CME eMini Russell 2000 Future September 2008


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Trading Metrics calculated at close of trading on 23-Jul-2008
Day Change Summary
Previous Current
22-Jul-2008 23-Jul-2008 Change Change % Previous Week
Open 697.8 715.8 18.0 2.6% 673.7
High 718.6 727.1 8.5 1.2% 700.3
Low 691.0 713.8 22.8 3.3% 646.2
Close 717.1 721.2 4.1 0.6% 690.7
Range 27.6 13.3 -14.3 -51.8% 54.1
ATR 19.2 18.8 -0.4 -2.2% 0.0
Volume 184,895 288,105 103,210 55.8% 1,564,164
Daily Pivots for day following 23-Jul-2008
Classic Woodie Camarilla DeMark
R4 760.6 754.2 728.5
R3 747.3 740.9 724.9
R2 734.0 734.0 723.6
R1 727.6 727.6 722.4 730.8
PP 720.7 720.7 720.7 722.3
S1 714.3 714.3 720.0 717.5
S2 707.4 707.4 718.8
S3 694.1 701.0 717.5
S4 680.8 687.7 713.9
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
5 727.1 682.3 44.8 6.2% 16.4 2.3% 87% True False 255,694
10 727.1 646.2 80.9 11.2% 20.3 2.8% 93% True False 285,502
20 727.1 646.2 80.9 11.2% 20.0 2.8% 93% True False 274,346
40 766.2 646.2 120.0 16.6% 17.3 2.4% 63% False False 194,903
60 766.2 646.2 120.0 16.6% 15.7 2.2% 63% False False 129,993
80 766.2 646.2 120.0 16.6% 15.1 2.1% 63% False False 97,593
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 5.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 783.6
2.618 761.9
1.618 748.6
1.000 740.4
0.618 735.3
HIGH 727.1
0.618 722.0
0.500 720.5
0.382 718.9
LOW 713.8
0.618 705.6
1.000 700.5
1.618 692.3
2.618 679.0
4.250 657.3
Fisher Pivots for day following 23-Jul-2008
Pivot 1 day 3 day
R1 721.0 716.7
PP 720.7 712.2
S1 720.5 707.7

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

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