CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 12-May-2008

Day Change Summary
	Previous	Current
	09-May-2008	12-May-2008	Change	Change %	Previous Week
Open	714.8	721.9	7.1	1.0%	726.2
High	721.6	733.7	12.1	1.7%	733.4
Low	711.3	719.0	7.7	1.1%	711.3
Close	718.9	732.4	13.5	1.9%	718.9
Range	10.3	14.7	4.4	42.7%	22.1
ATR	13.1	13.3	0.1	0.9%	0.0
Volume	225	212	-13	-5.8%	1,148

Daily Pivots for day following 12-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	772.5	767.1	740.5
R3	757.8	752.4	736.4
R2	743.1	743.1	735.1
R1	737.7	737.7	733.7	740.4
PP	728.4	728.4	728.4	729.7
S1	723.0	723.0	731.1	725.7
S2	713.7	713.7	729.7
S3	699.0	708.3	728.4
S4	684.3	693.6	724.3

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	733.7	711.3	22.4	3.1%	13.1	1.8%	94%	True	False	247
10	737.5	711.3	26.2	3.6%	12.1	1.7%	81%	False	False	167
20	737.5	684.2	53.3	7.3%	12.8	1.8%	90%	False	False	332

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	False
Stretch	2.8
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	796.2
2.618	772.2
1.618	757.5
1.000	748.4
0.618	742.8
HIGH	733.7
0.618	728.1
0.500	726.4
0.382	724.6
LOW	719.0
0.618	709.9
1.000	704.3
1.618	695.2
2.618	680.5
4.250	656.5

Fisher Pivots for day following 12-May-2008
Pivot	1 day	3 day
R1	730.4	729.1
PP	728.4	725.8
S1	726.4	722.5

Download as Excel Spreadsheet

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

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