CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 690.5 690.6 0.1 0.0% 673.7
High 700.3 699.8 -0.5 -0.1% 700.3
Low 685.6 688.3 2.7 0.4% 646.2
Close 690.7 699.4 8.7 1.3% 690.7
Range 14.7 11.5 -3.2 -21.8% 54.1
ATR 19.1 18.5 -0.5 -2.8% 0.0
Volume 285,287 236,990 -48,297 -16.9% 1,564,164
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 730.3 726.4 705.7
R3 718.8 714.9 702.6
R2 707.3 707.3 701.5
R1 703.4 703.4 700.5 705.4
PP 695.8 695.8 695.8 696.8
S1 691.9 691.9 698.3 693.9
S2 684.3 684.3 697.3
S3 672.8 680.4 696.2
S4 661.3 668.9 693.1
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 7.7% 20.1 2.9% 98% False False 290,558
10 700.3 646.2 54.1 7.7% 22.0 3.1% 98% False False 295,854
20 731.5 646.2 85.3 12.2% 19.3 2.8% 62% False False 274,947
40 766.2 646.2 120.0 17.2% 16.9 2.4% 44% False False 183,083
60 766.2 646.2 120.0 17.2% 15.3 2.2% 44% False False 122,113
80 766.2 646.2 120.0 17.2% 15.1 2.2% 44% False False 91,681
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.7
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 748.7
2.618 729.9
1.618 718.4
1.000 711.3
0.618 706.9
HIGH 699.8
0.618 695.4
0.500 694.1
0.382 692.7
LOW 688.3
0.618 681.2
1.000 676.8
1.618 669.7
2.618 658.2
4.250 639.4
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 697.6 696.7
PP 695.8 694.0
S1 694.1 691.3

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

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