CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 690.1 670.0 -20.1 -2.9% 725.7
High 695.3 674.0 -21.3 -3.1% 731.5
Low 669.3 658.7 -10.6 -1.6% 690.9
Close 669.9 664.0 -5.9 -0.9% 698.9
Range 26.0 15.3 -10.7 -41.2% 40.6
ATR 15.3 15.3 0.0 0.0% 0.0
Volume 318,603 305,086 -13,517 -4.2% 1,230,627
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 711.5 703.0 672.4
R3 696.2 687.7 668.2
R2 680.9 680.9 666.8
R1 672.4 672.4 665.4 669.0
PP 665.6 665.6 665.6 663.9
S1 657.1 657.1 662.6 653.7
S2 650.3 650.3 661.2
S3 635.0 641.8 659.8
S4 619.7 626.5 655.6
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
5 702.0 658.7 43.3 6.5% 16.5 2.5% 12% False True 275,676
10 738.4 658.7 79.7 12.0% 16.5 2.5% 7% False True 265,947
20 766.2 658.7 107.5 16.2% 15.5 2.3% 5% False True 208,346
40 766.2 658.7 107.5 16.2% 14.3 2.2% 5% False True 104,400
60 766.2 658.7 107.5 16.2% 14.0 2.1% 5% False True 69,736
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 3.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 739.0
2.618 714.1
1.618 698.8
1.000 689.3
0.618 683.5
HIGH 674.0
0.618 668.2
0.500 666.4
0.382 664.5
LOW 658.7
0.618 649.2
1.000 643.4
1.618 633.9
2.618 618.6
4.250 593.7
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 666.4 677.0
PP 665.6 672.7
S1 664.8 668.3

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

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