CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 14-May-2008

Day Change Summary
	Previous	Current
	13-May-2008	14-May-2008	Change	Change %	Previous Week
Open	731.4	736.3	4.9	0.7%	726.2
High	737.4	744.6	7.2	1.0%	733.4
Low	728.5	734.2	5.7	0.8%	711.3
Close	736.6	735.0	-1.6	-0.2%	718.9
Range	8.9	10.4	1.5	16.9%	22.1
ATR	13.0	12.8	-0.2	-1.4%	0.0
Volume	148	304	156	105.4%	1,148

Daily Pivots for day following 14-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	769.1	762.5	740.7
R3	758.7	752.1	737.9
R2	748.3	748.3	736.9
R1	741.7	741.7	736.0	739.8
PP	737.9	737.9	737.9	737.0
S1	731.3	731.3	734.0	729.4
S2	727.5	727.5	733.1
S3	717.1	720.9	732.1
S4	706.7	710.5	729.3

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	744.6	711.3	33.3	4.5%	10.3	1.4%	71%	True	False	232
10	744.6	711.3	33.3	4.5%	12.2	1.7%	71%	True	False	201
20	744.6	696.9	47.7	6.5%	12.4	1.7%	80%	True	False	344

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	3.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	788.8
2.618	771.8
1.618	761.4
1.000	755.0
0.618	751.0
HIGH	744.6
0.618	740.6
0.500	739.4
0.382	738.2
LOW	734.2
0.618	727.8
1.000	723.8
1.618	717.4
2.618	707.0
4.250	690.0

Fisher Pivots for day following 14-May-2008
Pivot	1 day	3 day
R1	739.4	733.9
PP	737.9	732.9
S1	736.5	731.8

Download as Excel Spreadsheet

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

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