CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 16-May-2008

Day Change Summary
	Previous	Current
	15-May-2008	16-May-2008	Change	Change %	Previous Week
Open	733.3	742.0	8.7	1.2%	721.9
High	743.7	745.9	2.2	0.3%	745.9
Low	732.3	732.0	-0.3	0.0%	719.0
Close	742.6	740.7	-1.9	-0.3%	740.7
Range	11.4	13.9	2.5	21.9%	26.9
ATR	12.7	12.8	0.1	0.7%	0.0
Volume	236	206	-30	-12.7%	1,106

Daily Pivots for day following 16-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	781.2	774.9	748.3
R3	767.3	761.0	744.5
R2	753.4	753.4	743.2
R1	747.1	747.1	742.0	743.3
PP	739.5	739.5	739.5	737.7
S1	733.2	733.2	739.4	729.4
S2	725.6	725.6	738.2
S3	711.7	719.3	736.9
S4	697.8	705.4	733.1

Weekly Pivots for week ending 16-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	815.9	805.2	755.5
R3	789.0	778.3	748.1
R2	762.1	762.1	745.6
R1	751.4	751.4	743.2	756.8
PP	735.2	735.2	735.2	737.9
S1	724.5	724.5	738.2	729.9
S2	708.3	708.3	735.8
S3	681.4	697.6	733.3
S4	654.5	670.7	725.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	745.9	719.0	26.9	3.6%	11.9	1.6%	81%	True	False	221
10	745.9	711.3	34.6	4.7%	11.8	1.6%	85%	True	False	225
20	745.9	696.9	49.0	6.6%	12.5	1.7%	89%	True	False	169

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	2.9
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	805.0
2.618	782.3
1.618	768.4
1.000	759.8
0.618	754.5
HIGH	745.9
0.618	740.6
0.500	739.0
0.382	737.3
LOW	732.0
0.618	723.4
1.000	718.1
1.618	709.5
2.618	695.6
4.250	672.9

Fisher Pivots for day following 16-May-2008
Pivot	1 day	3 day
R1	740.1	740.1
PP	739.5	739.5
S1	739.0	739.0

Download as Excel Spreadsheet

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

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