CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 21-Feb-2008
Day Change Summary
Previous Current
20-Feb-2008 21-Feb-2008 Change Change % Previous Week
Open 700.8 714.1 13.3 1.9% 697.7
High 712.4 720.4 8.0 1.1% 725.4
Low 694.9 695.4 0.5 0.1% 691.1
Close 712.2 698.1 -14.1 -2.0% 701.8
Range 17.5 25.0 7.5 42.9% 34.3
ATR 18.8 19.3 0.4 2.3% 0.0
Volume 266 424 158 59.4% 153
Daily Pivots for day following 21-Feb-2008
Classic Woodie Camarilla DeMark
R4 779.6 763.9 711.9
R3 754.6 738.9 705.0
R2 729.6 729.6 702.7
R1 713.9 713.9 700.4 709.3
PP 704.6 704.6 704.6 702.3
S1 688.9 688.9 695.8 684.3
S2 679.6 679.6 693.5
S3 654.6 663.9 691.2
S4 629.6 638.9 684.4
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
5 720.4 694.9 25.5 3.7% 16.1 2.3% 13% True False 188
10 725.4 691.1 34.3 4.9% 16.4 2.4% 20% False False 119
20 733.4 677.7 55.7 8.0% 19.1 2.7% 37% False False 126
40 808.8 638.6 170.2 24.4% 20.7 3.0% 35% False False 108
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 True
Bear Hook False
Bull Hook False
Stretch 4.4
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 826.7
2.618 785.9
1.618 760.9
1.000 745.4
0.618 735.9
HIGH 720.4
0.618 710.9
0.500 707.9
0.382 705.0
LOW 695.4
0.618 680.0
1.000 670.4
1.618 655.0
2.618 630.0
4.250 589.2
Fisher Pivots for day following 21-Feb-2008
Pivot 1 day 3 day
R1 707.9 707.7
PP 704.6 704.5
S1 701.4 701.3

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

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