CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 30-Apr-2008

Day Change Summary
	Previous	Current
	29-Apr-2008	30-Apr-2008	Change	Change %	Previous Week
Open	724.4	719.0	-5.4	-0.7%	717.0
High	724.4	725.4	1.0	0.1%	724.7
Low	716.0	715.3	-0.7	-0.1%	696.9
Close	719.6	717.7	-1.9	-0.3%	720.4
Range	8.4	10.1	1.7	20.2%	27.8
ATR	13.9	13.7	-0.3	-2.0%	0.0
Volume	77	39	-38	-49.4%	678

Daily Pivots for day following 30-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	749.8	743.8	723.3
R3	739.7	733.7	720.5
R2	729.6	729.6	719.6
R1	723.6	723.6	718.6	721.6
PP	719.5	719.5	719.5	718.4
S1	713.5	713.5	716.8	711.5
S2	709.4	709.4	715.8
S3	699.3	703.4	714.9
S4	689.2	693.3	712.1

Weekly Pivots for week ending 25-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	797.4	786.7	735.7
R3	769.6	758.9	728.0
R2	741.8	741.8	725.5
R1	731.1	731.1	722.9	736.5
PP	714.0	714.0	714.0	716.7
S1	703.3	703.3	717.9	708.7
S2	686.2	686.2	715.3
S3	658.4	675.5	712.8
S4	630.6	647.7	705.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	729.0	698.2	30.8	4.3%	13.4	1.9%	63%	False	False	159
10	729.0	696.9	32.1	4.5%	12.7	1.8%	65%	False	False	487
20	729.0	683.4	45.6	6.4%	13.3	1.8%	75%	False	False	395

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	768.3
2.618	751.8
1.618	741.7
1.000	735.5
0.618	731.6
HIGH	725.4
0.618	721.5
0.500	720.4
0.382	719.2
LOW	715.3
0.618	709.1
1.000	705.2
1.618	699.0
2.618	688.9
4.250	672.4

Fisher Pivots for day following 30-Apr-2008
Pivot	1 day	3 day
R1	720.4	722.2
PP	719.5	720.7
S1	718.6	719.2

Download as Excel Spreadsheet

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

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