CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 13-Mar-2008

Day Change Summary
	Previous	Current
	12-Mar-2008	13-Mar-2008	Change	Change %	Previous Week
Open	673.9	666.5	-7.4	-1.1%	684.6
High	681.6	681.4	-0.2	0.0%	690.0
Low	666.1	653.1	-13.0	-2.0%	653.0
Close	667.1	678.4	11.3	1.7%	660.3
Range	15.5	28.3	12.8	82.6%	37.0
ATR	19.0	19.7	0.7	3.5%	0.0
Volume	33,743	54,609	20,866	61.8%	25,159

Daily Pivots for day following 13-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	755.9	745.4	694.0
R3	727.6	717.1	686.2
R2	699.3	699.3	683.6
R1	688.8	688.8	681.0	694.1
PP	671.0	671.0	671.0	673.6
S1	660.5	660.5	675.8	665.8
S2	642.7	642.7	673.2
S3	614.4	632.2	670.6
S4	586.1	603.9	662.8

Weekly Pivots for week ending 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	778.8	756.5	680.7
R3	741.8	719.5	670.5
R2	704.8	704.8	667.1
R1	682.5	682.5	663.7	675.2
PP	667.8	667.8	667.8	664.1
S1	645.5	645.5	656.9	638.2
S2	630.8	630.8	653.5
S3	593.8	608.5	650.1
S4	556.8	571.5	640.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	681.6	642.1	39.5	5.8%	22.7	3.4%	92%	False	False	22,914
10	704.6	642.1	62.5	9.2%	20.9	3.1%	58%	False	False	13,278
20	725.2	642.1	83.1	12.2%	17.9	2.6%	44%	False	False	6,740
40	733.4	638.6	94.8	14.0%	20.6	3.0%	42%	False	False	3,433

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	5.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	801.7
2.618	755.5
1.618	727.2
1.000	709.7
0.618	698.9
HIGH	681.4
0.618	670.6
0.500	667.3
0.382	663.9
LOW	653.1
0.618	635.6
1.000	624.8
1.618	607.3
2.618	579.0
4.250	532.8

Fisher Pivots for day following 13-Mar-2008
Pivot	1 day	3 day
R1	674.7	673.2
PP	671.0	668.0
S1	667.3	662.9

Download as Excel Spreadsheet

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

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