CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 11-Mar-2008
Day Change Summary
Previous Current
10-Mar-2008 11-Mar-2008 Change Change % Previous Week
Open 660.4 646.4 -14.0 -2.1% 684.6
High 665.0 674.8 9.8 1.5% 690.0
Low 642.1 644.1 2.0 0.3% 653.0
Close 646.7 674.1 27.4 4.2% 660.3
Range 22.9 30.7 7.8 34.1% 37.0
ATR 18.4 19.3 0.9 4.8% 0.0
Volume 7,092 11,807 4,715 66.5% 25,159
Daily Pivots for day following 11-Mar-2008
Classic Woodie Camarilla DeMark
R4 756.4 746.0 691.0
R3 725.7 715.3 682.5
R2 695.0 695.0 679.7
R1 684.6 684.6 676.9 689.8
PP 664.3 664.3 664.3 667.0
S1 653.9 653.9 671.3 659.1
S2 633.6 633.6 668.5
S3 602.9 623.2 665.7
S4 572.2 592.5 657.2
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 7.1% 22.5 3.3% 67% False False 8,494
10 725.2 642.1 83.1 12.3% 19.5 2.9% 39% False False 4,494
20 725.4 642.1 83.3 12.4% 17.6 2.6% 38% False False 2,325
40 733.4 638.6 94.8 14.1% 20.4 3.0% 37% False False 1,230
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 805.3
2.618 755.2
1.618 724.5
1.000 705.5
0.618 693.8
HIGH 674.8
0.618 663.1
0.500 659.5
0.382 655.8
LOW 644.1
0.618 625.1
1.000 613.4
1.618 594.4
2.618 563.7
4.250 513.6
Fisher Pivots for day following 11-Mar-2008
Pivot 1 day 3 day
R1 669.2 668.9
PP 664.3 663.7
S1 659.5 658.5

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

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