CME eMini Russell 2000 Future September 2008


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Trading Metrics calculated at close of trading on 19-Aug-2008
Day Change Summary
Previous Current
18-Aug-2008 19-Aug-2008 Change Change % Previous Week
Open 754.1 743.6 -10.5 -1.4% 731.6
High 757.6 744.3 -13.3 -1.8% 764.1
Low 736.7 725.6 -11.1 -1.5% 730.5
Close 743.8 730.3 -13.5 -1.8% 754.7
Range 20.9 18.7 -2.2 -10.5% 33.6
ATR 18.0 18.0 0.1 0.3% 0.0
Volume 193,119 187,949 -5,170 -2.7% 1,236,638
Daily Pivots for day following 19-Aug-2008
Classic Woodie Camarilla DeMark
R4 789.5 778.6 740.6
R3 770.8 759.9 735.4
R2 752.1 752.1 733.7
R1 741.2 741.2 732.0 737.3
PP 733.4 733.4 733.4 731.5
S1 722.5 722.5 728.6 718.6
S2 714.7 714.7 726.9
S3 696.0 703.8 725.2
S4 677.3 685.1 720.0
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 850.6 836.2 773.2
R3 817.0 802.6 763.9
R2 783.4 783.4 760.9
R1 769.0 769.0 757.8 776.2
PP 749.8 749.8 749.8 753.4
S1 735.4 735.4 751.6 742.6
S2 716.2 716.2 748.5
S3 682.6 701.8 745.5
S4 649.0 668.2 736.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 764.1 725.6 38.5 5.3% 17.6 2.4% 12% False True 213,597
10 764.1 710.9 53.2 7.3% 18.1 2.5% 36% False False 222,527
20 764.1 693.5 70.6 9.7% 17.4 2.4% 52% False False 227,542
40 764.1 646.2 117.9 16.1% 18.7 2.6% 71% False False 248,659
60 766.2 646.2 120.0 16.4% 17.3 2.4% 70% False False 200,984
80 766.2 646.2 120.0 16.4% 16.1 2.2% 70% False False 150,780
100 766.2 646.2 120.0 16.4% 15.7 2.1% 70% False False 120,702
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 4.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 823.8
2.618 793.3
1.618 774.6
1.000 763.0
0.618 755.9
HIGH 744.3
0.618 737.2
0.500 735.0
0.382 732.7
LOW 725.6
0.618 714.0
1.000 706.9
1.618 695.3
2.618 676.6
4.250 646.1
Fisher Pivots for day following 19-Aug-2008
Pivot 1 day 3 day
R1 735.0 744.9
PP 733.4 740.0
S1 731.9 735.2

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

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