% False True 246,125
10 744.5 690.9 53.6 7.7% 13.8 2.0% 15% False True 269,117
20 766.2 690.9 75.3 10.8% 15.3 2.2% 11% False True 152,692
40 766.2 690.9 75.3 10.8% 13.7 2.0% 11% False True 76,451
60 766.2 683.4 82.8 11.8% 13.7 2.0% 19% False False 51,090
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 749.2
2.618 731.1
1.618 720.0
1.000 713.1
0.618 708.9
HIGH 702.0
0.618 697.8
0.500 696.5
0.382 695.1
LOW 690.9
0.618 684.0
1.000 679.8
1.618 672.9
2.618 661.8
4.250 643.7
Fisher Pivots for day following 27-Jun-2008
Pivot 1 day 3 day
R1 698.1 706.0
PP 697.3 703.6
S1 696.5 701.3

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

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