CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 17-Mar-2008
Day Change Summary
Previous Current
14-Mar-2008 17-Mar-2008 Change Change % Previous Week
Open 677.4 663.0 -14.4 -2.1% 660.4
High 690.3 675.4 -14.9 -2.2% 690.3
Low 654.0 640.1 -13.9 -2.1% 642.1
Close 663.7 651.3 -12.4 -1.9% 663.7
Range 36.3 35.3 -1.0 -2.8% 48.2
ATR 20.8 21.9 1.0 5.0% 0.0
Volume 369,219 439,793 70,574 19.1% 476,470
Daily Pivots for day following 17-Mar-2008
Classic Woodie Camarilla DeMark
R4 761.5 741.7 670.7
R3 726.2 706.4 661.0
R2 690.9 690.9 657.8
R1 671.1 671.1 654.5 663.4
PP 655.6 655.6 655.6 651.7
S1 635.8 635.8 648.1 628.1
S2 620.3 620.3 644.8
S3 585.0 600.5 641.6
S4 549.7 565.2 631.9
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 810.0 785.0 690.2
R3 761.8 736.8 677.0
R2 713.6 713.6 672.5
R1 688.6 688.6 668.1 701.1
PP 665.4 665.4 665.4 671.6
S1 640.4 640.4 659.3 652.9
S2 617.2 617.2 654.9
S3 569.0 592.2 650.4
S4 520.8 544.0 637.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 690.3 640.1 50.2 7.7% 29.2 4.5% 22% False True 181,834
10 690.3 640.1 50.2 7.7% 24.4 3.8% 22% False True 94,079
20 725.2 640.1 85.1 13.1% 20.3 3.1% 13% False True 47,185
40 733.4 638.6 94.8 14.6% 21.0 3.2% 13% False False 23,651
60 808.8 638.6 170.2 26.1% 20.0 3.1% 7% False False 15,787
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 7.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 825.4
2.618 767.8
1.618 732.5
1.000 710.7
0.618 697.2
HIGH 675.4
0.618 661.9
0.500 657.8
0.382 653.6
LOW 640.1
0.618 618.3
1.000 604.8
1.618 583.0
2.618 547.7
4.250 490.1
Fisher Pivots for day following 17-Mar-2008
Pivot 1 day 3 day
R1 657.8 665.2
PP 655.6 660.6
S1 653.5 655.9

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

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