CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 22-Feb-2008
Day Change Summary
Previous Current
21-Feb-2008 22-Feb-2008 Change Change % Previous Week
Open 714.1 698.3 -15.8 -2.2% 700.0
High 720.4 699.6 -20.8 -2.9% 720.4
Low 695.4 683.2 -12.2 -1.8% 683.2
Close 698.1 695.4 -2.7 -0.4% 695.4
Range 25.0 16.4 -8.6 -34.4% 37.2
ATR 19.3 19.1 -0.2 -1.1% 0.0
Volume 424 209 -215 -50.7% 1,102
Daily Pivots for day following 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 741.9 735.1 704.4
R3 725.5 718.7 699.9
R2 709.1 709.1 698.4
R1 702.3 702.3 696.9 697.5
PP 692.7 692.7 692.7 690.4
S1 685.9 685.9 693.9 681.1
S2 676.3 676.3 692.4
S3 659.9 669.5 690.9
S4 643.5 653.1 686.4
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 811.3 790.5 715.9
R3 774.1 753.3 705.6
R2 736.9 736.9 702.2
R1 716.1 716.1 698.8 707.9
PP 699.7 699.7 699.7 695.6
S1 678.9 678.9 692.0 670.7
S2 662.5 662.5 688.6
S3 625.3 641.7 685.2
S4 588.1 604.5 674.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 720.4 683.2 37.2 5.3% 16.9 2.4% 33% False True 220
10 725.4 683.2 42.2 6.1% 16.5 2.4% 29% False True 125
20 733.4 677.7 55.7 8.0% 18.9 2.7% 32% False False 132
40 805.1 638.6 166.5 23.9% 20.8 3.0% 34% False False 113
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 4.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 769.3
2.618 742.5
1.618 726.1
1.000 716.0
0.618 709.7
HIGH 699.6
0.618 693.3
0.500 691.4
0.382 689.5
LOW 683.2
0.618 673.1
1.000 666.8
1.618 656.7
2.618 640.3
4.250 613.5
Fisher Pivots for day following 22-Feb-2008
Pivot 1 day 3 day
R1 694.1 701.8
PP 692.7 699.7
S1 691.4 697.5

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

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