CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 11-Apr-2008
Day Change Summary
Previous Current
10-Apr-2008 11-Apr-2008 Change Change % Previous Week
Open 700.2 707.5 7.3 1.0% 713.3
High 711.1 711.0 -0.1 0.0% 720.6
Low 695.0 685.5 -9.5 -1.4% 685.5
Close 707.6 688.4 -19.2 -2.7% 688.4
Range 16.1 25.5 9.4 58.4% 35.1
ATR 17.9 18.4 0.5 3.0% 0.0
Volume 207,663 189,964 -17,699 -8.5% 921,485
Daily Pivots for day following 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 771.5 755.4 702.4
R3 746.0 729.9 695.4
R2 720.5 720.5 693.1
R1 704.4 704.4 690.7 699.7
PP 695.0 695.0 695.0 692.6
S1 678.9 678.9 686.1 674.2
S2 669.5 669.5 683.7
S3 644.0 653.4 681.4
S4 618.5 627.9 674.4
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 803.5 781.0 707.7
R3 768.4 745.9 698.1
R2 733.3 733.3 694.8
R1 710.8 710.8 691.6 704.5
PP 698.2 698.2 698.2 695.0
S1 675.7 675.7 685.2 669.4
S2 663.1 663.1 682.0
S3 628.0 640.6 678.7
S4 592.9 605.5 669.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 720.6 685.5 35.1 5.1% 16.4 2.4% 8% False True 184,297
10 721.0 679.9 41.1 6.0% 16.0 2.3% 21% False False 194,965
20 721.0 640.1 80.9 11.8% 19.9 2.9% 60% False False 261,979
40 725.2 640.1 85.1 12.4% 18.9 2.7% 57% False False 134,359
60 733.4 638.6 94.8 13.8% 20.3 3.0% 53% False False 89,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 819.4
2.618 777.8
1.618 752.3
1.000 736.5
0.618 726.8
HIGH 711.0
0.618 701.3
0.500 698.3
0.382 695.2
LOW 685.5
0.618 669.7
1.000 660.0
1.618 644.2
2.618 618.7
4.250 577.1
Fisher Pivots for day following 11-Apr-2008
Pivot 1 day 3 day
R1 698.3 701.2
PP 695.0 696.9
S1 691.7 692.7

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

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