CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 18-Jul-2008
Day Change Summary
Previous Current
17-Jul-2008 18-Jul-2008 Change Change % Previous Week
Open 683.8 690.5 6.7 1.0% 673.7
High 697.4 700.3 2.9 0.4% 700.3
Low 682.3 685.6 3.3 0.5% 646.2
Close 692.6 690.7 -1.9 -0.3% 690.7
Range 15.1 14.7 -0.4 -2.6% 54.1
ATR 19.4 19.1 -0.3 -1.7% 0.0
Volume 283,193 285,287 2,094 0.7% 1,564,164
Daily Pivots for day following 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 736.3 728.2 698.8
R3 721.6 713.5 694.7
R2 706.9 706.9 693.4
R1 698.8 698.8 692.0 702.9
PP 692.2 692.2 692.2 694.2
S1 684.1 684.1 689.4 688.2
S2 677.5 677.5 688.0
S3 662.8 669.4 686.7
S4 648.1 654.7 682.6
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 841.4 820.1 720.5
R3 787.3 766.0 705.6
R2 733.2 733.2 700.6
R1 711.9 711.9 695.7 722.6
PP 679.1 679.1 679.1 684.4
S1 657.8 657.8 685.7 668.5
S2 625.0 625.0 680.8
S3 570.9 603.7 675.8
S4 516.8 549.6 660.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 700.3 646.2 54.1 7.8% 22.7 3.3% 82% True False 312,832
10 700.3 646.2 54.1 7.8% 23.0 3.3% 82% True False 291,241
20 738.4 646.2 92.2 13.3% 19.7 2.9% 48% False False 278,594
40 766.2 646.2 120.0 17.4% 17.0 2.5% 37% False False 177,160
60 766.2 646.2 120.0 17.4% 15.4 2.2% 37% False False 118,168
80 766.2 646.2 120.0 17.4% 15.1 2.2% 37% False False 88,719
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6.3
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 762.8
2.618 738.8
1.618 724.1
1.000 715.0
0.618 709.4
HIGH 700.3
0.618 694.7
0.500 693.0
0.382 691.2
LOW 685.6
0.618 676.5
1.000 670.9
1.618 661.8
2.618 647.1
4.250 623.1
Fisher Pivots for day following 18-Jul-2008
Pivot 1 day 3 day
R1 693.0 686.5
PP 692.2 682.3
S1 691.5 678.2

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

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