CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 02-May-2008

Day Change Summary
	Previous	Current
	01-May-2008	02-May-2008	Change	Change %	Previous Week
Open	718.8	736.9	18.1	2.5%	720.2
High	729.9	737.5	7.6	1.0%	737.5
Low	714.2	724.4	10.2	1.4%	714.2
Close	729.6	727.8	-1.8	-0.2%	727.8
Range	15.7	13.1	-2.6	-16.6%	23.3
ATR	13.8	13.8	-0.1	-0.4%	0.0
Volume	94	109	15	16.0%	457

Daily Pivots for day following 02-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	769.2	761.6	735.0
R3	756.1	748.5	731.4
R2	743.0	743.0	730.2
R1	735.4	735.4	729.0	732.7
PP	729.9	729.9	729.9	728.5
S1	722.3	722.3	726.6	719.6
S2	716.8	716.8	725.4
S3	703.7	709.2	724.2
S4	690.6	696.1	720.6

Weekly Pivots for week ending 02-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	796.4	785.4	740.6
R3	773.1	762.1	734.2
R2	749.8	749.8	732.1
R1	738.8	738.8	729.9	744.3
PP	726.5	726.5	726.5	729.3
S1	715.5	715.5	725.7	721.0
S2	703.2	703.2	723.5
S3	679.9	692.2	721.4
S4	656.6	668.9	715.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	737.5	714.2	23.3	3.2%	11.6	1.6%	58%	True	False	91
10	737.5	696.9	40.6	5.6%	13.2	1.8%	76%	True	False	113
20	737.5	683.4	54.1	7.4%	13.6	1.9%	82%	True	False	368

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	2.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	793.2
2.618	771.8
1.618	758.7
1.000	750.6
0.618	745.6
HIGH	737.5
0.618	732.5
0.500	731.0
0.382	729.4
LOW	724.4
0.618	716.3
1.000	711.3
1.618	703.2
2.618	690.1
4.250	668.7

Fisher Pivots for day following 02-May-2008
Pivot	1 day	3 day
R1	731.0	727.2
PP	729.9	726.5
S1	728.9	725.9

Download as Excel Spreadsheet

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

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