CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 03-Jun-2008
Day Change Summary
Previous Current
02-Jun-2008 03-Jun-2008 Change Change % Previous Week
Open 748.7 741.2 -7.5 -1.0% 723.3
High 749.0 747.2 -1.8 -0.2% 751.5
Low 732.5 731.1 -1.4 -0.2% 721.0
Close 741.0 739.3 -1.7 -0.2% 748.7
Range 16.5 16.1 -0.4 -2.4% 30.5
ATR 13.6 13.8 0.2 1.3% 0.0
Volume 154,146 236,653 82,507 53.5% 821,892
Daily Pivots for day following 03-Jun-2008
Classic Woodie Camarilla DeMark
R4 787.5 779.5 748.2
R3 771.4 763.4 743.7
R2 755.3 755.3 742.3
R1 747.3 747.3 740.8 743.3
PP 739.2 739.2 739.2 737.2
S1 731.2 731.2 737.8 727.2
S2 723.1 723.1 736.3
S3 707.0 715.1 734.9
S4 690.9 699.0 730.4
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 831.9 820.8 765.5
R3 801.4 790.3 757.1
R2 770.9 770.9 754.3
R1 759.8 759.8 751.5 765.4
PP 740.4 740.4 740.4 743.2
S1 729.3 729.3 745.9 734.9
S2 709.9 709.9 743.1
S3 679.4 698.8 740.3
S4 648.9 668.3 731.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 751.5 730.1 21.4 2.9% 12.9 1.7% 43% False False 204,267
10 751.5 718.2 33.3 4.5% 13.5 1.8% 63% False False 214,277
20 751.5 711.1 40.4 5.5% 13.2 1.8% 70% False False 199,341
40 751.5 682.9 68.6 9.3% 14.0 1.9% 82% False False 191,434
60 751.5 640.1 111.4 15.1% 16.4 2.2% 89% False False 204,849
80 751.5 640.1 111.4 15.1% 16.4 2.2% 89% False False 153,983
100 751.5 638.6 112.9 15.3% 17.7 2.4% 89% False False 123,215
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 2.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 815.6
2.618 789.3
1.618 773.2
1.000 763.3
0.618 757.1
HIGH 747.2
0.618 741.0
0.500 739.2
0.382 737.3
LOW 731.1
0.618 721.2
1.000 715.0
1.618 705.1
2.618 689.0
4.250 662.7
Fisher Pivots for day following 03-Jun-2008
Pivot 1 day 3 day
R1 739.3 740.1
PP 739.2 739.8
S1 739.2 739.6

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

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