CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 26-Dec-2007
Day Change Summary
Previous Current
24-Dec-2007 26-Dec-2007 Change Change % Previous Week
Open 791.0 797.3 6.3 0.8% 756.4
High 799.9 804.7 4.8 0.6% 792.9
Low 790.4 793.3 2.9 0.4% 738.7
Close 797.4 801.4 4.0 0.5% 792.0
Range 9.5 11.4 1.9 20.0% 54.2
ATR 17.8 17.3 -0.5 -2.6% 0.0
Volume 183,177 46,383 -136,794 -74.7% 1,507,123
Daily Pivots for day following 26-Dec-2007
Classic Woodie Camarilla DeMark
R4 834.0 829.1 807.7
R3 822.6 817.7 804.5
R2 811.2 811.2 803.5
R1 806.3 806.3 802.4 808.8
PP 799.8 799.8 799.8 801.0
S1 794.9 794.9 800.4 797.4
S2 788.4 788.4 799.3
S3 777.0 783.5 798.3
S4 765.6 772.1 795.1
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
5 804.7 752.6 52.1 6.5% 14.5 1.8% 94% True False 228,428
10 804.7 738.7 66.0 8.2% 16.9 2.1% 95% True False 209,926
20 804.7 738.7 66.0 8.2% 17.8 2.2% 95% True False 106,968
40 838.5 735.0 103.5 12.9% 18.6 2.3% 64% False False 53,616
60 863.7 735.0 128.7 16.1% 17.4 2.2% 52% False False 35,776
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
4.250 853.2
2.618 834.5
1.618 823.1
1.000 816.1
0.618 811.7
HIGH 804.7
0.618 800.3
0.500 799.0
0.382 797.7
LOW 793.3
0.618 786.3
1.000 781.9
1.618 774.9
2.618 763.5
4.250 744.9
Fisher Pivots for day following 26-Dec-2007
Pivot 1 day 3 day
R1 800.6 797.4
PP 799.8 793.3
S1 799.0 789.3

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

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