CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 28-Dec-2007
Day Change Summary
Previous Current
27-Dec-2007 28-Dec-2007 Change Change % Previous Week
Open 801.6 780.9 -20.7 -2.6% 791.0
High 802.3 788.8 -13.5 -1.7% 804.7
Low 776.6 773.0 -3.6 -0.5% 773.0
Close 780.4 773.3 -7.1 -0.9% 773.3
Range 25.7 15.8 -9.9 -38.5% 31.7
ATR 17.9 17.8 -0.2 -0.8% 0.0
Volume 83,431 157,462 74,031 88.7% 470,453
Daily Pivots for day following 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 825.8 815.3 782.0
R3 810.0 799.5 777.6
R2 794.2 794.2 776.2
R1 783.7 783.7 774.7 781.1
PP 778.4 778.4 778.4 777.0
S1 767.9 767.9 771.9 765.3
S2 762.6 762.6 770.4
S3 746.8 752.1 769.0
S4 731.0 736.3 764.6
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 878.8 857.7 790.7
R3 847.1 826.0 782.0
R2 815.4 815.4 779.1
R1 794.3 794.3 776.2 789.0
PP 783.7 783.7 783.7 781.0
S1 762.6 762.6 770.4 757.3
S2 752.0 752.0 767.5
S3 720.3 730.9 764.6
S4 688.6 699.2 755.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 804.7 773.0 31.7 4.1% 16.3 2.1% 1% False True 146,184
10 804.7 738.7 66.0 8.5% 16.8 2.2% 52% False False 226,821
20 804.7 738.7 66.0 8.5% 17.7 2.3% 52% False False 118,949
40 813.7 735.0 78.7 10.2% 18.3 2.4% 49% False False 59,635
60 863.7 735.0 128.7 16.6% 17.9 2.3% 30% False False 39,790
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 856.0
2.618 830.2
1.618 814.4
1.000 804.6
0.618 798.6
HIGH 788.8
0.618 782.8
0.500 780.9
0.382 779.0
LOW 773.0
0.618 763.2
1.000 757.2
1.618 747.4
2.618 731.6
4.250 705.9
Fisher Pivots for day following 28-Dec-2007
Pivot 1 day 3 day
R1 780.9 788.9
PP 778.4 783.7
S1 775.8 778.5

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

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