CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 19-Feb-2008
Day Change Summary
Previous Current
18-Feb-2008 19-Feb-2008 Change Change % Previous Week
Open 700.0 700.0 0.0 0.0% 697.7
High 710.8 714.1 3.3 0.5% 725.4
Low 700.0 699.5 -0.5 -0.1% 691.1
Close 710.8 706.9 -3.9 -0.5% 701.8
Range 10.8 14.6 3.8 35.2% 34.3
ATR 19.3 18.9 -0.3 -1.7% 0.0
Volume 50 153 103 206.0% 153
Daily Pivots for day following 19-Feb-2008
Classic Woodie Camarilla DeMark
R4 750.6 743.4 714.9
R3 736.0 728.8 710.9
R2 721.4 721.4 709.6
R1 714.2 714.2 708.2 717.8
PP 706.8 706.8 706.8 708.7
S1 699.6 699.6 705.6 703.2
S2 692.2 692.2 704.2
S3 677.6 685.0 702.9
S4 663.0 670.4 698.9
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 809.0 789.7 720.7
R3 774.7 755.4 711.2
R2 740.4 740.4 708.1
R1 721.1 721.1 704.9 730.8
PP 706.1 706.1 706.1 710.9
S1 686.8 686.8 698.7 696.5
S2 671.8 671.8 695.5
S3 637.5 652.5 692.4
S4 603.2 618.2 682.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 725.4 694.9 30.5 4.3% 15.4 2.2% 39% False False 62
10 725.4 686.9 38.5 5.4% 16.4 2.3% 52% False False 111
20 733.4 650.2 83.2 11.8% 20.2 2.9% 68% False False 116
40 808.8 638.6 170.2 24.1% 19.9 2.8% 40% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 776.2
2.618 752.3
1.618 737.7
1.000 728.7
0.618 723.1
HIGH 714.1
0.618 708.5
0.500 706.8
0.382 705.1
LOW 699.5
0.618 690.5
1.000 684.9
1.618 675.9
2.618 661.3
4.250 637.5
Fisher Pivots for day following 19-Feb-2008
Pivot 1 day 3 day
R1 706.9 706.1
PP 706.8 705.3
S1 706.8 704.5

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

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