CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 17-Dec-2007
Day Change Summary
Previous Current
14-Dec-2007 17-Dec-2007 Change Change % Previous Week
Open 771.0 756.4 -14.6 -1.9% 790.3
High 775.0 756.6 -18.4 -2.4% 803.4
Low 755.8 742.9 -12.9 -1.7% 755.8
Close 756.1 744.8 -11.3 -1.5% 756.1
Range 19.2 13.7 -5.5 -28.6% 47.6
ATR 18.8 18.4 -0.4 -1.9% 0.0
Volume 290,638 259,128 -31,510 -10.8% 386,622
Daily Pivots for day following 17-Dec-2007
Classic Woodie Camarilla DeMark
R4 789.2 780.7 752.3
R3 775.5 767.0 748.6
R2 761.8 761.8 747.3
R1 753.3 753.3 746.1 750.7
PP 748.1 748.1 748.1 746.8
S1 739.6 739.6 743.5 737.0
S2 734.4 734.4 742.3
S3 720.7 725.9 741.0
S4 707.0 712.2 737.3
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
5 803.4 742.9 60.5 8.1% 22.0 3.0% 3% False True 126,840
10 803.4 742.9 60.5 8.1% 18.6 2.5% 3% False True 65,944
20 803.4 735.0 68.4 9.2% 17.5 2.3% 14% False False 33,203
40 838.5 735.0 103.5 13.9% 18.4 2.5% 9% False False 16,693
60 863.7 735.0 128.7 17.3% 16.9 2.3% 8% False False 11,158
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 814.8
2.618 792.5
1.618 778.8
1.000 770.3
0.618 765.1
HIGH 756.6
0.618 751.4
0.500 749.8
0.382 748.1
LOW 742.9
0.618 734.4
1.000 729.2
1.618 720.7
2.618 707.0
4.250 684.7
Fisher Pivots for day following 17-Dec-2007
Pivot 1 day 3 day
R1 749.8 760.3
PP 748.1 755.1
S1 746.5 750.0

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

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