CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 02-Apr-2008
Day Change Summary
Previous Current
01-Apr-2008 02-Apr-2008 Change Change % Previous Week
Open 685.0 709.3 24.3 3.5% 675.9
High 710.2 717.2 7.0 1.0% 706.2
Low 683.6 705.2 21.6 3.2% 675.5
Close 709.7 712.2 2.5 0.4% 684.1
Range 26.6 12.0 -14.6 -54.9% 30.7
ATR 20.9 20.2 -0.6 -3.0% 0.0
Volume 203,776 248,346 44,570 21.9% 1,124,921
Daily Pivots for day following 02-Apr-2008
Classic Woodie Camarilla DeMark
R4 747.5 741.9 718.8
R3 735.5 729.9 715.5
R2 723.5 723.5 714.4
R1 717.9 717.9 713.3 720.7
PP 711.5 711.5 711.5 713.0
S1 705.9 705.9 711.1 708.7
S2 699.5 699.5 710.0
S3 687.5 693.9 708.9
S4 675.5 681.9 705.6
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
5 717.2 679.9 37.3 5.2% 16.5 2.3% 87% True False 208,148
10 717.2 657.5 59.7 8.4% 18.6 2.6% 92% True False 262,782
20 717.2 640.1 77.1 10.8% 22.4 3.1% 94% True False 202,436
40 725.4 640.1 85.3 12.0% 19.4 2.7% 85% False False 101,339
60 741.1 638.6 102.5 14.4% 21.0 2.9% 72% False False 67,599
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 4.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 768.2
2.618 748.6
1.618 736.6
1.000 729.2
0.618 724.6
HIGH 717.2
0.618 712.6
0.500 711.2
0.382 709.8
LOW 705.2
0.618 697.8
1.000 693.2
1.618 685.8
2.618 673.8
4.250 654.2
Fisher Pivots for day following 02-Apr-2008
Pivot 1 day 3 day
R1 711.9 707.7
PP 711.5 703.1
S1 711.2 698.6

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

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