CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 01-May-2008

Day Change Summary
	Previous	Current
	30-Apr-2008	01-May-2008	Change	Change %	Previous Week
Open	719.0	718.8	-0.2	0.0%	717.0
High	725.4	729.9	4.5	0.6%	724.7
Low	715.3	714.2	-1.1	-0.2%	696.9
Close	717.7	729.6	11.9	1.7%	720.4
Range	10.1	15.7	5.6	55.4%	27.8
ATR	13.7	13.8	0.1	1.1%	0.0
Volume	39	94	55	141.0%	678

Daily Pivots for day following 01-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	771.7	766.3	738.2
R3	756.0	750.6	733.9
R2	740.3	740.3	732.5
R1	734.9	734.9	731.0	737.6
PP	724.6	724.6	724.6	725.9
S1	719.2	719.2	728.2	721.9
S2	708.9	708.9	726.7
S3	693.2	703.5	725.3
S4	677.5	687.8	721.0

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	729.9	710.0	19.9	2.7%	11.9	1.6%	98%	True	False	121
10	729.9	696.9	33.0	4.5%	13.1	1.8%	99%	True	False	217
20	729.9	683.4	46.5	6.4%	13.5	1.9%	99%	True	False	389

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.6
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	796.6
2.618	771.0
1.618	755.3
1.000	745.6
0.618	739.6
HIGH	729.9
0.618	723.9
0.500	722.1
0.382	720.2
LOW	714.2
0.618	704.5
1.000	698.5
1.618	688.8
2.618	673.1
4.250	647.5

Fisher Pivots for day following 01-May-2008
Pivot	1 day	3 day
R1	727.1	727.1
PP	724.6	724.6
S1	722.1	722.1

Download as Excel Spreadsheet

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

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