CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 03-Apr-2008
Day Change Summary
Previous Current
02-Apr-2008 03-Apr-2008 Change Change % Previous Week
Open 709.3 711.9 2.6 0.4% 675.9
High 717.2 716.9 -0.3 0.0% 706.2
Low 705.2 705.3 0.1 0.0% 675.5
Close 712.2 715.3 3.1 0.4% 684.1
Range 12.0 11.6 -0.4 -3.3% 30.7
ATR 20.2 19.6 -0.6 -3.0% 0.0
Volume 248,346 219,470 -28,876 -11.6% 1,124,921
Daily Pivots for day following 03-Apr-2008
Classic Woodie Camarilla DeMark
R4 747.3 742.9 721.7
R3 735.7 731.3 718.5
R2 724.1 724.1 717.4
R1 719.7 719.7 716.4 721.9
PP 712.5 712.5 712.5 713.6
S1 708.1 708.1 714.2 710.3
S2 700.9 700.9 713.2
S3 689.3 696.5 712.1
S4 677.7 684.9 708.9
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
5 717.2 679.9 37.3 5.2% 16.2 2.3% 95% False False 212,462
10 717.2 657.5 59.7 8.3% 16.9 2.4% 97% False False 237,081
20 717.2 640.1 77.1 10.8% 22.3 3.1% 98% False False 212,960
40 725.4 640.1 85.3 11.9% 19.1 2.7% 88% False False 106,814
60 733.4 638.6 94.8 13.3% 20.6 2.9% 81% False False 71,255
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 766.2
2.618 747.3
1.618 735.7
1.000 728.5
0.618 724.1
HIGH 716.9
0.618 712.5
0.500 711.1
0.382 709.7
LOW 705.3
0.618 698.1
1.000 693.7
1.618 686.5
2.618 674.9
4.250 656.0
Fisher Pivots for day following 03-Apr-2008
Pivot 1 day 3 day
R1 713.9 710.3
PP 712.5 705.4
S1 711.1 700.4

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

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