CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 07-Apr-2008

Day Change Summary
	Previous	Current
	04-Apr-2008	07-Apr-2008	Change	Change %	Previous Week
Open	718.3	720.5	2.2	0.3%	688.7
High	720.1	720.5	0.4	0.1%	720.1
Low	708.2	710.2	2.0	0.3%	680.8
Close	713.8	711.3	-2.5	-0.4%	713.8
Range	11.9	10.3	-1.6	-13.4%	39.3
ATR
Volume	539	50	-489	-90.7%	804

Daily Pivots for day following 07-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	744.9	738.4	717.0
R3	734.6	728.1	714.1
R2	724.3	724.3	713.2
R1	717.8	717.8	712.2	715.9
PP	714.0	714.0	714.0	713.1
S1	707.5	707.5	710.4	705.6
S2	703.7	703.7	709.4
S3	693.4	697.2	708.5
S4	683.1	686.9	705.6

Weekly Pivots for week ending 04-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	822.8	807.6	735.4
R3	783.5	768.3	724.6
R2	744.2	744.2	721.0
R1	729.0	729.0	717.4	736.6
PP	704.9	704.9	704.9	708.7
S1	689.7	689.7	710.2	697.3
S2	665.6	665.6	706.6
S3	626.3	650.4	703.0
S4	587.0	611.1	692.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	720.5	684.8	35.7	5.0%	13.6	1.9%	74%	True	False	169
10	720.5	680.8	39.7	5.6%	12.4	1.7%	77%	True	False	100

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	True
Stretch	3.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	764.3
2.618	747.5
1.618	737.2
1.000	730.8
0.618	726.9
HIGH	720.5
0.618	716.6
0.500	715.4
0.382	714.1
LOW	710.2
0.618	703.8
1.000	699.9
1.618	693.5
2.618	683.2
4.250	666.4

Fisher Pivots for day following 07-Apr-2008
Pivot	1 day	3 day
R1	715.4	713.2
PP	714.0	712.6
S1	712.7	711.9

Download as Excel Spreadsheet

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

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