CME eMini Russell 2000 Future September 2008


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Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 731.4 743.6 12.2 1.7% 737.8
High 747.8 746.1 -1.7 -0.2% 747.8
Low 727.3 736.1 8.8 1.2% 715.5
Close 745.0 739.9 -5.1 -0.7% 739.9
Range 20.5 10.0 -10.5 -51.2% 32.3
ATR 17.4 16.9 -0.5 -3.0% 0.0
Volume 167,866 178,661 10,795 6.4% 828,653
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 770.7 765.3 745.4
R3 760.7 755.3 742.7
R2 750.7 750.7 741.7
R1 745.3 745.3 740.8 743.0
PP 740.7 740.7 740.7 739.6
S1 735.3 735.3 739.0 733.0
S2 730.7 730.7 738.1
S3 720.7 725.3 737.2
S4 710.7 715.3 734.4
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 831.3 817.9 757.7
R3 799.0 785.6 748.8
R2 766.7 766.7 745.8
R1 753.3 753.3 742.9 760.0
PP 734.4 734.4 734.4 737.8
S1 721.0 721.0 736.9 727.7
S2 702.1 702.1 734.0
S3 669.8 688.7 731.0
S4 637.5 656.4 722.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 747.8 715.5 32.3 4.4% 16.0 2.2% 76% False False 165,730
10 757.6 715.5 42.1 5.7% 16.4 2.2% 58% False False 181,276
20 764.1 699.4 64.7 8.7% 17.2 2.3% 63% False False 204,797
40 764.1 646.2 117.9 15.9% 18.6 2.5% 79% False False 232,921
60 766.2 646.2 120.0 16.2% 17.5 2.4% 78% False False 224,729
80 766.2 646.2 120.0 16.2% 16.4 2.2% 78% False False 168,661
100 766.2 646.2 120.0 16.2% 15.8 2.1% 78% False False 135,010
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 788.6
2.618 772.3
1.618 762.3
1.000 756.1
0.618 752.3
HIGH 746.1
0.618 742.3
0.500 741.1
0.382 739.9
LOW 736.1
0.618 729.9
1.000 726.1
1.618 719.9
2.618 709.9
4.250 693.6
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 741.1 737.9
PP 740.7 735.9
S1 740.3 733.9

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

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