CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 08-Apr-2008
Day Change Summary
Previous Current
07-Apr-2008 08-Apr-2008 Change Change % Previous Week
Open 720.5 709.5 -11.0 -1.5% 688.7
High 720.5 714.2 -6.3 -0.9% 720.1
Low 710.2 706.4 -3.8 -0.5% 680.8
Close 711.3 713.6 2.3 0.3% 713.8
Range 10.3 7.8 -2.5 -24.3% 39.3
ATR
Volume 50 7 -43 -86.0% 804
Daily Pivots for day following 08-Apr-2008
Classic Woodie Camarilla DeMark
R4 734.8 732.0 717.9
R3 727.0 724.2 715.7
R2 719.2 719.2 715.0
R1 716.4 716.4 714.3 717.8
PP 711.4 711.4 711.4 712.1
S1 708.6 708.6 712.9 710.0
S2 703.6 703.6 712.2
S3 695.8 700.8 711.5
S4 688.0 693.0 709.3
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 822.8 807.6 735.4
R3 783.5 768.3 724.6
R2 744.2 744.2 721.0
R1 729.0 729.0 717.4 736.6
PP 704.9 704.9 704.9 708.7
S1 689.7 689.7 710.2 697.3
S2 665.6 665.6 706.6
S3 626.3 650.4 703.0
S4 587.0 611.1 692.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 720.5 705.5 15.0 2.1% 10.3 1.4% 54% False False 167
10 720.5 680.8 39.7 5.6% 12.2 1.7% 83% False False 93
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 False
Bear Hook True
Bull Hook False
Stretch 3.6
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 747.4
2.618 734.6
1.618 726.8
1.000 722.0
0.618 719.0
HIGH 714.2
0.618 711.2
0.500 710.3
0.382 709.4
LOW 706.4
0.618 701.6
1.000 698.6
1.618 693.8
2.618 686.0
4.250 673.3
Fisher Pivots for day following 08-Apr-2008
Pivot 1 day 3 day
R1 712.5 713.6
PP 711.4 713.5
S1 710.3 713.5

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

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