CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 742.8 763.8 21.0 2.8% 748.7
High 764.7 766.9 2.2 0.3% 766.9
Low 741.7 739.7 -2.0 -0.3% 731.1
Close 764.3 739.9 -24.4 -3.2% 739.9
Range 23.0 27.2 4.2 18.3% 35.8
ATR 14.6 15.5 0.9 6.1% 0.0
Volume 278,942 265,129 -13,813 -5.0% 1,180,670
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 830.4 812.4 754.9
R3 803.2 785.2 747.4
R2 776.0 776.0 744.9
R1 758.0 758.0 742.4 753.4
PP 748.8 748.8 748.8 746.6
S1 730.8 730.8 737.4 726.2
S2 721.6 721.6 734.9
S3 694.4 703.6 732.4
S4 667.2 676.4 724.9
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 853.4 832.4 759.6
R3 817.6 796.6 749.7
R2 781.8 781.8 746.5
R1 760.8 760.8 743.2 753.4
PP 746.0 746.0 746.0 742.3
S1 725.0 725.0 736.6 717.6
S2 710.2 710.2 733.3
S3 674.4 689.2 730.1
S4 638.6 653.4 720.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 766.9 731.1 35.8 4.8% 19.9 2.7% 25% True False 236,134
10 766.9 718.2 48.7 6.6% 16.0 2.2% 45% True False 221,839
20 766.9 711.1 55.8 7.5% 14.4 2.0% 52% True False 211,906
40 766.9 682.9 84.0 11.4% 14.5 2.0% 68% True False 198,099
60 766.9 640.1 126.8 17.1% 16.3 2.2% 79% True False 217,137
80 766.9 640.1 126.8 17.1% 16.6 2.2% 79% True False 163,855
100 766.9 638.6 128.3 17.3% 17.9 2.4% 79% True False 131,110
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 2.8
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 882.5
2.618 838.1
1.618 810.9
1.000 794.1
0.618 783.7
HIGH 766.9
0.618 756.5
0.500 753.3
0.382 750.1
LOW 739.7
0.618 722.9
1.000 712.5
1.618 695.7
2.618 668.5
4.250 624.1
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 753.3 750.5
PP 748.8 746.9
S1 744.4 743.4

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

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