CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 11-Jun-2008

Day Change Summary
	Previous	Current
	10-Jun-2008	11-Jun-2008	Change	Change %	Previous Week
Open	736.4	730.4	-6.0	-0.8%	746.1
High	737.7	733.6	-4.1	-0.6%	766.2
Low	726.9	718.0	-8.9	-1.2%	731.1
Close	730.2	718.0	-12.2	-1.7%	739.7
Range	10.8	15.6	4.8	44.4%	35.1
ATR	14.5	14.6	0.1	0.5%	0.0
Volume	4,631	20,133	15,502	334.7%	7,236

Daily Pivots for day following 11-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	770.0	759.6	726.6
R3	754.4	744.0	722.3
R2	738.8	738.8	720.9
R1	728.4	728.4	719.4	725.8
PP	723.2	723.2	723.2	721.9
S1	712.8	712.8	716.6	710.2
S2	707.6	707.6	715.1
S3	692.0	697.2	713.7
S4	676.4	681.6	709.4

Weekly Pivots for week ending 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	851.0	830.4	759.0
R3	815.9	795.3	749.4
R2	780.8	780.8	746.1
R1	760.2	760.2	742.9	753.0
PP	745.7	745.7	745.7	742.0
S1	725.1	725.1	736.5	717.9
S2	710.6	710.6	733.3
S3	675.5	690.0	730.0
S4	640.4	654.9	720.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	766.2	718.0	48.2	6.7%	18.1	2.5%	0%	False	True	5,959
10	766.2	718.0	48.2	6.7%	15.9	2.2%	0%	False	True	3,522
20	766.2	718.0	48.2	6.7%	14.3	2.0%	0%	False	True	1,842
40	766.2	696.9	69.3	9.7%	13.4	1.9%	30%	False	False	1,093

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 2 trading days

Fibonacci Retracements and Extensions
4.250	799.9
2.618	774.4
1.618	758.8
1.000	749.2
0.618	743.2
HIGH	733.6
0.618	727.6
0.500	725.8
0.382	724.0
LOW	718.0
0.618	708.4
1.000	702.4
1.618	692.8
2.618	677.2
4.250	651.7

Fisher Pivots for day following 11-Jun-2008
Pivot	1 day	3 day
R1	725.8	731.1
PP	723.2	726.7
S1	720.6	722.4

Download as Excel Spreadsheet

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

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