CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 14-Dec-2007
Day Change Summary
Previous Current
13-Dec-2007 14-Dec-2007 Change Change % Previous Week
Open 774.6 771.0 -3.6 -0.5% 790.3
High 777.7 775.0 -2.7 -0.3% 803.4
Low 762.5 755.8 -6.7 -0.9% 755.8
Close 770.8 756.1 -14.7 -1.9% 756.1
Range 15.2 19.2 4.0 26.3% 47.6
ATR 18.8 18.8 0.0 0.2% 0.0
Volume 47,844 290,638 242,794 507.5% 386,622
Daily Pivots for day following 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 819.9 807.2 766.7
R3 800.7 788.0 761.4
R2 781.5 781.5 759.6
R1 768.8 768.8 757.9 765.6
PP 762.3 762.3 762.3 760.7
S1 749.6 749.6 754.3 746.4
S2 743.1 743.1 752.6
S3 723.9 730.4 750.8
S4 704.7 711.2 745.5
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 914.6 882.9 782.3
R3 867.0 835.3 769.2
R2 819.4 819.4 764.8
R1 787.7 787.7 760.5 779.8
PP 771.8 771.8 771.8 767.8
S1 740.1 740.1 751.7 732.2
S2 724.2 724.2 747.4
S3 676.6 692.5 743.0
S4 629.0 644.9 729.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 803.4 755.8 47.6 6.3% 22.0 2.9% 1% False True 77,324
10 803.4 752.7 50.7 6.7% 18.6 2.5% 7% False False 40,107
20 803.4 735.0 68.4 9.0% 17.8 2.4% 31% False False 20,264
40 838.5 735.0 103.5 13.7% 18.8 2.5% 20% False False 10,220
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 3.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 856.6
2.618 825.3
1.618 806.1
1.000 794.2
0.618 786.9
HIGH 775.0
0.618 767.7
0.500 765.4
0.382 763.1
LOW 755.8
0.618 743.9
1.000 736.6
1.618 724.7
2.618 705.5
4.250 674.2
Fisher Pivots for day following 14-Dec-2007
Pivot 1 day 3 day
R1 765.4 775.1
PP 762.3 768.8
S1 759.2 762.4

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

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