CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 08-Apr-2008
Day Change Summary
Previous Current
07-Apr-2008 08-Apr-2008 Change Change % Previous Week
Open 713.3 711.1 -2.2 -0.3% 685.0
High 720.6 714.9 -5.7 -0.8% 721.0
Low 709.8 705.8 -4.0 -0.6% 679.9
Close 711.4 713.7 2.3 0.3% 713.9
Range 10.8 9.1 -1.7 -15.7% 41.1
ATR 18.5 17.8 -0.7 -3.6% 0.0
Volume 208,243 159,388 -48,855 -23.5% 1,028,170
Daily Pivots for day following 08-Apr-2008
Classic Woodie Camarilla DeMark
R4 738.8 735.3 718.7
R3 729.7 726.2 716.2
R2 720.6 720.6 715.4
R1 717.1 717.1 714.5 718.9
PP 711.5 711.5 711.5 712.3
S1 708.0 708.0 712.9 709.8
S2 702.4 702.4 712.0
S3 693.3 698.9 711.2
S4 684.2 689.8 708.7
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
5 721.0 705.2 15.8 2.2% 11.2 1.6% 54% False False 203,233
10 721.0 679.9 41.1 5.8% 13.6 1.9% 82% False False 202,602
20 721.0 640.1 80.9 11.3% 20.5 2.9% 91% False False 239,294
40 725.4 640.1 85.3 12.0% 18.7 2.6% 86% False False 120,515
60 733.4 638.6 94.8 13.3% 20.1 2.8% 79% False False 80,390
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 753.6
2.618 738.7
1.618 729.6
1.000 724.0
0.618 720.5
HIGH 714.9
0.618 711.4
0.500 710.4
0.382 709.3
LOW 705.8
0.618 700.2
1.000 696.7
1.618 691.1
2.618 682.0
4.250 667.1
Fisher Pivots for day following 08-Apr-2008
Pivot 1 day 3 day
R1 712.6 713.6
PP 711.5 713.5
S1 710.4 713.4

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

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