CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 25-Mar-2008
Day Change Summary
Previous Current
24-Mar-2008 25-Mar-2008 Change Change % Previous Week
Open 675.9 701.6 25.7 3.8% 663.0
High 705.4 706.2 0.8 0.1% 689.8
Low 675.5 694.5 19.0 2.8% 640.1
Close 701.4 704.2 2.8 0.4% 675.4
Range 29.9 11.7 -18.2 -60.9% 49.7
ATR 23.7 22.8 -0.9 -3.6% 0.0
Volume 275,108 219,589 -55,519 -20.2% 1,795,794
Daily Pivots for day following 25-Mar-2008
Classic Woodie Camarilla DeMark
R4 736.7 732.2 710.6
R3 725.0 720.5 707.4
R2 713.3 713.3 706.3
R1 708.8 708.8 705.3 711.1
PP 701.6 701.6 701.6 702.8
S1 697.1 697.1 703.1 699.4
S2 689.9 689.9 702.1
S3 678.2 685.4 701.0
S4 666.5 673.7 697.8
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 817.5 796.2 702.7
R3 767.8 746.5 689.1
R2 718.1 718.1 684.5
R1 696.8 696.8 680.0 707.5
PP 668.4 668.4 668.4 673.8
S1 647.1 647.1 670.8 657.8
S2 618.7 618.7 666.3
S3 569.0 597.4 661.7
S4 519.3 547.7 648.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 706.2 649.5 56.7 8.1% 25.5 3.6% 96% True False 370,139
10 706.2 640.1 66.1 9.4% 27.4 3.9% 97% True False 275,986
20 725.2 640.1 85.1 12.1% 22.8 3.2% 75% False False 139,657
40 733.4 640.1 93.3 13.2% 20.3 2.9% 69% False False 69,899
60 794.8 638.6 156.2 22.2% 21.2 3.0% 42% False False 46,631
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7.0
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 755.9
2.618 736.8
1.618 725.1
1.000 717.9
0.618 713.4
HIGH 706.2
0.618 701.7
0.500 700.4
0.382 699.0
LOW 694.5
0.618 687.3
1.000 682.8
1.618 675.6
2.618 663.9
4.250 644.8
Fisher Pivots for day following 25-Mar-2008
Pivot 1 day 3 day
R1 702.9 696.8
PP 701.6 689.3
S1 700.4 681.9

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

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