CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 21-Apr-2008
Day Change Summary
Previous Current
18-Apr-2008 21-Apr-2008 Change Change % Previous Week
Open 711.4 717.9 6.5 0.9% 689.0
High 724.9 720.6 -4.3 -0.6% 724.9
Low 710.5 714.0 3.5 0.5% 682.9
Close 717.7 716.8 -0.9 -0.1% 717.7
Range 14.4 6.6 -7.8 -54.2% 42.0
ATR 17.1 16.3 -0.7 -4.4% 0.0
Volume 174,316 201,153 26,837 15.4% 914,274
Daily Pivots for day following 21-Apr-2008
Classic Woodie Camarilla DeMark
R4 736.9 733.5 720.4
R3 730.3 726.9 718.6
R2 723.7 723.7 718.0
R1 720.3 720.3 717.4 718.7
PP 717.1 717.1 717.1 716.4
S1 713.7 713.7 716.2 712.1
S2 710.5 710.5 715.6
S3 703.9 707.1 715.0
S4 697.3 700.5 713.2
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
5 724.9 684.1 40.8 5.7% 12.4 1.7% 80% False False 184,480
10 724.9 682.9 42.0 5.9% 14.5 2.0% 81% False False 182,866
20 724.9 679.9 45.0 6.3% 14.2 2.0% 82% False False 195,744
40 725.2 640.1 85.1 11.9% 18.3 2.6% 90% False False 162,216
60 733.4 640.1 93.3 13.0% 18.5 2.6% 82% False False 108,188
80 805.1 638.6 166.5 23.2% 19.5 2.7% 47% False False 81,165
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 748.7
2.618 737.9
1.618 731.3
1.000 727.2
0.618 724.7
HIGH 720.6
0.618 718.1
0.500 717.3
0.382 716.5
LOW 714.0
0.618 709.9
1.000 707.4
1.618 703.3
2.618 696.7
4.250 686.0
Fisher Pivots for day following 21-Apr-2008
Pivot 1 day 3 day
R1 717.3 715.9
PP 717.1 715.0
S1 717.0 714.1

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

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