CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 09-May-2008

Day Change Summary
	Previous	Current
	08-May-2008	09-May-2008	Change	Change %	Previous Week
Open	717.4	714.8	-2.6	-0.4%	726.2
High	720.5	721.6	1.1	0.2%	733.4
Low	713.2	711.3	-1.9	-0.3%	711.3
Close	716.0	718.9	2.9	0.4%	718.9
Range	7.3	10.3	3.0	41.1%	22.1
ATR	13.4	13.1	-0.2	-1.6%	0.0
Volume	271	225	-46	-17.0%	1,148

Daily Pivots for day following 09-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	748.2	743.8	724.6
R3	737.9	733.5	721.7
R2	727.6	727.6	720.8
R1	723.2	723.2	719.8	725.4
PP	717.3	717.3	717.3	718.4
S1	712.9	712.9	718.0	715.1
S2	707.0	707.0	717.0
S3	696.7	702.6	716.1
S4	686.4	692.3	713.2

Weekly Pivots for week ending 09-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	787.5	775.3	731.1
R3	765.4	753.2	725.0
R2	743.3	743.3	723.0
R1	731.1	731.1	720.9	726.2
PP	721.2	721.2	721.2	718.7
S1	709.0	709.0	716.9	704.1
S2	699.1	699.1	714.8
S3	677.0	686.9	712.8
S4	654.9	664.8	706.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	733.4	711.3	22.1	3.1%	11.8	1.6%	34%	False	True	229
10	737.5	711.3	26.2	3.6%	11.7	1.6%	29%	False	True	160
20	737.5	683.4	54.1	7.5%	12.6	1.8%	66%	False	False	415

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	2.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	765.4
2.618	748.6
1.618	738.3
1.000	731.9
0.618	728.0
HIGH	721.6
0.618	717.7
0.500	716.5
0.382	715.2
LOW	711.3
0.618	704.9
1.000	701.0
1.618	694.6
2.618	684.3
4.250	667.5

Fisher Pivots for day following 09-May-2008
Pivot	1 day	3 day
R1	718.1	722.4
PP	717.3	721.2
S1	716.5	720.1

Download as Excel Spreadsheet

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

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