CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 04-Mar-2008
Day Change Summary
Previous Current
03-Mar-2008 04-Mar-2008 Change Change % Previous Week
Open 684.6 683.4 -1.2 -0.2% 699.6
High 689.0 686.3 -2.7 -0.4% 725.2
Low 674.2 669.6 -4.6 -0.7% 683.1
Close 683.9 679.9 -4.0 -0.6% 686.9
Range 14.8 16.7 1.9 12.8% 42.1
ATR 17.7 17.6 -0.1 -0.4% 0.0
Volume 625 961 336 53.8% 1,239
Daily Pivots for day following 04-Mar-2008
Classic Woodie Camarilla DeMark
R4 728.7 721.0 689.1
R3 712.0 704.3 684.5
R2 695.3 695.3 683.0
R1 687.6 687.6 681.4 683.1
PP 678.6 678.6 678.6 676.4
S1 670.9 670.9 678.4 666.4
S2 661.9 661.9 676.8
S3 645.2 654.2 675.3
S4 628.5 637.5 670.7
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 824.7 797.9 710.1
R3 782.6 755.8 698.5
R2 740.5 740.5 694.6
R1 713.7 713.7 690.8 706.1
PP 698.4 698.4 698.4 694.6
S1 671.6 671.6 683.0 664.0
S2 656.3 656.3 679.2
S3 614.2 629.5 675.3
S4 572.1 587.4 663.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 725.2 669.6 55.6 8.2% 16.5 2.4% 19% False True 494
10 725.2 669.6 55.6 8.2% 16.4 2.4% 19% False True 372
20 725.4 669.6 55.8 8.2% 16.4 2.4% 18% False True 241
40 741.1 638.6 102.5 15.1% 20.3 3.0% 40% False False 180
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 757.3
2.618 730.0
1.618 713.3
1.000 703.0
0.618 696.6
HIGH 686.3
0.618 679.9
0.500 678.0
0.382 676.0
LOW 669.6
0.618 659.3
1.000 652.9
1.618 642.6
2.618 625.9
4.250 598.6
Fisher Pivots for day following 04-Mar-2008
Pivot 1 day 3 day
R1 679.3 687.1
PP 678.6 684.7
S1 678.0 682.3

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

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