CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 22-Apr-2008
Day Change Summary
Previous Current
21-Apr-2008 22-Apr-2008 Change Change % Previous Week
Open 717.0 714.5 -2.5 -0.3% 683.9
High 720.2 717.1 -3.1 -0.4% 724.4
Low 714.5 696.9 -17.6 -2.5% 683.4
Close 717.0 706.6 -10.4 -1.5% 717.9
Range 5.7 20.2 14.5 254.4% 41.0
ATR 13.6 14.1 0.5 3.4% 0.0
Volume 20 18 -2 -10.0% 6,027
Daily Pivots for day following 22-Apr-2008
Classic Woodie Camarilla DeMark
R4 767.5 757.2 717.7
R3 747.3 737.0 712.2
R2 727.1 727.1 710.3
R1 716.8 716.8 708.5 711.9
PP 706.9 706.9 706.9 704.4
S1 696.6 696.6 704.7 691.7
S2 686.7 686.7 702.9
S3 666.5 676.4 701.0
S4 646.3 656.2 695.5
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 831.6 815.7 740.5
R3 790.6 774.7 729.2
R2 749.6 749.6 725.4
R1 733.7 733.7 721.7 741.7
PP 708.6 708.6 708.6 712.5
S1 692.7 692.7 714.1 700.7
S2 667.6 667.6 710.4
S3 626.6 651.7 706.6
S4 585.6 610.7 695.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 724.4 694.4 30.0 4.2% 13.8 2.0% 41% False False 814
10 724.4 683.4 41.0 5.8% 14.7 2.1% 57% False False 621
20 724.4 680.8 43.6 6.2% 13.5 1.9% 59% False False 357
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 803.0
2.618 770.0
1.618 749.8
1.000 737.3
0.618 729.6
HIGH 717.1
0.618 709.4
0.500 707.0
0.382 704.6
LOW 696.9
0.618 684.4
1.000 676.7
1.618 664.2
2.618 644.0
4.250 611.1
Fisher Pivots for day following 22-Apr-2008
Pivot 1 day 3 day
R1 707.0 710.7
PP 706.9 709.3
S1 706.7 708.0

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

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