CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 23-Apr-2008

Day Change Summary
	Previous	Current
	22-Apr-2008	23-Apr-2008	Change	Change %	Previous Week
Open	714.5	703.2	-11.3	-1.6%	683.9
High	717.1	711.4	-5.7	-0.8%	724.4
Low	696.9	701.0	4.1	0.6%	683.4
Close	706.6	705.9	-0.7	-0.1%	717.9
Range	20.2	10.4	-9.8	-48.5%	41.0
ATR	14.1	13.8	-0.3	-1.9%	0.0
Volume	18	96	78	433.3%	6,027

Daily Pivots for day following 23-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	737.3	732.0	711.6
R3	726.9	721.6	708.8
R2	716.5	716.5	707.8
R1	711.2	711.2	706.9	713.9
PP	706.1	706.1	706.1	707.4
S1	700.8	700.8	704.9	703.5
S2	695.7	695.7	704.0
S3	685.3	690.4	703.0
S4	674.9	680.0	700.2

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	696.9	27.5	3.9%	11.9	1.7%	33%	False	False	814
10	724.4	683.4	41.0	5.8%	13.7	1.9%	55%	False	False	629
20	724.4	680.8	43.6	6.2%	13.6	1.9%	58%	False	False	360

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	755.6
2.618	738.6
1.618	728.2
1.000	721.8
0.618	717.8
HIGH	711.4
0.618	707.4
0.500	706.2
0.382	705.0
LOW	701.0
0.618	694.6
1.000	690.6
1.618	684.2
2.618	673.8
4.250	656.8

Fisher Pivots for day following 23-Apr-2008
Pivot	1 day	3 day
R1	706.2	708.6
PP	706.1	707.7
S1	706.0	706.8

Download as Excel Spreadsheet

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

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