CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 18-Dec-2007
Day Change Summary
Previous Current
17-Dec-2007 18-Dec-2007 Change Change % Previous Week
Open 756.4 744.7 -11.7 -1.5% 790.3
High 756.6 760.1 3.5 0.5% 803.4
Low 742.9 738.7 -4.2 -0.6% 755.8
Close 744.8 758.1 13.3 1.8% 756.1
Range 13.7 21.4 7.7 56.2% 47.6
ATR 18.4 18.7 0.2 1.1% 0.0
Volume 259,128 335,412 76,284 29.4% 386,622
Daily Pivots for day following 18-Dec-2007
Classic Woodie Camarilla DeMark
R4 816.5 808.7 769.9
R3 795.1 787.3 764.0
R2 773.7 773.7 762.0
R1 765.9 765.9 760.1 769.8
PP 752.3 752.3 752.3 754.3
S1 744.5 744.5 756.1 748.4
S2 730.9 730.9 754.2
S3 709.5 723.1 752.2
S4 688.1 701.7 746.3
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
5 794.4 738.7 55.7 7.3% 19.4 2.6% 35% False True 191,424
10 803.4 738.7 64.7 8.5% 19.6 2.6% 30% False True 99,375
20 803.4 735.0 68.4 9.0% 17.4 2.3% 34% False False 49,968
40 838.5 735.0 103.5 13.7% 18.6 2.5% 22% False False 25,076
60 863.7 735.0 128.7 17.0% 17.1 2.3% 18% False False 16,749
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 851.1
2.618 816.1
1.618 794.7
1.000 781.5
0.618 773.3
HIGH 760.1
0.618 751.9
0.500 749.4
0.382 746.9
LOW 738.7
0.618 725.5
1.000 717.3
1.618 704.1
2.618 682.7
4.250 647.8
Fisher Pivots for day following 18-Dec-2007
Pivot 1 day 3 day
R1 755.2 757.7
PP 752.3 757.3
S1 749.4 756.9

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

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