CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 01-Apr-2008
Day Change Summary
Previous Current
31-Mar-2008 01-Apr-2008 Change Change % Previous Week
Open 685.0 685.0 0.0 0.0% 675.9
High 694.4 710.2 15.8 2.3% 706.2
Low 679.9 683.6 3.7 0.5% 675.5
Close 690.0 709.7 19.7 2.9% 684.1
Range 14.5 26.6 12.1 83.4% 30.7
ATR 20.4 20.9 0.4 2.2% 0.0
Volume 175,858 203,776 27,918 15.9% 1,124,921
Daily Pivots for day following 01-Apr-2008
Classic Woodie Camarilla DeMark
R4 781.0 771.9 724.3
R3 754.4 745.3 717.0
R2 727.8 727.8 714.6
R1 718.7 718.7 712.1 723.3
PP 701.2 701.2 701.2 703.4
S1 692.1 692.1 707.3 696.7
S2 674.6 674.6 704.8
S3 648.0 665.5 702.4
S4 621.4 638.9 695.1
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
5 710.2 679.9 30.3 4.3% 16.0 2.3% 98% True False 201,971
10 710.2 649.5 60.7 8.6% 20.7 2.9% 99% True False 286,055
20 710.2 640.1 70.1 9.9% 22.6 3.2% 99% True False 190,067
40 725.4 640.1 85.3 12.0% 19.6 2.8% 82% False False 95,131
60 741.1 638.6 102.5 14.4% 21.0 3.0% 69% False False 63,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 823.3
2.618 779.8
1.618 753.2
1.000 736.8
0.618 726.6
HIGH 710.2
0.618 700.0
0.500 696.9
0.382 693.8
LOW 683.6
0.618 667.2
1.000 657.0
1.618 640.6
2.618 614.0
4.250 570.6
Fisher Pivots for day following 01-Apr-2008
Pivot 1 day 3 day
R1 705.4 704.8
PP 701.2 699.9
S1 696.9 695.1

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

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