CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 09-Apr-2008

Day Change Summary
	Previous	Current
	08-Apr-2008	09-Apr-2008	Change	Change %	Previous Week
Open	709.5	712.7	3.2	0.5%	688.7
High	714.2	715.5	1.3	0.2%	720.1
Low	706.4	694.8	-11.6	-1.6%	680.8
Close	713.6	700.2	-13.4	-1.9%	713.8
Range	7.8	20.7	12.9	165.4%	39.3
ATR
Volume	7	16	9	128.6%	804

Daily Pivots for day following 09-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	765.6	753.6	711.6
R3	744.9	732.9	705.9
R2	724.2	724.2	704.0
R1	712.2	712.2	702.1	707.9
PP	703.5	703.5	703.5	701.3
S1	691.5	691.5	698.3	687.2
S2	682.8	682.8	696.4
S3	662.1	670.8	694.5
S4	641.4	650.1	688.8

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	694.8	25.7	3.7%	12.2	1.7%	21%	False	True	164
10	720.5	680.8	39.7	5.7%	13.5	1.9%	49%	False	False	91

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.6
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	803.5
2.618	769.7
1.618	749.0
1.000	736.2
0.618	728.3
HIGH	715.5
0.618	707.6
0.500	705.2
0.382	702.7
LOW	694.8
0.618	682.0
1.000	674.1
1.618	661.3
2.618	640.6
4.250	606.8

Fisher Pivots for day following 09-Apr-2008
Pivot	1 day	3 day
R1	705.2	707.7
PP	703.5	705.2
S1	701.9	702.7

Download as Excel Spreadsheet

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

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