CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 22-Apr-2008
Day Change Summary
Previous Current
21-Apr-2008 22-Apr-2008 Change Change % Previous Week
Open 717.9 716.5 -1.4 -0.2% 689.0
High 720.6 717.5 -3.1 -0.4% 724.9
Low 714.0 696.5 -17.5 -2.5% 682.9
Close 716.8 706.4 -10.4 -1.5% 717.7
Range 6.6 21.0 14.4 218.2% 42.0
ATR 16.3 16.7 0.3 2.0% 0.0
Volume 201,153 133,443 -67,710 -33.7% 914,274
Daily Pivots for day following 22-Apr-2008
Classic Woodie Camarilla DeMark
R4 769.8 759.1 718.0
R3 748.8 738.1 712.2
R2 727.8 727.8 710.3
R1 717.1 717.1 708.3 712.0
PP 706.8 706.8 706.8 704.2
S1 696.1 696.1 704.5 691.0
S2 685.8 685.8 702.6
S3 664.8 675.1 700.6
S4 643.8 654.1 694.9
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
5 724.9 694.0 30.9 4.4% 14.9 2.1% 40% False False 180,017
10 724.9 682.9 42.0 5.9% 15.7 2.2% 56% False False 180,272
20 724.9 679.9 45.0 6.4% 14.6 2.1% 59% False False 191,437
40 725.2 640.1 85.1 12.0% 18.7 2.7% 78% False False 165,547
60 733.4 640.1 93.3 13.2% 18.4 2.6% 71% False False 110,412
80 794.8 638.6 156.2 22.1% 19.5 2.8% 43% False False 82,833
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 2.7
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 806.8
2.618 772.5
1.618 751.5
1.000 738.5
0.618 730.5
HIGH 717.5
0.618 709.5
0.500 707.0
0.382 704.5
LOW 696.5
0.618 683.5
1.000 675.5
1.618 662.5
2.618 641.5
4.250 607.3
Fisher Pivots for day following 22-Apr-2008
Pivot 1 day 3 day
R1 707.0 710.7
PP 706.8 709.3
S1 706.6 707.8

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

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