CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 18-Mar-2008
Day Change Summary
Previous Current
17-Mar-2008 18-Mar-2008 Change Change % Previous Week
Open 663.0 652.1 -10.9 -1.6% 660.4
High 675.4 682.7 7.3 1.1% 690.3
Low 640.1 649.5 9.4 1.5% 642.1
Close 651.3 681.6 30.3 4.7% 663.7
Range 35.3 33.2 -2.1 -5.9% 48.2
ATR 21.9 22.7 0.8 3.7% 0.0
Volume 439,793 481,079 41,286 9.4% 476,470
Daily Pivots for day following 18-Mar-2008
Classic Woodie Camarilla DeMark
R4 770.9 759.4 699.9
R3 737.7 726.2 690.7
R2 704.5 704.5 687.7
R1 693.0 693.0 684.6 698.8
PP 671.3 671.3 671.3 674.1
S1 659.8 659.8 678.6 665.6
S2 638.1 638.1 675.5
S3 604.9 626.6 672.5
S4 571.7 593.4 663.3
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 7.4% 29.7 4.4% 83% False False 275,688
10 690.3 640.1 50.2 7.4% 26.1 3.8% 83% False False 142,091
20 725.2 640.1 85.1 12.5% 21.2 3.1% 49% False False 71,231
40 733.4 640.1 93.3 13.7% 20.7 3.0% 44% False False 35,674
60 808.8 638.6 170.2 25.0% 20.3 3.0% 25% False False 23,805
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 3 trading days
Fibonacci Retracements and Extensions
4.250 823.8
2.618 769.6
1.618 736.4
1.000 715.9
0.618 703.2
HIGH 682.7
0.618 670.0
0.500 666.1
0.382 662.2
LOW 649.5
0.618 629.0
1.000 616.3
1.618 595.8
2.618 562.6
4.250 508.4
Fisher Pivots for day following 18-Mar-2008
Pivot 1 day 3 day
R1 676.4 676.1
PP 671.3 670.7
S1 666.1 665.2

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

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