CME eMini Russell 2000 Future September 2008


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Trading Metrics calculated at close of trading on 14-Jul-2008
Day Change Summary
Previous Current
11-Jul-2008 14-Jul-2008 Change Change % Previous Week
Open 671.2 673.7 2.5 0.4% 663.3
High 679.3 684.1 4.8 0.7% 684.6
Low 657.6 659.5 1.9 0.3% 649.1
Close 673.6 662.6 -11.0 -1.6% 673.6
Range 21.7 24.6 2.9 13.4% 35.5
ATR 17.7 18.2 0.5 2.8% 0.0
Volume 322,395 348,360 25,965 8.1% 1,348,246
Daily Pivots for day following 14-Jul-2008
Classic Woodie Camarilla DeMark
R4 742.5 727.2 676.1
R3 717.9 702.6 669.4
R2 693.3 693.3 667.1
R1 678.0 678.0 664.9 673.4
PP 668.7 668.7 668.7 666.4
S1 653.4 653.4 660.3 648.8
S2 644.1 644.1 658.1
S3 619.5 628.8 655.8
S4 594.9 604.2 649.1
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 775.6 760.1 693.1
R3 740.1 724.6 683.4
R2 704.6 704.6 680.1
R1 689.1 689.1 676.9 696.9
PP 669.1 669.1 669.1 673.0
S1 653.6 653.6 670.3 661.4
S2 633.6 633.6 667.1
S3 598.1 618.1 663.8
S4 562.6 582.6 654.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 684.6 649.1 35.5 5.4% 23.9 3.6% 38% False False 301,149
10 701.9 649.1 52.8 8.0% 21.3 3.2% 26% False False 281,552
20 744.5 649.1 95.4 14.4% 17.5 2.6% 14% False False 275,335
40 766.2 649.1 117.1 17.7% 16.1 2.4% 12% False False 146,782
60 766.2 649.1 117.1 17.7% 14.9 2.2% 12% False False 97,911
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 5.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 788.7
2.618 748.5
1.618 723.9
1.000 708.7
0.618 699.3
HIGH 684.1
0.618 674.7
0.500 671.8
0.382 668.9
LOW 659.5
0.618 644.3
1.000 634.9
1.618 619.7
2.618 595.1
4.250 555.0
Fisher Pivots for day following 14-Jul-2008
Pivot 1 day 3 day
R1 671.8 670.9
PP 668.7 668.1
S1 665.7 665.4

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

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