CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 24-Dec-2007
Day Change Summary
Previous Current
21-Dec-2007 24-Dec-2007 Change Change % Previous Week
Open 774.2 791.0 16.8 2.2% 756.4
High 792.9 799.9 7.0 0.9% 792.9
Low 773.8 790.4 16.6 2.1% 738.7
Close 792.0 797.4 5.4 0.7% 792.0
Range 19.1 9.5 -9.6 -50.3% 54.2
ATR 18.4 17.8 -0.6 -3.5% 0.0
Volume 260,468 183,177 -77,291 -29.7% 1,507,123
Daily Pivots for day following 24-Dec-2007
Classic Woodie Camarilla DeMark
R4 824.4 820.4 802.6
R3 814.9 810.9 800.0
R2 805.4 805.4 799.1
R1 801.4 801.4 798.3 803.4
PP 795.9 795.9 795.9 796.9
S1 791.9 791.9 796.5 793.9
S2 786.4 786.4 795.7
S3 776.9 782.4 794.8
S4 767.4 772.9 792.2
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 937.1 918.8 821.8
R3 882.9 864.6 806.9
R2 828.7 828.7 801.9
R1 810.4 810.4 797.0 819.6
PP 774.5 774.5 774.5 779.1
S1 756.2 756.2 787.0 765.4
S2 720.3 720.3 782.1
S3 666.1 702.0 777.1
S4 611.9 647.8 762.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 799.9 738.7 61.2 7.7% 16.5 2.1% 96% True False 286,234
10 803.4 738.7 64.7 8.1% 19.3 2.4% 91% False False 206,537
20 803.4 735.0 68.4 8.6% 18.0 2.3% 91% False False 104,674
40 838.5 735.0 103.5 13.0% 18.6 2.3% 60% False False 52,457
60 863.7 735.0 128.7 16.1% 17.3 2.2% 48% False False 35,005
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.7
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 840.3
2.618 824.8
1.618 815.3
1.000 809.4
0.618 805.8
HIGH 799.9
0.618 796.3
0.500 795.2
0.382 794.0
LOW 790.4
0.618 784.5
1.000 780.9
1.618 775.0
2.618 765.5
4.250 750.0
Fisher Pivots for day following 24-Dec-2007
Pivot 1 day 3 day
R1 796.7 790.5
PP 795.9 783.6
S1 795.2 776.7

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

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