CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 08-May-2008
Day Change Summary
Previous Current
07-May-2008 08-May-2008 Change Change % Previous Week
Open 730.4 717.4 -13.0 -1.8% 720.9
High 733.7 720.7 -13.0 -1.8% 738.3
Low 714.3 713.0 -1.3 -0.2% 712.4
Close 717.8 715.9 -1.9 -0.3% 727.6
Range 19.4 7.7 -11.7 -60.3% 25.9
ATR 15.6 15.0 -0.6 -3.6% 0.0
Volume 194,679 207,564 12,885 6.6% 848,758
Daily Pivots for day following 08-May-2008
Classic Woodie Camarilla DeMark
R4 739.6 735.5 720.1
R3 731.9 727.8 718.0
R2 724.2 724.2 717.3
R1 720.1 720.1 716.6 718.3
PP 716.5 716.5 716.5 715.7
S1 712.4 712.4 715.2 710.6
S2 708.8 708.8 714.5
S3 701.1 704.7 713.8
S4 693.4 697.0 711.7
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 803.8 791.6 741.8
R3 777.9 765.7 734.7
R2 752.0 752.0 732.3
R1 739.8 739.8 730.0 745.9
PP 726.1 726.1 726.1 729.2
S1 713.9 713.9 725.2 720.0
S2 700.2 700.2 722.9
S3 674.3 688.0 720.5
S4 648.4 662.1 713.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 738.3 713.0 25.3 3.5% 12.8 1.8% 11% False True 188,986
10 738.3 709.6 28.7 4.0% 13.5 1.9% 22% False False 184,185
20 738.3 682.9 55.4 7.7% 14.5 2.0% 60% False False 184,293
40 738.3 640.1 98.2 13.7% 17.3 2.4% 77% False False 219,752
60 738.3 640.1 98.2 13.7% 17.4 2.4% 77% False False 147,838
80 738.3 638.6 99.7 13.9% 18.8 2.6% 78% False False 110,911
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 753.4
2.618 740.9
1.618 733.2
1.000 728.4
0.618 725.5
HIGH 720.7
0.618 717.8
0.500 716.9
0.382 715.9
LOW 713.0
0.618 708.2
1.000 705.3
1.618 700.5
2.618 692.8
4.250 680.3
Fisher Pivots for day following 08-May-2008
Pivot 1 day 3 day
R1 716.9 723.4
PP 716.5 720.9
S1 716.2 718.4

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

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