CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 14-Apr-2008

Day Change Summary
	Previous	Current
	11-Apr-2008	14-Apr-2008	Change	Change %	Previous Week
Open	711.2	683.9	-27.3	-3.8%	720.5
High	711.2	693.3	-17.9	-2.5%	720.5
Low	686.0	683.4	-2.6	-0.4%	686.0
Close	688.2	686.4	-1.8	-0.3%	688.2
Range	25.2	9.9	-15.3	-60.7%	34.5
ATR	14.7	14.4	-0.3	-2.3%	0.0
Volume	51	1,864	1,813	3,554.9%	207

Daily Pivots for day following 14-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	717.4	711.8	691.8
R3	707.5	701.9	689.1
R2	697.6	697.6	688.2
R1	692.0	692.0	687.3	694.8
PP	687.7	687.7	687.7	689.1
S1	682.1	682.1	685.5	684.9
S2	677.8	677.8	684.6
S3	667.9	672.2	683.7
S4	658.0	662.3	681.0

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	715.5	683.4	32.1	4.7%	15.7	2.3%	9%	False	True	404
10	720.5	683.4	37.1	5.4%	14.7	2.1%	8%	False	True	286

Crabel Price Patterns
NR	True
NR4	True
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	3.1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	735.4
2.618	719.2
1.618	709.3
1.000	703.2
0.618	699.4
HIGH	693.3
0.618	689.5
0.500	688.4
0.382	687.2
LOW	683.4
0.618	677.3
1.000	673.5
1.618	667.4
2.618	657.5
4.250	641.3

Fisher Pivots for day following 14-Apr-2008
Pivot	1 day	3 day
R1	688.4	697.3
PP	687.7	693.7
S1	687.1	690.0

Download as Excel Spreadsheet

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

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