CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 09-Apr-2008
Day Change Summary
Previous Current
08-Apr-2008 09-Apr-2008 Change Change % Previous Week
Open 711.1 713.7 2.6 0.4% 685.0
High 714.9 716.8 1.9 0.3% 721.0
Low 705.8 696.1 -9.7 -1.4% 679.9
Close 713.7 700.4 -13.3 -1.9% 713.9
Range 9.1 20.7 11.6 127.5% 41.1
ATR 17.8 18.0 0.2 1.1% 0.0
Volume 159,388 156,227 -3,161 -2.0% 1,028,170
Daily Pivots for day following 09-Apr-2008
Classic Woodie Camarilla DeMark
R4 766.5 754.2 711.8
R3 745.8 733.5 706.1
R2 725.1 725.1 704.2
R1 712.8 712.8 702.3 708.6
PP 704.4 704.4 704.4 702.4
S1 692.1 692.1 698.5 687.9
S2 683.7 683.7 696.6
S3 663.0 671.4 694.7
S4 642.3 650.7 689.0
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
5 721.0 696.1 24.9 3.6% 13.0 1.9% 17% False True 184,809
10 721.0 679.9 41.1 5.9% 14.8 2.1% 50% False False 196,478
20 721.0 640.1 80.9 11.6% 20.0 2.9% 75% False False 246,515
40 725.4 640.1 85.3 12.2% 18.8 2.7% 71% False False 124,420
60 733.4 638.6 94.8 13.5% 20.2 2.9% 65% False False 82,992
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 804.8
2.618 771.0
1.618 750.3
1.000 737.5
0.618 729.6
HIGH 716.8
0.618 708.9
0.500 706.5
0.382 704.0
LOW 696.1
0.618 683.3
1.000 675.4
1.618 662.6
2.618 641.9
4.250 608.1
Fisher Pivots for day following 09-Apr-2008
Pivot 1 day 3 day
R1 706.5 708.4
PP 704.4 705.7
S1 702.4 703.1

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

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