CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 19-Mar-2008
Day Change Summary
Previous Current
18-Mar-2008 19-Mar-2008 Change Change % Previous Week
Open 652.1 681.3 29.2 4.5% 660.4
High 682.7 689.8 7.1 1.0% 690.3
Low 649.5 661.5 12.0 1.8% 642.1
Close 681.6 663.3 -18.3 -2.7% 663.7
Range 33.2 28.3 -4.9 -14.8% 48.2
ATR 22.7 23.1 0.4 1.8% 0.0
Volume 481,079 476,477 -4,602 -1.0% 476,470
Daily Pivots for day following 19-Mar-2008
Classic Woodie Camarilla DeMark
R4 756.4 738.2 678.9
R3 728.1 709.9 671.1
R2 699.8 699.8 668.5
R1 681.6 681.6 665.9 676.6
PP 671.5 671.5 671.5 669.0
S1 653.3 653.3 660.7 648.3
S2 643.2 643.2 658.1
S3 614.9 625.0 655.5
S4 586.6 596.7 647.7
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 810.0 785.0 690.2
R3 761.8 736.8 677.0
R2 713.6 713.6 672.5
R1 688.6 688.6 668.1 701.1
PP 665.4 665.4 665.4 671.6
S1 640.4 640.4 659.3 652.9
S2 617.2 617.2 654.9
S3 569.0 592.2 650.4
S4 520.8 544.0 637.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 690.3 640.1 50.2 7.6% 32.3 4.9% 46% False False 364,235
10 690.3 640.1 50.2 7.6% 27.7 4.2% 46% False False 188,839
20 725.2 640.1 85.1 12.8% 21.8 3.3% 27% False False 95,042
40 733.4 640.1 93.3 14.1% 20.3 3.1% 25% False False 47,579
60 808.8 638.6 170.2 25.7% 20.7 3.1% 15% False False 31,746
Crabel Price Patterns
NR True
NR4 True
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 7.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 810.1
2.618 763.9
1.618 735.6
1.000 718.1
0.618 707.3
HIGH 689.8
0.618 679.0
0.500 675.7
0.382 672.3
LOW 661.5
0.618 644.0
1.000 633.2
1.618 615.7
2.618 587.4
4.250 541.2
Fisher Pivots for day following 19-Mar-2008
Pivot 1 day 3 day
R1 675.7 665.0
PP 671.5 664.4
S1 667.4 663.9

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

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