CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 14-Apr-2008
Day Change Summary
Previous Current
11-Apr-2008 14-Apr-2008 Change Change % Previous Week
Open 707.5 689.0 -18.5 -2.6% 713.3
High 711.0 694.2 -16.8 -2.4% 720.6
Low 685.5 682.9 -2.6 -0.4% 685.5
Close 688.4 686.8 -1.6 -0.2% 688.4
Range 25.5 11.3 -14.2 -55.7% 35.1
ATR 18.4 17.9 -0.5 -2.8% 0.0
Volume 189,964 193,025 3,061 1.6% 921,485
Daily Pivots for day following 14-Apr-2008
Classic Woodie Camarilla DeMark
R4 721.9 715.6 693.0
R3 710.6 704.3 689.9
R2 699.3 699.3 688.9
R1 693.0 693.0 687.8 690.5
PP 688.0 688.0 688.0 686.7
S1 681.7 681.7 685.8 679.2
S2 676.7 676.7 684.7
S3 665.4 670.4 683.7
S4 654.1 659.1 680.6
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
5 716.8 682.9 33.9 4.9% 16.5 2.4% 12% False True 181,253
10 721.0 682.9 38.1 5.5% 15.6 2.3% 10% False True 196,682
20 721.0 640.1 80.9 11.8% 18.6 2.7% 58% False False 253,169
40 725.2 640.1 85.1 12.4% 18.8 2.7% 55% False False 139,184
60 733.4 638.6 94.8 13.8% 20.1 2.9% 51% False False 92,829
80 808.8 638.6 170.2 24.8% 19.4 2.8% 28% False False 69,635
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 742.2
2.618 723.8
1.618 712.5
1.000 705.5
0.618 701.2
HIGH 694.2
0.618 689.9
0.500 688.6
0.382 687.2
LOW 682.9
0.618 675.9
1.000 671.6
1.618 664.6
2.618 653.3
4.250 634.9
Fisher Pivots for day following 14-Apr-2008
Pivot 1 day 3 day
R1 688.6 697.0
PP 688.0 693.6
S1 687.4 690.2

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

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