CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 23-Apr-2008
Day Change Summary
Previous Current
22-Apr-2008 23-Apr-2008 Change Change % Previous Week
Open 716.5 706.4 -10.1 -1.4% 689.0
High 717.5 711.9 -5.6 -0.8% 724.9
Low 696.5 700.5 4.0 0.6% 682.9
Close 706.4 705.7 -0.7 -0.1% 717.7
Range 21.0 11.4 -9.6 -45.7% 42.0
ATR 16.7 16.3 -0.4 -2.3% 0.0
Volume 133,443 232,023 98,580 73.9% 914,274
Daily Pivots for day following 23-Apr-2008
Classic Woodie Camarilla DeMark
R4 740.2 734.4 712.0
R3 728.8 723.0 708.8
R2 717.4 717.4 707.8
R1 711.6 711.6 706.7 708.8
PP 706.0 706.0 706.0 704.7
S1 700.2 700.2 704.7 697.4
S2 694.6 694.6 703.6
S3 683.2 688.8 702.6
S4 671.8 677.4 699.4
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
5 724.9 696.5 28.4 4.0% 13.0 1.8% 32% False False 192,445
10 724.9 682.9 42.0 6.0% 14.8 2.1% 54% False False 187,852
20 724.9 679.9 45.0 6.4% 14.8 2.1% 57% False False 192,165
40 725.2 640.1 85.1 12.1% 18.6 2.6% 77% False False 171,344
60 733.4 640.1 93.3 13.2% 18.4 2.6% 70% False False 114,277
80 780.7 638.6 142.1 20.1% 19.5 2.8% 47% False False 85,733
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 760.4
2.618 741.7
1.618 730.3
1.000 723.3
0.618 718.9
HIGH 711.9
0.618 707.5
0.500 706.2
0.382 704.9
LOW 700.5
0.618 693.5
1.000 689.1
1.618 682.1
2.618 670.7
4.250 652.1
Fisher Pivots for day following 23-Apr-2008
Pivot 1 day 3 day
R1 706.2 708.6
PP 706.0 707.6
S1 705.9 706.7

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

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