CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 03-Jan-2008
Day Change Summary
Previous Current
02-Jan-2008 03-Jan-2008 Change Change % Previous Week
Open 769.0 758.6 -10.4 -1.4% 791.0
High 771.9 762.9 -9.0 -1.2% 804.7
Low 752.2 746.6 -5.6 -0.7% 773.0
Close 758.5 750.8 -7.7 -1.0% 773.3
Range 19.7 16.3 -3.4 -17.3% 31.7
ATR 17.6 17.5 -0.1 -0.5% 0.0
Volume 114,373 233,194 118,821 103.9% 470,453
Daily Pivots for day following 03-Jan-2008
Classic Woodie Camarilla DeMark
R4 802.3 792.9 759.8
R3 786.0 776.6 755.3
R2 769.7 769.7 753.8
R1 760.3 760.3 752.3 756.9
PP 753.4 753.4 753.4 751.7
S1 744.0 744.0 749.3 740.6
S2 737.1 737.1 747.8
S3 720.8 727.7 746.3
S4 704.5 711.4 741.8
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
5 802.3 746.6 55.7 7.4% 18.2 2.4% 8% False True 145,496
10 804.7 746.6 58.1 7.7% 16.3 2.2% 7% False True 186,962
20 804.7 738.7 66.0 8.8% 18.0 2.4% 18% False False 143,169
40 812.6 735.0 77.6 10.3% 18.3 2.4% 20% False False 71,781
60 863.7 735.0 128.7 17.1% 18.0 2.4% 12% False False 47,895
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 3.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 832.2
2.618 805.6
1.618 789.3
1.000 779.2
0.618 773.0
HIGH 762.9
0.618 756.7
0.500 754.8
0.382 752.8
LOW 746.6
0.618 736.5
1.000 730.3
1.618 720.2
2.618 703.9
4.250 677.3
Fisher Pivots for day following 03-Jan-2008
Pivot 1 day 3 day
R1 754.8 761.2
PP 753.4 757.7
S1 752.1 754.3

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

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