CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 714.3 716.9 2.6 0.4% 708.7
High 719.3 718.8 -0.5 -0.1% 722.4
Low 704.5 699.4 -5.1 -0.7% 693.5
Close 717.2 704.0 -13.2 -1.8% 717.2
Range 14.8 19.4 4.6 31.1% 28.9
ATR 17.8 17.9 0.1 0.6% 0.0
Volume 222,913 233,332 10,419 4.7% 1,074,331
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 765.6 754.2 714.7
R3 746.2 734.8 709.3
R2 726.8 726.8 707.6
R1 715.4 715.4 705.8 711.4
PP 707.4 707.4 707.4 705.4
S1 696.0 696.0 702.2 692.0
S2 688.0 688.0 700.4
S3 668.6 676.6 698.7
S4 649.2 657.2 693.3
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 797.7 786.4 733.1
R3 768.8 757.5 725.1
R2 739.9 739.9 722.5
R1 728.6 728.6 719.8 734.3
PP 711.0 711.0 711.0 713.9
S1 699.7 699.7 714.6 705.4
S2 682.1 682.1 711.9
S3 653.2 670.8 709.3
S4 624.3 641.9 701.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 722.4 694.8 27.6 3.9% 16.7 2.4% 33% False False 220,213
10 727.1 691.0 36.1 5.1% 17.7 2.5% 36% False False 230,483
20 727.1 646.2 80.9 11.5% 19.8 2.8% 71% False False 263,169
40 744.5 646.2 98.3 14.0% 17.5 2.5% 59% False False 240,494
60 766.2 646.2 120.0 17.0% 16.3 2.3% 48% False False 160,500
80 766.2 646.2 120.0 17.0% 15.4 2.2% 48% False False 120,479
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 3.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 801.3
2.618 769.6
1.618 750.2
1.000 738.2
0.618 730.8
HIGH 718.8
0.618 711.4
0.500 709.1
0.382 706.8
LOW 699.4
0.618 687.4
1.000 680.0
1.618 668.0
2.618 648.6
4.250 617.0
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 709.1 710.5
PP 707.4 708.3
S1 705.7 706.2

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

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