CME eMini Russell 2000 Future September 2008


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Trading Metrics calculated at close of trading on 16-Jul-2008
Day Change Summary
Previous Current
15-Jul-2008 16-Jul-2008 Change Change % Previous Week
Open 662.3 660.3 -2.0 -0.3% 663.3
High 674.5 686.8 12.3 1.8% 684.6
Low 646.2 656.0 9.8 1.5% 649.1
Close 659.6 684.8 25.2 3.8% 673.6
Range 28.3 30.8 2.5 8.8% 35.5
ATR 18.9 19.8 0.8 4.5% 0.0
Volume 280,024 367,300 87,276 31.2% 1,348,246
Daily Pivots for day following 16-Jul-2008
Classic Woodie Camarilla DeMark
R4 768.3 757.3 701.7
R3 737.5 726.5 693.3
R2 706.7 706.7 690.4
R1 695.7 695.7 687.6 701.2
PP 675.9 675.9 675.9 678.6
S1 664.9 664.9 682.0 670.4
S2 645.1 645.1 679.2
S3 614.3 634.1 676.3
S4 583.5 603.3 667.9
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
5 686.8 646.2 40.6 5.9% 24.1 3.5% 95% True False 315,311
10 695.3 646.2 49.1 7.2% 24.1 3.5% 79% False False 296,761
20 739.0 646.2 92.8 13.6% 19.5 2.8% 42% False False 280,944
40 766.2 646.2 120.0 17.5% 17.0 2.5% 32% False False 162,961
60 766.2 646.2 120.0 17.5% 15.4 2.3% 32% False False 108,699
80 766.2 646.2 120.0 17.5% 15.0 2.2% 32% False False 81,614
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.6
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 817.7
2.618 767.4
1.618 736.6
1.000 717.6
0.618 705.8
HIGH 686.8
0.618 675.0
0.500 671.4
0.382 667.8
LOW 656.0
0.618 637.0
1.000 625.2
1.618 606.2
2.618 575.4
4.250 525.1
Fisher Pivots for day following 16-Jul-2008
Pivot 1 day 3 day
R1 680.3 678.7
PP 675.9 672.6
S1 671.4 666.5

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

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