CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 10-Apr-2008
Day Change Summary
Previous Current
09-Apr-2008 10-Apr-2008 Change Change % Previous Week
Open 713.7 700.2 -13.5 -1.9% 685.0
High 716.8 711.1 -5.7 -0.8% 721.0
Low 696.1 695.0 -1.1 -0.2% 679.9
Close 700.4 707.6 7.2 1.0% 713.9
Range 20.7 16.1 -4.6 -22.2% 41.1
ATR 18.0 17.9 -0.1 -0.8% 0.0
Volume 156,227 207,663 51,436 32.9% 1,028,170
Daily Pivots for day following 10-Apr-2008
Classic Woodie Camarilla DeMark
R4 752.9 746.3 716.5
R3 736.8 730.2 712.0
R2 720.7 720.7 710.6
R1 714.1 714.1 709.1 717.4
PP 704.6 704.6 704.6 706.2
S1 698.0 698.0 706.1 701.3
S2 688.5 688.5 704.6
S3 672.4 681.9 703.2
S4 656.3 665.8 698.7
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
5 721.0 695.0 26.0 3.7% 13.9 2.0% 48% False True 182,448
10 721.0 679.9 41.1 5.8% 15.0 2.1% 67% False False 197,455
20 721.0 640.1 80.9 11.4% 20.0 2.8% 83% False False 255,211
40 725.4 640.1 85.3 12.1% 18.8 2.7% 79% False False 129,611
60 733.4 638.6 94.8 13.4% 20.2 2.9% 73% False False 86,451
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 4.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 779.5
2.618 753.2
1.618 737.1
1.000 727.2
0.618 721.0
HIGH 711.1
0.618 704.9
0.500 703.1
0.382 701.2
LOW 695.0
0.618 685.1
1.000 678.9
1.618 669.0
2.618 652.9
4.250 626.6
Fisher Pivots for day following 10-Apr-2008
Pivot 1 day 3 day
R1 706.1 707.0
PP 704.6 706.5
S1 703.1 705.9

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

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