CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 17-Apr-2008
Day Change Summary
Previous Current
16-Apr-2008 17-Apr-2008 Change Change % Previous Week
Open 696.0 714.8 18.8 2.7% 713.3
High 714.9 715.0 0.1 0.0% 720.6
Low 694.0 703.3 9.3 1.3% 685.5
Close 713.9 709.9 -4.0 -0.6% 688.4
Range 20.9 11.7 -9.2 -44.0% 35.1
ATR 17.7 17.3 -0.4 -2.4% 0.0
Volume 169,884 221,292 51,408 30.3% 921,485
Daily Pivots for day following 17-Apr-2008
Classic Woodie Camarilla DeMark
R4 744.5 738.9 716.3
R3 732.8 727.2 713.1
R2 721.1 721.1 712.0
R1 715.5 715.5 711.0 712.5
PP 709.4 709.4 709.4 707.9
S1 703.8 703.8 708.8 700.8
S2 697.7 697.7 707.8
S3 686.0 692.1 706.7
S4 674.3 680.4 703.5
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
5 715.0 682.9 32.1 4.5% 15.6 2.2% 84% True False 185,984
10 721.0 682.9 38.1 5.4% 14.7 2.1% 71% False False 184,216
20 721.0 657.5 63.5 8.9% 15.8 2.2% 83% False False 210,648
40 725.2 640.1 85.1 12.0% 18.8 2.6% 82% False False 152,845
60 733.4 640.1 93.3 13.1% 18.8 2.6% 75% False False 101,936
80 808.8 638.6 170.2 24.0% 19.5 2.7% 42% False False 76,472
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 3.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 764.7
2.618 745.6
1.618 733.9
1.000 726.7
0.618 722.2
HIGH 715.0
0.618 710.5
0.500 709.2
0.382 707.8
LOW 703.3
0.618 696.1
1.000 691.6
1.618 684.4
2.618 672.7
4.250 653.6
Fisher Pivots for day following 17-Apr-2008
Pivot 1 day 3 day
R1 709.7 706.5
PP 709.4 703.0
S1 709.2 699.6

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

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