CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 07-May-2008

Day Change Summary
	Previous	Current
	06-May-2008	07-May-2008	Change	Change %	Previous Week
Open	724.6	732.0	7.4	1.0%	720.2
High	732.1	733.4	1.3	0.2%	737.5
Low	718.6	713.7	-4.9	-0.7%	714.2
Close	730.2	717.9	-12.3	-1.7%	727.8
Range	13.5	19.7	6.2	45.9%	23.3
ATR	13.4	13.8	0.5	3.4%	0.0
Volume	157	373	216	137.6%	457

Daily Pivots for day following 07-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	780.8	769.0	728.7
R3	761.1	749.3	723.3
R2	741.4	741.4	721.5
R1	729.6	729.6	719.7	725.7
PP	721.7	721.7	721.7	719.7
S1	709.9	709.9	716.1	706.0
S2	702.0	702.0	714.3
S3	682.3	690.2	712.5
S4	662.6	670.5	707.1

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	713.7	23.8	3.3%	14.1	2.0%	18%	False	True	171
10	737.5	698.2	39.3	5.5%	13.7	1.9%	50%	False	False	165
20	737.5	683.4	54.1	7.5%	13.7	1.9%	64%	False	False	397

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	817.1
2.618	785.0
1.618	765.3
1.000	753.1
0.618	745.6
HIGH	733.4
0.618	725.9
0.500	723.6
0.382	721.2
LOW	713.7
0.618	701.5
1.000	694.0
1.618	681.8
2.618	662.1
4.250	630.0

Fisher Pivots for day following 07-May-2008
Pivot	1 day	3 day
R1	723.6	723.6
PP	721.7	721.7
S1	719.8	719.8

Download as Excel Spreadsheet

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

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