CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 24-Apr-2008
Day Change Summary
Previous Current
23-Apr-2008 24-Apr-2008 Change Change % Previous Week
Open 706.4 705.5 -0.9 -0.1% 689.0
High 711.9 721.6 9.7 1.4% 724.9
Low 700.5 698.0 -2.5 -0.4% 682.9
Close 705.7 713.3 7.6 1.1% 717.7
Range 11.4 23.6 12.2 107.0% 42.0
ATR 16.3 16.8 0.5 3.2% 0.0
Volume 232,023 173,157 -58,866 -25.4% 914,274
Daily Pivots for day following 24-Apr-2008
Classic Woodie Camarilla DeMark
R4 781.8 771.1 726.3
R3 758.2 747.5 719.8
R2 734.6 734.6 717.6
R1 723.9 723.9 715.5 729.3
PP 711.0 711.0 711.0 713.6
S1 700.3 700.3 711.1 705.7
S2 687.4 687.4 709.0
S3 663.8 676.7 706.8
S4 640.2 653.1 700.3
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% 15.4 2.2% 59% False False 182,818
10 724.9 682.9 42.0 5.9% 15.5 2.2% 72% False False 184,401
20 724.9 679.9 45.0 6.3% 15.3 2.1% 74% False False 190,928
40 724.9 640.1 84.8 11.9% 18.8 2.6% 86% False False 175,665
60 733.4 640.1 93.3 13.1% 18.3 2.6% 78% False False 117,162
80 768.5 638.6 129.9 18.2% 19.6 2.7% 58% False False 87,897
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 821.9
2.618 783.4
1.618 759.8
1.000 745.2
0.618 736.2
HIGH 721.6
0.618 712.6
0.500 709.8
0.382 707.0
LOW 698.0
0.618 683.4
1.000 674.4
1.618 659.8
2.618 636.2
4.250 597.7
Fisher Pivots for day following 24-Apr-2008
Pivot 1 day 3 day
R1 712.1 711.9
PP 711.0 710.5
S1 709.8 709.1

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

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