CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 24-Mar-2008
Day Change Summary
Previous Current
20-Mar-2008 24-Mar-2008 Change Change % Previous Week
Open 662.9 675.9 13.0 2.0% 663.0
High 681.8 705.4 23.6 3.5% 689.8
Low 657.5 675.5 18.0 2.7% 640.1
Close 675.4 701.4 26.0 3.8% 675.4
Range 24.3 29.9 5.6 23.0% 49.7
ATR 23.2 23.7 0.5 2.1% 0.0
Volume 398,445 275,108 -123,337 -31.0% 1,795,794
Daily Pivots for day following 24-Mar-2008
Classic Woodie Camarilla DeMark
R4 783.8 772.5 717.8
R3 753.9 742.6 709.6
R2 724.0 724.0 706.9
R1 712.7 712.7 704.1 718.4
PP 694.1 694.1 694.1 696.9
S1 682.8 682.8 698.7 688.5
S2 664.2 664.2 695.9
S3 634.3 652.9 693.2
S4 604.4 623.0 685.0
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 817.5 796.2 702.7
R3 767.8 746.5 689.1
R2 718.1 718.1 684.5
R1 696.8 696.8 680.0 707.5
PP 668.4 668.4 668.4 673.8
S1 647.1 647.1 670.8 657.8
S2 618.7 618.7 666.3
S3 569.0 597.4 661.7
S4 519.3 547.7 648.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 705.4 640.1 65.3 9.3% 30.2 4.3% 94% True False 414,180
10 705.4 640.1 65.3 9.3% 28.5 4.1% 94% True False 254,737
20 725.2 640.1 85.1 12.1% 22.4 3.2% 72% False False 128,688
40 733.4 640.1 93.3 13.3% 20.6 2.9% 66% False False 64,410
60 805.1 638.6 166.5 23.7% 21.3 3.0% 38% False False 42,972
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 7.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 832.5
2.618 783.7
1.618 753.8
1.000 735.3
0.618 723.9
HIGH 705.4
0.618 694.0
0.500 690.5
0.382 686.9
LOW 675.5
0.618 657.0
1.000 645.6
1.618 627.1
2.618 597.2
4.250 548.4
Fisher Pivots for day following 24-Mar-2008
Pivot 1 day 3 day
R1 697.8 694.8
PP 694.1 688.1
S1 690.5 681.5

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

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