CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 31-Dec-2007
Day Change Summary
Previous Current
28-Dec-2007 31-Dec-2007 Change Change % Previous Week
Open 780.9 774.0 -6.9 -0.9% 791.0
High 788.8 775.7 -13.1 -1.7% 804.7
Low 773.0 762.2 -10.8 -1.4% 773.0
Close 773.3 772.2 -1.1 -0.1% 773.3
Range 15.8 13.5 -2.3 -14.6% 31.7
ATR 17.8 17.4 -0.3 -1.7% 0.0
Volume 157,462 139,022 -18,440 -11.7% 470,453
Daily Pivots for day following 31-Dec-2007
Classic Woodie Camarilla DeMark
R4 810.5 804.9 779.6
R3 797.0 791.4 775.9
R2 783.5 783.5 774.7
R1 777.9 777.9 773.4 774.0
PP 770.0 770.0 770.0 768.1
S1 764.4 764.4 771.0 760.5
S2 756.5 756.5 769.7
S3 743.0 750.9 768.5
S4 729.5 737.4 764.8
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
5 804.7 762.2 42.5 5.5% 15.2 2.0% 24% False True 121,895
10 804.7 738.7 66.0 8.5% 16.2 2.1% 51% False False 211,659
20 804.7 738.7 66.0 8.5% 17.4 2.3% 51% False False 125,883
40 812.6 735.0 77.6 10.0% 18.2 2.4% 48% False False 63,103
60 863.7 735.0 128.7 16.7% 17.8 2.3% 29% False False 42,106
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 3.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 833.1
2.618 811.0
1.618 797.5
1.000 789.2
0.618 784.0
HIGH 775.7
0.618 770.5
0.500 769.0
0.382 767.4
LOW 762.2
0.618 753.9
1.000 748.7
1.618 740.4
2.618 726.9
4.250 704.8
Fisher Pivots for day following 31-Dec-2007
Pivot 1 day 3 day
R1 771.1 782.3
PP 770.0 778.9
S1 769.0 775.6

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

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