CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 15-Apr-2008
Day Change Summary
Previous Current
14-Apr-2008 15-Apr-2008 Change Change % Previous Week
Open 689.0 687.0 -2.0 -0.3% 713.3
High 694.2 692.7 -1.5 -0.2% 720.6
Low 682.9 684.1 1.2 0.2% 685.5
Close 686.8 691.9 5.1 0.7% 688.4
Range 11.3 8.6 -2.7 -23.9% 35.1
ATR 17.9 17.3 -0.7 -3.7% 0.0
Volume 193,025 155,757 -37,268 -19.3% 921,485
Daily Pivots for day following 15-Apr-2008
Classic Woodie Camarilla DeMark
R4 715.4 712.2 696.6
R3 706.8 703.6 694.3
R2 698.2 698.2 693.5
R1 695.0 695.0 692.7 696.6
PP 689.6 689.6 689.6 690.4
S1 686.4 686.4 691.1 688.0
S2 681.0 681.0 690.3
S3 672.4 677.8 689.5
S4 663.8 669.2 687.2
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 803.5 781.0 707.7
R3 768.4 745.9 698.1
R2 733.3 733.3 694.8
R1 710.8 710.8 691.6 704.5
PP 698.2 698.2 698.2 695.0
S1 675.7 675.7 685.2 669.4
S2 663.1 663.1 682.0
S3 628.0 640.6 678.7
S4 592.9 605.5 669.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 716.8 682.9 33.9 4.9% 16.4 2.4% 27% False False 180,527
10 721.0 682.9 38.1 5.5% 13.8 2.0% 24% False False 191,880
20 721.0 649.5 71.5 10.3% 17.3 2.5% 59% False False 238,967
40 725.2 640.1 85.1 12.3% 18.8 2.7% 61% False False 143,076
60 733.4 638.6 94.8 13.7% 19.8 2.9% 56% False False 95,423
80 808.8 638.6 170.2 24.6% 19.4 2.8% 31% False False 71,582
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 729.3
2.618 715.2
1.618 706.6
1.000 701.3
0.618 698.0
HIGH 692.7
0.618 689.4
0.500 688.4
0.382 687.4
LOW 684.1
0.618 678.8
1.000 675.5
1.618 670.2
2.618 661.6
4.250 647.6
Fisher Pivots for day following 15-Apr-2008
Pivot 1 day 3 day
R1 690.7 697.0
PP 689.6 695.3
S1 688.4 693.6

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

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