CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 13-Mar-2008
Day Change Summary
Previous Current
12-Mar-2008 13-Mar-2008 Change Change % Previous Week
Open 673.9 666.5 -7.4 -1.1% 684.6
High 681.6 681.4 -0.2 0.0% 690.0
Low 666.1 653.1 -13.0 -2.0% 653.0
Close 667.1 678.4 11.3 1.7% 660.3
Range 15.5 28.3 12.8 82.6% 37.0
ATR 19.0 19.7 0.7 3.5% 0.0
Volume 33,743 54,609 20,866 61.8% 25,159
Daily Pivots for day following 13-Mar-2008
Classic Woodie Camarilla DeMark
R4 755.9 745.4 694.0
R3 727.6 717.1 686.2
R2 699.3 699.3 683.6
R1 688.8 688.8 681.0 694.1
PP 671.0 671.0 671.0 673.6
S1 660.5 660.5 675.8 665.8
S2 642.7 642.7 673.2
S3 614.4 632.2 670.6
S4 586.1 603.9 662.8
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
5 681.6 642.1 39.5 5.8% 22.7 3.4% 92% False False 22,914
10 704.6 642.1 62.5 9.2% 20.9 3.1% 58% False False 13,278
20 725.2 642.1 83.1 12.2% 17.9 2.6% 44% False False 6,740
40 733.4 638.6 94.8 14.0% 20.6 3.0% 42% False False 3,433
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 5.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 801.7
2.618 755.5
1.618 727.2
1.000 709.7
0.618 698.9
HIGH 681.4
0.618 670.6
0.500 667.3
0.382 663.9
LOW 653.1
0.618 635.6
1.000 624.8
1.618 607.3
2.618 579.0
4.250 532.8
Fisher Pivots for day following 13-Mar-2008
Pivot 1 day 3 day
R1 674.7 673.2
PP 671.0 668.0
S1 667.3 662.9

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

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