CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 05-May-2008
Day Change Summary
Previous Current
02-May-2008 05-May-2008 Change Change % Previous Week
Open 729.0 726.3 -2.7 -0.4% 720.9
High 738.3 728.5 -9.8 -1.3% 738.3
Low 723.7 720.1 -3.6 -0.5% 712.4
Close 727.6 723.9 -3.7 -0.5% 727.6
Range 14.6 8.4 -6.2 -42.5% 25.9
ATR 15.9 15.4 -0.5 -3.4% 0.0
Volume 186,160 220,186 34,026 18.3% 848,758
Daily Pivots for day following 05-May-2008
Classic Woodie Camarilla DeMark
R4 749.4 745.0 728.5
R3 741.0 736.6 726.2
R2 732.6 732.6 725.4
R1 728.2 728.2 724.7 726.2
PP 724.2 724.2 724.2 723.2
S1 719.8 719.8 723.1 717.8
S2 715.8 715.8 722.4
S3 707.4 711.4 721.6
S4 699.0 703.0 719.3
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 803.8 791.6 741.8
R3 777.9 765.7 734.7
R2 752.0 752.0 732.3
R1 739.8 739.8 730.0 745.9
PP 726.1 726.1 726.1 729.2
S1 713.9 713.9 725.2 720.0
S2 700.2 700.2 722.9
S3 674.3 688.0 720.5
S4 648.4 662.1 713.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 738.3 712.4 25.9 3.6% 13.5 1.9% 44% False False 179,983
10 738.3 696.5 41.8 5.8% 15.0 2.1% 66% False False 184,189
20 738.3 682.9 55.4 7.7% 14.7 2.0% 74% False False 183,528
40 738.3 640.1 98.2 13.6% 18.0 2.5% 85% False False 207,603
60 738.3 640.1 98.2 13.6% 17.4 2.4% 85% False False 138,863
80 738.3 638.6 99.7 13.8% 18.8 2.6% 86% False False 104,183
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 764.2
2.618 750.5
1.618 742.1
1.000 736.9
0.618 733.7
HIGH 728.5
0.618 725.3
0.500 724.3
0.382 723.3
LOW 720.1
0.618 714.9
1.000 711.7
1.618 706.5
2.618 698.1
4.250 684.4
Fisher Pivots for day following 05-May-2008
Pivot 1 day 3 day
R1 724.3 726.0
PP 724.2 725.3
S1 724.0 724.6

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

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