CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 16-Apr-2008

Day Change Summary
	Previous	Current
	15-Apr-2008	16-Apr-2008	Change	Change %	Previous Week
Open	690.0	695.4	5.4	0.8%	720.5
High	691.7	714.4	22.7	3.3%	720.5
Low	684.2	694.4	10.2	1.5%	686.0
Close	691.5	713.6	22.1	3.2%	688.2
Range	7.5	20.0	12.5	166.7%	34.5
ATR	13.9	14.5	0.6	4.7%	0.0
Volume	128	95	-33	-25.8%	207

Daily Pivots for day following 16-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	767.5	760.5	724.6
R3	747.5	740.5	719.1
R2	727.5	727.5	717.3
R1	720.5	720.5	715.4	724.0
PP	707.5	707.5	707.5	709.2
S1	700.5	700.5	711.8	704.0
S2	687.5	687.5	709.9
S3	667.5	680.5	708.1
S4	647.5	660.5	702.6

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	714.4	683.4	31.0	4.3%	15.5	2.2%	97%	True	False	444
10	720.5	683.4	37.1	5.2%	13.9	1.9%	81%	False	False	304

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	799.4
2.618	766.8
1.618	746.8
1.000	734.4
0.618	726.8
HIGH	714.4
0.618	706.8
0.500	704.4
0.382	702.0
LOW	694.4
0.618	682.0
1.000	674.4
1.618	662.0
2.618	642.0
4.250	609.4

Fisher Pivots for day following 16-Apr-2008
Pivot	1 day	3 day
R1	710.5	708.7
PP	707.5	703.8
S1	704.4	698.9

Download as Excel Spreadsheet

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

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