CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 11-Apr-2008

Day Change Summary
	Previous	Current
	10-Apr-2008	11-Apr-2008	Change	Change %	Previous Week
Open	700.0	711.2	11.2	1.6%	720.5
High	710.5	711.2	0.7	0.1%	720.5
Low	695.4	686.0	-9.4	-1.4%	686.0
Close	707.4	688.2	-19.2	-2.7%	688.2
Range	15.1	25.2	10.1	66.9%	34.5
ATR	13.9	14.7	0.8	5.8%	0.0
Volume	83	51	-32	-38.6%	207

Daily Pivots for day following 11-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	770.7	754.7	702.1
R3	745.5	729.5	695.1
R2	720.3	720.3	692.8
R1	704.3	704.3	690.5	699.7
PP	695.1	695.1	695.1	692.9
S1	679.1	679.1	685.9	674.5
S2	669.9	669.9	683.6
S3	644.7	653.9	681.3
S4	619.5	628.7	674.3

Weekly Pivots for week ending 11-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	801.7	779.5	707.2
R3	767.2	745.0	697.7
R2	732.7	732.7	694.5
R1	710.5	710.5	691.4	704.4
PP	698.2	698.2	698.2	695.2
S1	676.0	676.0	685.0	669.9
S2	663.7	663.7	681.9
S3	629.2	641.5	678.7
S4	594.7	607.0	669.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	720.5	686.0	34.5	5.0%	15.8	2.3%	6%	False	True	41
10	720.5	680.8	39.7	5.8%	15.0	2.2%	19%	False	False	101

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.5
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	818.3
2.618	777.2
1.618	752.0
1.000	736.4
0.618	726.8
HIGH	711.2
0.618	701.6
0.500	698.6
0.382	695.6
LOW	686.0
0.618	670.4
1.000	660.8
1.618	645.2
2.618	620.0
4.250	578.9

Fisher Pivots for day following 11-Apr-2008
Pivot	1 day	3 day
R1	698.6	700.8
PP	695.1	696.6
S1	691.7	692.4

Download as Excel Spreadsheet

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

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