CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 31-Jan-2008

Day Change Summary
	Previous	Current
	30-Jan-2008	31-Jan-2008	Change	Change %	Previous Week
Open	706.0	687.4	-18.6	-2.6%	671.7
High	717.7	719.3	1.6	0.2%	706.3
Low	692.0	683.8	-8.2	-1.2%	638.6
Close	692.8	715.8	23.0	3.3%	689.6
Range	25.7	35.5	9.8	38.1%	67.7
ATR	22.4	23.3	0.9	4.2%	0.0
Volume	72	78	6	8.3%	761

Daily Pivots for day following 31-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	812.8	799.8	735.3
R3	777.3	764.3	725.6
R2	741.8	741.8	722.3
R1	728.8	728.8	719.1	735.3
PP	706.3	706.3	706.3	709.6
S1	693.3	693.3	712.5	699.8
S2	670.8	670.8	709.3
S3	635.3	657.8	706.0
S4	599.8	622.3	696.3

Weekly Pivots for week ending 25-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	881.3	853.1	726.8
R3	813.6	785.4	708.2
R2	745.9	745.9	702.0
R1	717.7	717.7	695.8	731.8
PP	678.2	678.2	678.2	685.2
S1	650.0	650.0	683.4	664.1
S2	610.5	610.5	677.2
S3	542.8	582.3	671.0
S4	475.1	514.6	652.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	719.3	677.7	41.6	5.8%	24.4	3.4%	92%	True	False	71
10	719.3	638.6	80.7	11.3%	28.5	4.0%	96%	True	False	130
20	766.0	638.6	127.4	17.8%	24.6	3.4%	61%	False	False	104

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.1
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	870.2
2.618	812.2
1.618	776.7
1.000	754.8
0.618	741.2
HIGH	719.3
0.618	705.7
0.500	701.6
0.382	697.4
LOW	683.8
0.618	661.9
1.000	648.3
1.618	626.4
2.618	590.9
4.250	532.9

Fisher Pivots for day following 31-Jan-2008
Pivot	1 day	3 day
R1	711.1	711.1
PP	706.3	706.3
S1	701.6	701.6

Download as Excel Spreadsheet

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

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