CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 06-May-2008

Day Change Summary
	Previous	Current
	05-May-2008	06-May-2008	Change	Change %	Previous Week
Open	726.2	724.6	-1.6	-0.2%	720.2
High	728.6	732.1	3.5	0.5%	737.5
Low	720.3	718.6	-1.7	-0.2%	714.2
Close	724.1	730.2	6.1	0.8%	727.8
Range	8.3	13.5	5.2	62.7%	23.3
ATR	13.4	13.4	0.0	0.1%	0.0
Volume	122	157	35	28.7%	457

Daily Pivots for day following 06-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	767.5	762.3	737.6
R3	754.0	748.8	733.9
R2	740.5	740.5	732.7
R1	735.3	735.3	731.4	737.9
PP	727.0	727.0	727.0	728.3
S1	721.8	721.8	729.0	724.4
S2	713.5	713.5	727.7
S3	700.0	708.3	726.5
S4	686.5	694.8	722.8

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%	12.1	1.7%	69%	False	False	104
10	737.5	698.2	39.3	5.4%	12.8	1.8%	81%	False	False	137
20	737.5	683.4	54.1	7.4%	13.8	1.9%	87%	False	False	379

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.8
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	789.5
2.618	767.4
1.618	753.9
1.000	745.6
0.618	740.4
HIGH	732.1
0.618	726.9
0.500	725.4
0.382	723.8
LOW	718.6
0.618	710.3
1.000	705.1
1.618	696.8
2.618	683.3
4.250	661.2

Fisher Pivots for day following 06-May-2008
Pivot	1 day	3 day
R1	728.6	729.5
PP	727.0	728.8
S1	725.4	728.1

Download as Excel Spreadsheet

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

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