CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 31-Mar-2008
Day Change Summary
Previous Current
28-Mar-2008 31-Mar-2008 Change Change % Previous Week
Open 692.9 685.0 -7.9 -1.1% 675.9
High 697.5 694.4 -3.1 -0.4% 706.2
Low 681.4 679.9 -1.5 -0.2% 675.5
Close 684.1 690.0 5.9 0.9% 684.1
Range 16.1 14.5 -1.6 -9.9% 30.7
ATR 20.9 20.4 -0.5 -2.2% 0.0
Volume 214,860 175,858 -39,002 -18.2% 1,124,921
Daily Pivots for day following 31-Mar-2008
Classic Woodie Camarilla DeMark
R4 731.6 725.3 698.0
R3 717.1 710.8 694.0
R2 702.6 702.6 692.7
R1 696.3 696.3 691.3 699.5
PP 688.1 688.1 688.1 689.7
S1 681.8 681.8 688.7 685.0
S2 673.6 673.6 687.3
S3 659.1 667.3 686.0
S4 644.6 652.8 682.0
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 780.7 763.1 701.0
R3 750.0 732.4 692.5
R2 719.3 719.3 689.7
R1 701.7 701.7 686.9 710.5
PP 688.6 688.6 688.6 693.0
S1 671.0 671.0 681.3 679.8
S2 657.9 657.9 678.5
S3 627.2 640.3 675.7
S4 596.5 609.6 667.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 706.2 679.9 26.3 3.8% 13.0 1.9% 38% False True 205,134
10 706.2 640.1 66.1 9.6% 21.6 3.1% 75% False False 309,657
20 706.2 640.1 66.1 9.6% 22.0 3.2% 75% False False 179,910
40 733.4 640.1 93.3 13.5% 19.2 2.8% 53% False False 90,044
60 756.3 638.6 117.7 17.1% 21.1 3.1% 44% False False 60,064
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 5.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 756.0
2.618 732.4
1.618 717.9
1.000 708.9
0.618 703.4
HIGH 694.4
0.618 688.9
0.500 687.2
0.382 685.4
LOW 679.9
0.618 670.9
1.000 665.4
1.618 656.4
2.618 641.9
4.250 618.3
Fisher Pivots for day following 31-Mar-2008
Pivot 1 day 3 day
R1 689.1 692.4
PP 688.1 691.6
S1 687.2 690.8

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

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