CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 14-Apr-2008
Day Change Summary
Previous Current
11-Apr-2008 14-Apr-2008 Change Change % Previous Week
Open 711.2 683.9 -27.3 -3.8% 720.5
High 711.2 693.3 -17.9 -2.5% 720.5
Low 686.0 683.4 -2.6 -0.4% 686.0
Close 688.2 686.4 -1.8 -0.3% 688.2
Range 25.2 9.9 -15.3 -60.7% 34.5
ATR 14.7 14.4 -0.3 -2.3% 0.0
Volume 51 1,864 1,813 3,554.9% 207
Daily Pivots for day following 14-Apr-2008
Classic Woodie Camarilla DeMark
R4 717.4 711.8 691.8
R3 707.5 701.9 689.1
R2 697.6 697.6 688.2
R1 692.0 692.0 687.3 694.8
PP 687.7 687.7 687.7 689.1
S1 682.1 682.1 685.5 684.9
S2 677.8 677.8 684.6
S3 667.9 672.2 683.7
S4 658.0 662.3 681.0
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 801.7 779.5 707.2
R3 767.2 745.0 697.7
R2 732.7 732.7 694.5
R1 710.5 710.5 691.4 704.4
PP 698.2 698.2 698.2 695.2
S1 676.0 676.0 685.0 669.9
S2 663.7 663.7 681.9
S3 629.2 641.5 678.7
S4 594.7 607.0 669.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 715.5 683.4 32.1 4.7% 15.7 2.3% 9% False True 404
10 720.5 683.4 37.1 5.4% 14.7 2.1% 8% False True 286
Crabel Price Patterns
NR True
NR4 True
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 3.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 735.4
2.618 719.2
1.618 709.3
1.000 703.2
0.618 699.4
HIGH 693.3
0.618 689.5
0.500 688.4
0.382 687.2
LOW 683.4
0.618 677.3
1.000 673.5
1.618 667.4
2.618 657.5
4.250 641.3
Fisher Pivots for day following 14-Apr-2008
Pivot 1 day 3 day
R1 688.4 697.3
PP 687.7 693.7
S1 687.1 690.0

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

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