CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 28-Feb-2008
Day Change Summary
Previous Current
27-Feb-2008 28-Feb-2008 Change Change % Previous Week
Open 717.0 713.0 -4.0 -0.6% 700.0
High 725.2 717.2 -8.0 -1.1% 720.4
Low 710.3 702.4 -7.9 -1.1% 683.2
Close 716.8 703.9 -12.9 -1.8% 695.4
Range 14.9 14.8 -0.1 -0.7% 37.2
ATR 17.9 17.6 -0.2 -1.2% 0.0
Volume 330 184 -146 -44.2% 1,102
Daily Pivots for day following 28-Feb-2008
Classic Woodie Camarilla DeMark
R4 752.2 742.9 712.0
R3 737.4 728.1 708.0
R2 722.6 722.6 706.6
R1 713.3 713.3 705.3 710.6
PP 707.8 707.8 707.8 706.5
S1 698.5 698.5 702.5 695.8
S2 693.0 693.0 701.2
S3 678.2 683.7 699.8
S4 663.4 668.9 695.8
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
5 725.2 683.2 42.0 6.0% 13.6 1.9% 49% False False 215
10 725.2 683.2 42.0 6.0% 14.9 2.1% 49% False False 202
20 733.4 683.2 50.2 7.1% 16.4 2.3% 41% False False 163
40 766.0 638.6 127.4 18.1% 20.5 2.9% 51% False False 133
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 3.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 780.1
2.618 755.9
1.618 741.1
1.000 732.0
0.618 726.3
HIGH 717.2
0.618 711.5
0.500 709.8
0.382 708.1
LOW 702.4
0.618 693.3
1.000 687.6
1.618 678.5
2.618 663.7
4.250 639.5
Fisher Pivots for day following 28-Feb-2008
Pivot 1 day 3 day
R1 709.8 713.8
PP 707.8 710.5
S1 705.9 707.2

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

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