CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 20-Feb-2008
Day Change Summary
Previous Current
19-Feb-2008 20-Feb-2008 Change Change % Previous Week
Open 700.0 700.8 0.8 0.1% 697.7
High 714.1 712.4 -1.7 -0.2% 725.4
Low 699.5 694.9 -4.6 -0.7% 691.1
Close 706.9 712.2 5.3 0.7% 701.8
Range 14.6 17.5 2.9 19.9% 34.3
ATR 18.9 18.8 -0.1 -0.5% 0.0
Volume 153 266 113 73.9% 153
Daily Pivots for day following 20-Feb-2008
Classic Woodie Camarilla DeMark
R4 759.0 753.1 721.8
R3 741.5 735.6 717.0
R2 724.0 724.0 715.4
R1 718.1 718.1 713.8 721.1
PP 706.5 706.5 706.5 708.0
S1 700.6 700.6 710.6 703.6
S2 689.0 689.0 709.0
S3 671.5 683.1 707.4
S4 654.0 665.6 702.6
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% 15.5 2.2% 57% False True 109
10 725.4 686.9 38.5 5.4% 16.1 2.3% 66% False False 89
20 733.4 677.7 55.7 7.8% 18.7 2.6% 62% False False 116
40 808.8 638.6 170.2 23.9% 20.2 2.8% 43% False False 98
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 786.8
2.618 758.2
1.618 740.7
1.000 729.9
0.618 723.2
HIGH 712.4
0.618 705.7
0.500 703.7
0.382 701.6
LOW 694.9
0.618 684.1
1.000 677.4
1.618 666.6
2.618 649.1
4.250 620.5
Fisher Pivots for day following 20-Feb-2008
Pivot 1 day 3 day
R1 709.4 709.6
PP 706.5 707.1
S1 703.7 704.5

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

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