CME eMini Russell 2000 Future September 2008


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Trading Metrics calculated at close of trading on 01-Jul-2008
Day Change Summary
Previous Current
30-Jun-2008 01-Jul-2008 Change Change % Previous Week
Open 698.3 690.0 -8.3 -1.2% 725.7
High 701.9 691.9 -10.0 -1.4% 731.5
Low 688.5 675.1 -13.4 -1.9% 690.9
Close 691.7 690.1 -1.6 -0.2% 698.9
Range 13.4 16.8 3.4 25.4% 40.6
ATR 14.3 14.5 0.2 1.2% 0.0
Volume 254,705 240,523 -14,182 -5.6% 1,230,627
Daily Pivots for day following 01-Jul-2008
Classic Woodie Camarilla DeMark
R4 736.1 729.9 699.3
R3 719.3 713.1 694.7
R2 702.5 702.5 693.2
R1 696.3 696.3 691.6 699.4
PP 685.7 685.7 685.7 687.3
S1 679.5 679.5 688.6 682.6
S2 668.9 668.9 687.0
S3 652.1 662.7 685.5
S4 635.3 645.9 680.9
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
5 721.1 675.1 46.0 6.7% 15.1 2.2% 33% False True 248,167
10 739.0 675.1 63.9 9.3% 14.8 2.1% 23% False True 265,127
20 766.2 675.1 91.1 13.2% 15.3 2.2% 16% False True 177,354
40 766.2 675.1 91.1 13.2% 13.9 2.0% 16% False True 88,824
60 766.2 675.1 91.1 13.2% 13.9 2.0% 16% False True 59,343
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 763.3
2.618 735.9
1.618 719.1
1.000 708.7
0.618 702.3
HIGH 691.9
0.618 685.5
0.500 683.5
0.382 681.5
LOW 675.1
0.618 664.7
1.000 658.3
1.618 647.9
2.618 631.1
4.250 603.7
Fisher Pivots for day following 01-Jul-2008
Pivot 1 day 3 day
R1 687.9 689.6
PP 685.7 689.1
S1 683.5 688.6

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

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