CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 18-Feb-2008
Day Change Summary
Previous Current
15-Feb-2008 18-Feb-2008 Change Change % Previous Week
Open 702.2 700.0 -2.2 -0.3% 697.7
High 707.7 710.8 3.1 0.4% 725.4
Low 694.9 700.0 5.1 0.7% 691.1
Close 701.8 710.8 9.0 1.3% 701.8
Range 12.8 10.8 -2.0 -15.6% 34.3
ATR 19.9 19.3 -0.7 -3.3% 0.0
Volume 50 50 0 0.0% 153
Daily Pivots for day following 18-Feb-2008
Classic Woodie Camarilla DeMark
R4 739.6 736.0 716.7
R3 728.8 725.2 713.8
R2 718.0 718.0 712.8
R1 714.4 714.4 711.8 716.2
PP 707.2 707.2 707.2 708.1
S1 703.6 703.6 709.8 705.4
S2 696.4 696.4 708.8
S3 685.6 692.8 707.8
S4 674.8 682.0 704.9
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 809.0 789.7 720.7
R3 774.7 755.4 711.2
R2 740.4 740.4 708.1
R1 721.1 721.1 704.9 730.8
PP 706.1 706.1 706.1 710.9
S1 686.8 686.8 698.7 696.5
S2 671.8 671.8 695.5
S3 637.5 652.5 692.4
S4 603.2 618.2 682.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 725.4 694.9 30.5 4.3% 15.5 2.2% 52% False False 34
10 725.4 686.9 38.5 5.4% 16.9 2.4% 62% False False 98
20 733.4 638.6 94.8 13.3% 21.8 3.1% 76% False False 117
40 808.8 638.6 170.2 23.9% 19.9 2.8% 42% False False 88
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.8
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 756.7
2.618 739.1
1.618 728.3
1.000 721.6
0.618 717.5
HIGH 710.8
0.618 706.7
0.500 705.4
0.382 704.1
LOW 700.0
0.618 693.3
1.000 689.2
1.618 682.5
2.618 671.7
4.250 654.1
Fisher Pivots for day following 18-Feb-2008
Pivot 1 day 3 day
R1 709.0 710.6
PP 707.2 710.4
S1 705.4 710.2

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

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