CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 07-Mar-2008
Day Change Summary
Previous Current
06-Mar-2008 07-Mar-2008 Change Change % Previous Week
Open 685.3 661.9 -23.4 -3.4% 684.6
High 690.0 669.3 -20.7 -3.0% 690.0
Low 660.2 653.0 -7.2 -1.1% 653.0
Close 661.9 660.3 -1.6 -0.2% 660.3
Range 29.8 16.3 -13.5 -45.3% 37.0
ATR 18.2 18.0 -0.1 -0.7% 0.0
Volume 7,251 7,321 70 1.0% 25,159
Daily Pivots for day following 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 709.8 701.3 669.3
R3 693.5 685.0 664.8
R2 677.2 677.2 663.3
R1 668.7 668.7 661.8 664.8
PP 660.9 660.9 660.9 658.9
S1 652.4 652.4 658.8 648.5
S2 644.6 644.6 657.3
S3 628.3 636.1 655.8
S4 612.0 619.8 651.3
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 778.8 756.5 680.7
R3 741.8 719.5 670.5
R2 704.8 704.8 667.1
R1 682.5 682.5 663.7 675.2
PP 667.8 667.8 667.8 664.1
S1 645.5 645.5 656.9 638.2
S2 630.8 630.8 653.5
S3 593.8 608.5 650.1
S4 556.8 571.5 640.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 690.0 653.0 37.0 5.6% 18.0 2.7% 20% False True 5,031
10 725.2 653.0 72.2 10.9% 16.3 2.5% 10% False True 2,639
20 725.4 653.0 72.4 11.0% 16.4 2.5% 10% False True 1,382
40 733.4 638.6 94.8 14.4% 19.7 3.0% 23% False False 762
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 4.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 738.6
2.618 712.0
1.618 695.7
1.000 685.6
0.618 679.4
HIGH 669.3
0.618 663.1
0.500 661.2
0.382 659.2
LOW 653.0
0.618 642.9
1.000 636.7
1.618 626.6
2.618 610.3
4.250 583.7
Fisher Pivots for day following 07-Mar-2008
Pivot 1 day 3 day
R1 661.2 671.5
PP 660.9 667.8
S1 660.6 664.0

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

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