CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 26-Mar-2008
Day Change Summary
Previous Current
25-Mar-2008 26-Mar-2008 Change Change % Previous Week
Open 701.6 703.7 2.1 0.3% 663.0
High 706.2 704.6 -1.6 -0.2% 689.8
Low 694.5 695.4 0.9 0.1% 640.1
Close 704.2 698.3 -5.9 -0.8% 675.4
Range 11.7 9.2 -2.5 -21.4% 49.7
ATR 22.8 21.8 -1.0 -4.3% 0.0
Volume 219,589 217,464 -2,125 -1.0% 1,795,794
Daily Pivots for day following 26-Mar-2008
Classic Woodie Camarilla DeMark
R4 727.0 721.9 703.4
R3 717.8 712.7 700.8
R2 708.6 708.6 700.0
R1 703.5 703.5 699.1 701.5
PP 699.4 699.4 699.4 698.4
S1 694.3 694.3 697.5 692.3
S2 690.2 690.2 696.6
S3 681.0 685.1 695.8
S4 671.8 675.9 693.2
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
5 706.2 657.5 48.7 7.0% 20.7 3.0% 84% False False 317,416
10 706.2 640.1 66.1 9.5% 25.2 3.6% 88% False False 296,552
20 725.2 640.1 85.1 12.2% 22.4 3.2% 68% False False 150,523
40 733.4 640.1 93.3 13.4% 20.2 2.9% 62% False False 75,334
60 780.7 638.6 142.1 20.3% 21.0 3.0% 42% False False 50,255
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.9
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 743.7
2.618 728.7
1.618 719.5
1.000 713.8
0.618 710.3
HIGH 704.6
0.618 701.1
0.500 700.0
0.382 698.9
LOW 695.4
0.618 689.7
1.000 686.2
1.618 680.5
2.618 671.3
4.250 656.3
Fisher Pivots for day following 26-Mar-2008
Pivot 1 day 3 day
R1 700.0 695.8
PP 699.4 693.3
S1 698.9 690.9

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

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