CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 07-Apr-2008
Day Change Summary
Previous Current
04-Apr-2008 07-Apr-2008 Change Change % Previous Week
Open 715.1 713.3 -1.8 -0.3% 685.0
High 721.0 720.6 -0.4 -0.1% 721.0
Low 708.4 709.8 1.4 0.2% 679.9
Close 713.9 711.4 -2.5 -0.4% 713.9
Range 12.6 10.8 -1.8 -14.3% 41.1
ATR 19.1 18.5 -0.6 -3.1% 0.0
Volume 180,720 208,243 27,523 15.2% 1,028,170
Daily Pivots for day following 07-Apr-2008
Classic Woodie Camarilla DeMark
R4 746.3 739.7 717.3
R3 735.5 728.9 714.4
R2 724.7 724.7 713.4
R1 718.1 718.1 712.4 716.0
PP 713.9 713.9 713.9 712.9
S1 707.3 707.3 710.4 705.2
S2 703.1 703.1 709.4
S3 692.3 696.5 708.4
S4 681.5 685.7 705.5
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 828.2 812.2 736.5
R3 787.1 771.1 725.2
R2 746.0 746.0 721.4
R1 730.0 730.0 717.7 738.0
PP 704.9 704.9 704.9 709.0
S1 688.9 688.9 710.1 696.9
S2 663.8 663.8 706.4
S3 622.7 647.8 702.6
S4 581.6 606.7 691.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 721.0 683.6 37.4 5.3% 14.7 2.1% 74% False False 212,111
10 721.0 679.9 41.1 5.8% 13.9 1.9% 77% False False 208,622
20 721.0 640.1 80.9 11.4% 21.2 3.0% 88% False False 231,679
40 725.4 640.1 85.3 12.0% 18.8 2.6% 84% False False 116,531
60 733.4 638.6 94.8 13.3% 20.2 2.8% 77% False False 77,735
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 766.5
2.618 748.9
1.618 738.1
1.000 731.4
0.618 727.3
HIGH 720.6
0.618 716.5
0.500 715.2
0.382 713.9
LOW 709.8
0.618 703.1
1.000 699.0
1.618 692.3
2.618 681.5
4.250 663.9
Fisher Pivots for day following 07-Apr-2008
Pivot 1 day 3 day
R1 715.2 713.2
PP 713.9 712.6
S1 712.7 712.0

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

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