CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 04-Apr-2008
Day Change Summary
Previous Current
03-Apr-2008 04-Apr-2008 Change Change % Previous Week
Open 711.9 715.1 3.2 0.4% 685.0
High 716.9 721.0 4.1 0.6% 721.0
Low 705.3 708.4 3.1 0.4% 679.9
Close 715.3 713.9 -1.4 -0.2% 713.9
Range 11.6 12.6 1.0 8.6% 41.1
ATR 19.6 19.1 -0.5 -2.6% 0.0
Volume 219,470 180,720 -38,750 -17.7% 1,028,170
Daily Pivots for day following 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 752.2 745.7 720.8
R3 739.6 733.1 717.4
R2 727.0 727.0 716.2
R1 720.5 720.5 715.1 717.5
PP 714.4 714.4 714.4 712.9
S1 707.9 707.9 712.7 704.9
S2 701.8 701.8 711.6
S3 689.2 695.3 710.4
S4 676.6 682.7 707.0
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 828.2 812.2 736.5
R3 787.1 771.1 725.2
R2 746.0 746.0 721.4
R1 730.0 730.0 717.7 738.0
PP 704.9 704.9 704.9 709.0
S1 688.9 688.9 710.1 696.9
S2 663.8 663.8 706.4
S3 622.7 647.8 702.6
S4 581.6 606.7 691.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 721.0 679.9 41.1 5.8% 15.5 2.2% 83% True False 205,634
10 721.0 675.5 45.5 6.4% 15.8 2.2% 84% True False 215,309
20 721.0 640.1 80.9 11.3% 21.4 3.0% 91% True False 221,633
40 725.4 640.1 85.3 11.9% 18.9 2.6% 87% False False 111,329
60 733.4 638.6 94.8 13.3% 20.4 2.9% 79% False False 74,266
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 774.6
2.618 754.0
1.618 741.4
1.000 733.6
0.618 728.8
HIGH 721.0
0.618 716.2
0.500 714.7
0.382 713.2
LOW 708.4
0.618 700.6
1.000 695.8
1.618 688.0
2.618 675.4
4.250 654.9
Fisher Pivots for day following 04-Apr-2008
Pivot 1 day 3 day
R1 714.7 713.6
PP 714.4 713.4
S1 714.2 713.1

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

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