CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 18-Apr-2008

Day Change Summary
	Previous	Current
	17-Apr-2008	18-Apr-2008	Change	Change %	Previous Week
Open	709.0	713.4	4.4	0.6%	683.9
High	714.2	724.4	10.2	1.4%	724.4
Low	703.4	712.1	8.7	1.2%	683.4
Close	710.0	717.9	7.9	1.1%	717.9
Range	10.8	12.3	1.5	13.9%	41.0
ATR	14.2	14.3	0.0	0.1%	0.0
Volume	2,796	1,144	-1,652	-59.1%	6,027

Daily Pivots for day following 18-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	755.0	748.8	724.7
R3	742.7	736.5	721.3
R2	730.4	730.4	720.2
R1	724.2	724.2	719.0	727.3
PP	718.1	718.1	718.1	719.7
S1	711.9	711.9	716.8	715.0
S2	705.8	705.8	715.6
S3	693.5	699.6	714.5
S4	681.2	687.3	711.1

Weekly Pivots for week ending 18-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	831.6	815.7	740.5
R3	790.6	774.7	729.2
R2	749.6	749.6	725.4
R1	733.7	733.7	721.7	741.7
PP	708.6	708.6	708.6	712.5
S1	692.7	692.7	714.1	700.7
S2	667.6	667.6	710.4
S3	626.6	651.7	706.6
S4	585.6	610.7	695.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	724.4	683.4	41.0	5.7%	12.1	1.7%	84%	True	False	1,205
10	724.4	683.4	41.0	5.7%	14.0	1.9%	84%	True	False	623

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	2.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	776.7
2.618	756.6
1.618	744.3
1.000	736.7
0.618	732.0
HIGH	724.4
0.618	719.7
0.500	718.3
0.382	716.8
LOW	712.1
0.618	704.5
1.000	699.8
1.618	692.2
2.618	679.9
4.250	659.8

Fisher Pivots for day following 18-Apr-2008
Pivot	1 day	3 day
R1	718.3	715.1
PP	718.1	712.2
S1	718.0	709.4

Download as Excel Spreadsheet

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

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