CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 15-May-2008

Day Change Summary
	Previous	Current
	14-May-2008	15-May-2008	Change	Change %	Previous Week
Open	736.3	733.3	-3.0	-0.4%	726.2
High	744.6	743.7	-0.9	-0.1%	733.4
Low	734.2	732.3	-1.9	-0.3%	711.3
Close	735.0	742.6	7.6	1.0%	718.9
Range	10.4	11.4	1.0	9.6%	22.1
ATR	12.8	12.7	-0.1	-0.8%	0.0
Volume	304	236	-68	-22.4%	1,148

Daily Pivots for day following 15-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	773.7	769.6	748.9
R3	762.3	758.2	745.7
R2	750.9	750.9	744.7
R1	746.8	746.8	743.6	748.9
PP	739.5	739.5	739.5	740.6
S1	735.4	735.4	741.6	737.5
S2	728.1	728.1	740.5
S3	716.7	724.0	739.5
S4	705.3	712.6	736.3

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%	11.1	1.5%	94%	False	False	225
10	744.6	711.3	33.3	4.5%	11.8	1.6%	94%	False	False	215
20	744.6	696.9	47.7	6.4%	12.5	1.7%	96%	False	False	216

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	2.6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	792.2
2.618	773.5
1.618	762.1
1.000	755.1
0.618	750.7
HIGH	743.7
0.618	739.3
0.500	738.0
0.382	736.7
LOW	732.3
0.618	725.3
1.000	720.9
1.618	713.9
2.618	702.5
4.250	683.9

Fisher Pivots for day following 15-May-2008
Pivot	1 day	3 day
R1	741.1	740.6
PP	739.5	738.6
S1	738.0	736.6

Download as Excel Spreadsheet

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

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