CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 26-Feb-2008

Day Change Summary
	Previous	Current
	25-Feb-2008	26-Feb-2008	Change	Change %	Previous Week
Open	699.6	710.4	10.8	1.5%	700.0
High	699.8	725.1	25.3	3.6%	720.4
Low	696.8	706.1	9.3	1.3%	683.2
Close	711.1	717.3	6.2	0.9%	695.4
Range	3.0	19.0	16.0	533.3%	37.2
ATR	18.0	18.1	0.1	0.4%	0.0
Volume	200	155	-45	-22.5%	1,102

Daily Pivots for day following 26-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	773.2	764.2	727.8
R3	754.2	745.2	722.5
R2	735.2	735.2	720.8
R1	726.2	726.2	719.0	730.7
PP	716.2	716.2	716.2	718.4
S1	707.2	707.2	715.6	711.7
S2	697.2	697.2	713.8
S3	678.2	688.2	712.1
S4	659.2	669.2	706.9

Weekly Pivots for week ending 22-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	811.3	790.5	715.9
R3	774.1	753.3	705.6
R2	736.9	736.9	702.2
R1	716.1	716.1	698.8	707.9
PP	699.7	699.7	699.7	695.6
S1	678.9	678.9	692.0	670.7
S2	662.5	662.5	688.6
S3	625.3	641.7	685.2
S4	588.1	604.5	674.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	725.1	683.2	41.9	5.8%	16.2	2.3%	81%	True	False	250
10	725.4	683.2	42.2	5.9%	15.8	2.2%	81%	False	False	156
20	733.4	683.2	50.2	7.0%	18.0	2.5%	68%	False	False	144
40	780.7	638.6	142.1	19.8%	20.4	2.8%	55%	False	False	122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	805.9
2.618	774.8
1.618	755.8
1.000	744.1
0.618	736.8
HIGH	725.1
0.618	717.8
0.500	715.6
0.382	713.4
LOW	706.1
0.618	694.4
1.000	687.1
1.618	675.4
2.618	656.4
4.250	625.4

Fisher Pivots for day following 26-Feb-2008
Pivot	1 day	3 day
R1	716.7	712.9
PP	716.2	708.5
S1	715.6	704.2

Download as Excel Spreadsheet

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

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