CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 28-Apr-2008
Day Change Summary
Previous Current
25-Apr-2008 28-Apr-2008 Change Change % Previous Week
Open 713.1 720.9 7.8 1.1% 717.9
High 724.6 729.0 4.4 0.6% 724.6
Low 709.6 717.5 7.9 1.1% 696.5
Close 720.2 725.7 5.5 0.8% 720.2
Range 15.0 11.5 -3.5 -23.3% 28.1
ATR 16.7 16.3 -0.4 -2.2% 0.0
Volume 234,324 169,025 -65,299 -27.9% 974,100
Daily Pivots for day following 28-Apr-2008
Classic Woodie Camarilla DeMark
R4 758.6 753.6 732.0
R3 747.1 742.1 728.9
R2 735.6 735.6 727.8
R1 730.6 730.6 726.8 733.1
PP 724.1 724.1 724.1 725.3
S1 719.1 719.1 724.6 721.6
S2 712.6 712.6 723.6
S3 701.1 707.6 722.5
S4 689.6 696.1 719.4
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 798.1 787.2 735.7
R3 770.0 759.1 727.9
R2 741.9 741.9 725.4
R1 731.0 731.0 722.8 736.5
PP 713.8 713.8 713.8 716.5
S1 702.9 702.9 717.6 708.4
S2 685.7 685.7 715.0
S3 657.6 674.8 712.5
S4 629.5 646.7 704.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 729.0 696.5 32.5 4.5% 16.5 2.3% 90% True False 188,394
10 729.0 684.1 44.9 6.2% 14.5 2.0% 93% True False 186,437
20 729.0 682.9 46.1 6.4% 15.1 2.1% 93% True False 191,559
40 729.0 640.1 88.9 12.3% 18.5 2.6% 96% True False 185,734
60 733.4 640.1 93.3 12.9% 17.8 2.5% 92% False False 123,882
80 756.3 638.6 117.7 16.2% 19.6 2.7% 74% False False 92,938
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 777.9
2.618 759.1
1.618 747.6
1.000 740.5
0.618 736.1
HIGH 729.0
0.618 724.6
0.500 723.3
0.382 721.9
LOW 717.5
0.618 710.4
1.000 706.0
1.618 698.9
2.618 687.4
4.250 668.6
Fisher Pivots for day following 28-Apr-2008
Pivot 1 day 3 day
R1 724.9 721.6
PP 724.1 717.6
S1 723.3 713.5

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

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