CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 18-Apr-2008
Day Change Summary
Previous Current
17-Apr-2008 18-Apr-2008 Change Change % Previous Week
Open 714.8 711.4 -3.4 -0.5% 689.0
High 715.0 724.9 9.9 1.4% 724.9
Low 703.3 710.5 7.2 1.0% 682.9
Close 709.9 717.7 7.8 1.1% 717.7
Range 11.7 14.4 2.7 23.1% 42.0
ATR 17.3 17.1 -0.2 -0.9% 0.0
Volume 221,292 174,316 -46,976 -21.2% 914,274
Daily Pivots for day following 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 760.9 753.7 725.6
R3 746.5 739.3 721.7
R2 732.1 732.1 720.3
R1 724.9 724.9 719.0 728.5
PP 717.7 717.7 717.7 719.5
S1 710.5 710.5 716.4 714.1
S2 703.3 703.3 715.1
S3 688.9 696.1 713.7
S4 674.5 681.7 709.8
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 834.5 818.1 740.8
R3 792.5 776.1 729.3
R2 750.5 750.5 725.4
R1 734.1 734.1 721.6 742.3
PP 708.5 708.5 708.5 712.6
S1 692.1 692.1 713.9 700.3
S2 666.5 666.5 710.0
S3 624.5 650.1 706.2
S4 582.5 608.1 694.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 724.9 682.9 42.0 5.9% 13.4 1.9% 83% True False 182,854
10 724.9 682.9 42.0 5.9% 14.9 2.1% 83% True False 183,575
20 724.9 675.5 49.4 6.9% 15.3 2.1% 85% True False 199,442
40 725.2 640.1 85.1 11.9% 18.5 2.6% 91% False False 157,193
60 733.4 640.1 93.3 13.0% 18.7 2.6% 83% False False 104,837
80 808.8 638.6 170.2 23.7% 19.6 2.7% 46% False False 78,650
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 786.1
2.618 762.6
1.618 748.2
1.000 739.3
0.618 733.8
HIGH 724.9
0.618 719.4
0.500 717.7
0.382 716.0
LOW 710.5
0.618 701.6
1.000 696.1
1.618 687.2
2.618 672.8
4.250 649.3
Fisher Pivots for day following 18-Apr-2008
Pivot 1 day 3 day
R1 717.7 715.0
PP 717.7 712.2
S1 717.7 709.5

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

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