CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 28-Apr-2008

Day Change Summary
	Previous	Current
	25-Apr-2008	28-Apr-2008	Change	Change %	Previous Week
Open	711.5	720.2	8.7	1.2%	717.0
High	724.7	729.0	4.3	0.6%	724.7
Low	710.0	718.3	8.3	1.2%	696.9
Close	720.4	725.9	5.5	0.8%	720.4
Range	14.7	10.7	-4.0	-27.2%	27.8
ATR	14.5	14.3	-0.3	-1.9%	0.0
Volume	259	138	-121	-46.7%	678

Daily Pivots for day following 28-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	756.5	751.9	731.8
R3	745.8	741.2	728.8
R2	735.1	735.1	727.9
R1	730.5	730.5	726.9	732.8
PP	724.4	724.4	724.4	725.6
S1	719.8	719.8	724.9	722.1
S2	713.7	713.7	723.9
S3	703.0	709.1	723.0
S4	692.3	698.4	720.0

Weekly Pivots for week ending 25-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	797.4	786.7	735.7
R3	769.6	758.9	728.0
R2	741.8	741.8	725.5
R1	731.1	731.1	722.9	736.5
PP	714.0	714.0	714.0	716.7
S1	703.3	703.3	717.9	708.7
S2	686.2	686.2	715.3
S3	658.4	675.5	712.8
S4	630.6	647.7	705.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	729.0	696.9	32.1	4.4%	15.8	2.2%	90%	True	False	159
10	729.0	684.2	44.8	6.2%	13.6	1.9%	93%	True	False	497
20	729.0	683.4	45.6	6.3%	14.1	1.9%	93%	True	False	392

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	2.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	774.5
2.618	757.0
1.618	746.3
1.000	739.7
0.618	735.6
HIGH	729.0
0.618	724.9
0.500	723.7
0.382	722.4
LOW	718.3
0.618	711.7
1.000	707.6
1.618	701.0
2.618	690.3
4.250	672.8

Fisher Pivots for day following 28-Apr-2008
Pivot	1 day	3 day
R1	725.2	721.8
PP	724.4	717.7
S1	723.7	713.6

Download as Excel Spreadsheet

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

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