CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary
Previous Current
27-Jun-2008 30-Jun-2008 Change Change % Previous Week
Open 697.1 698.3 1.2 0.2% 725.7
High 702.0 701.9 -0.1 0.0% 731.5
Low 690.9 688.5 -2.4 -0.3% 690.9
Close 698.9 691.7 -7.2 -1.0% 698.9
Range 11.1 13.4 2.3 20.7% 40.6
ATR 14.4 14.3 -0.1 -0.5% 0.0
Volume 259,463 254,705 -4,758 -1.8% 1,230,627
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 734.2 726.4 699.1
R3 720.8 713.0 695.4
R2 707.4 707.4 694.2
R1 699.6 699.6 692.9 696.8
PP 694.0 694.0 694.0 692.7
S1 686.2 686.2 690.5 683.4
S2 680.6 680.6 689.2
S3 667.2 672.8 688.0
S4 653.8 659.4 684.3
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
5 721.1 688.5 32.6 4.7% 14.5 2.1% 10% False True 239,398
10 744.5 688.5 56.0 8.1% 14.0 2.0% 6% False True 269,197
20 766.2 688.5 77.7 11.2% 15.2 2.2% 4% False True 165,402
40 766.2 688.5 77.7 11.2% 13.8 2.0% 4% False True 82,815
60 766.2 683.4 82.8 12.0% 13.7 2.0% 10% False False 55,334
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 758.9
2.618 737.0
1.618 723.6
1.000 715.3
0.618 710.2
HIGH 701.9
0.618 696.8
0.500 695.2
0.382 693.6
LOW 688.5
0.618 680.2
1.000 675.1
1.618 666.8
2.618 653.4
4.250 631.6
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 695.2 701.7
PP 694.0 698.3
S1 692.9 695.0

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

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