CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 715.6 731.6 16.0 2.2% 716.9
High 735.4 757.8 22.4 3.0% 735.4
Low 711.2 730.5 19.3 2.7% 699.4
Close 731.6 750.4 18.8 2.6% 731.6
Range 24.2 27.3 3.1 12.8% 36.0
ATR 18.0 18.7 0.7 3.7% 0.0
Volume 201,151 230,990 29,839 14.8% 1,046,541
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 828.1 816.6 765.4
R3 800.8 789.3 757.9
R2 773.5 773.5 755.4
R1 762.0 762.0 752.9 767.8
PP 746.2 746.2 746.2 749.1
S1 734.7 734.7 747.9 740.5
S2 718.9 718.9 745.4
S3 691.6 707.4 742.9
S4 664.3 680.1 735.4
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 830.1 816.9 751.4
R3 794.1 780.9 741.5
R2 758.1 758.1 738.2
R1 744.9 744.9 734.9 751.5
PP 722.1 722.1 722.1 725.5
S1 708.9 708.9 728.3 715.5
S2 686.1 686.1 725.0
S3 650.1 672.9 721.7
S4 614.1 636.9 711.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 757.8 703.0 54.8 7.3% 20.0 2.7% 86% True False 208,839
10 757.8 694.8 63.0 8.4% 18.4 2.4% 88% True False 214,526
20 757.8 646.2 111.6 14.9% 18.9 2.5% 93% True False 240,091
40 757.8 646.2 111.6 14.9% 18.2 2.4% 93% True False 257,713
60 766.2 646.2 120.0 16.0% 17.0 2.3% 87% False False 177,885
80 766.2 646.2 120.0 16.0% 15.9 2.1% 87% False False 133,456
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 873.8
2.618 829.3
1.618 802.0
1.000 785.1
0.618 774.7
HIGH 757.8
0.618 747.4
0.500 744.2
0.382 740.9
LOW 730.5
0.618 713.6
1.000 703.2
1.618 686.3
2.618 659.0
4.250 614.5
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 748.3 745.1
PP 746.2 739.7
S1 744.2 734.4

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

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