CME eMini Russell 2000 Future September 2008

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

Day Change Summary
	Previous	Current
	11-Jun-2008	12-Jun-2008	Change	Change %	Previous Week
Open	730.4	719.4	-11.0	-1.5%	746.1
High	733.6	731.3	-2.3	-0.3%	766.2
Low	718.0	716.7	-1.3	-0.2%	731.1
Close	718.0	721.6	3.6	0.5%	739.7
Range	15.6	14.6	-1.0	-6.4%	35.1
ATR	14.6	14.6	0.0	0.0%	0.0
Volume	20,133	47,865	27,732	137.7%	7,236

Daily Pivots for day following 12-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	767.0	758.9	729.6
R3	752.4	744.3	725.6
R2	737.8	737.8	724.3
R1	729.7	729.7	722.9	733.8
PP	723.2	723.2	723.2	725.2
S1	715.1	715.1	720.3	719.2
S2	708.6	708.6	718.9
S3	694.0	700.5	717.6
S4	679.4	685.9	713.6

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	716.7	49.5	6.9%	16.6	2.3%	10%	False	True	15,298
10	766.2	716.7	49.5	6.9%	15.7	2.2%	10%	False	True	8,273
20	766.2	716.7	49.5	6.9%	14.5	2.0%	10%	False	True	4,224
40	766.2	696.9	69.3	9.6%	13.5	1.9%	36%	False	False	2,220

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	2.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	793.4
2.618	769.5
1.618	754.9
1.000	745.9
0.618	740.3
HIGH	731.3
0.618	725.7
0.500	724.0
0.382	722.3
LOW	716.7
0.618	707.7
1.000	702.1
1.618	693.1
2.618	678.5
4.250	654.7

Fisher Pivots for day following 12-Jun-2008
Pivot	1 day	3 day
R1	724.0	727.2
PP	723.2	725.3
S1	722.4	723.5

Download as Excel Spreadsheet

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

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