CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 10-Mar-2008
Day Change Summary
Previous Current
07-Mar-2008 10-Mar-2008 Change Change % Previous Week
Open 661.9 660.4 -1.5 -0.2% 684.6
High 669.3 665.0 -4.3 -0.6% 690.0
Low 653.0 642.1 -10.9 -1.7% 653.0
Close 660.3 646.7 -13.6 -2.1% 660.3
Range 16.3 22.9 6.6 40.5% 37.0
ATR 18.0 18.4 0.3 1.9% 0.0
Volume 7,321 7,092 -229 -3.1% 25,159
Daily Pivots for day following 10-Mar-2008
Classic Woodie Camarilla DeMark
R4 720.0 706.2 659.3
R3 697.1 683.3 653.0
R2 674.2 674.2 650.9
R1 660.4 660.4 648.8 655.9
PP 651.3 651.3 651.3 649.0
S1 637.5 637.5 644.6 633.0
S2 628.4 628.4 642.5
S3 605.5 614.6 640.4
S4 582.6 591.7 634.1
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
5 690.0 642.1 47.9 7.4% 19.7 3.0% 10% False True 6,325
10 725.2 642.1 83.1 12.8% 18.3 2.8% 6% False True 3,329
20 725.4 642.1 83.3 12.9% 16.9 2.6% 6% False True 1,735
40 733.4 638.6 94.8 14.7% 19.9 3.1% 9% False False 938
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 4.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 762.3
2.618 725.0
1.618 702.1
1.000 687.9
0.618 679.2
HIGH 665.0
0.618 656.3
0.500 653.6
0.382 650.8
LOW 642.1
0.618 627.9
1.000 619.2
1.618 605.0
2.618 582.1
4.250 544.8
Fisher Pivots for day following 10-Mar-2008
Pivot 1 day 3 day
R1 653.6 666.1
PP 651.3 659.6
S1 649.0 653.2

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

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