CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 28-Mar-2008
Day Change Summary
Previous Current
27-Mar-2008 28-Mar-2008 Change Change % Previous Week
Open 697.4 692.9 -4.5 -0.6% 675.9
High 704.9 697.5 -7.4 -1.0% 706.2
Low 691.4 681.4 -10.0 -1.4% 675.5
Close 692.7 684.1 -8.6 -1.2% 684.1
Range 13.5 16.1 2.6 19.3% 30.7
ATR 21.2 20.9 -0.4 -1.7% 0.0
Volume 197,900 214,860 16,960 8.6% 1,124,921
Daily Pivots for day following 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 736.0 726.1 693.0
R3 719.9 710.0 688.5
R2 703.8 703.8 687.1
R1 693.9 693.9 685.6 690.8
PP 687.7 687.7 687.7 686.1
S1 677.8 677.8 682.6 674.7
S2 671.6 671.6 681.1
S3 655.5 661.7 679.7
S4 639.4 645.6 675.2
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 780.7 763.1 701.0
R3 750.0 732.4 692.5
R2 719.3 719.3 689.7
R1 701.7 701.7 686.9 710.5
PP 688.6 688.6 688.6 693.0
S1 671.0 671.0 681.3 679.8
S2 657.9 657.9 678.5
S3 627.2 640.3 675.7
S4 596.5 609.6 667.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 706.2 675.5 30.7 4.5% 16.1 2.4% 28% False False 224,984
10 706.2 640.1 66.1 9.7% 23.8 3.5% 67% False False 328,993
20 706.2 640.1 66.1 9.7% 22.3 3.3% 67% False False 171,135
40 733.4 640.1 93.3 13.6% 19.4 2.8% 47% False False 85,649
60 766.0 638.6 127.4 18.6% 21.1 3.1% 36% False False 57,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 765.9
2.618 739.6
1.618 723.5
1.000 713.6
0.618 707.4
HIGH 697.5
0.618 691.3
0.500 689.5
0.382 687.6
LOW 681.4
0.618 671.5
1.000 665.3
1.618 655.4
2.618 639.3
4.250 613.0
Fisher Pivots for day following 28-Mar-2008
Pivot 1 day 3 day
R1 689.5 693.2
PP 687.7 690.1
S1 685.9 687.1

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

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