CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 08-Jan-2008
Day Change Summary
Previous Current
07-Jan-2008 08-Jan-2008 Change Change % Previous Week
Open 727.8 727.2 -0.6 -0.1% 774.0
High 734.7 739.0 4.3 0.6% 775.7
Low 716.7 703.8 -12.9 -1.8% 722.1
Close 726.8 706.1 -20.7 -2.8% 727.2
Range 18.0 35.2 17.2 95.6% 53.6
ATR 18.5 19.7 1.2 6.5% 0.0
Volume 322,061 296,295 -25,766 -8.0% 685,072
Daily Pivots for day following 08-Jan-2008
Classic Woodie Camarilla DeMark
R4 821.9 799.2 725.5
R3 786.7 764.0 715.8
R2 751.5 751.5 712.6
R1 728.8 728.8 709.3 722.6
PP 716.3 716.3 716.3 713.2
S1 693.6 693.6 702.9 687.4
S2 681.1 681.1 699.6
S3 645.9 658.4 696.4
S4 610.7 623.2 686.7
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 902.5 868.4 756.7
R3 848.9 814.8 741.9
R2 795.3 795.3 737.0
R1 761.2 761.2 732.1 751.5
PP 741.7 741.7 741.7 736.8
S1 707.6 707.6 722.3 697.9
S2 688.1 688.1 717.4
S3 634.5 654.0 712.5
S4 580.9 600.4 697.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 771.9 703.8 68.1 9.6% 24.0 3.4% 3% False True 232,881
10 804.7 703.8 100.9 14.3% 19.6 2.8% 2% False True 177,388
20 804.7 703.8 100.9 14.3% 19.6 2.8% 2% False True 183,381
40 804.7 703.8 100.9 14.3% 18.5 2.6% 2% False True 92,182
60 853.8 703.8 150.0 21.2% 18.8 2.7% 2% False True 61,503
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.4
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 888.6
2.618 831.2
1.618 796.0
1.000 774.2
0.618 760.8
HIGH 739.0
0.618 725.6
0.500 721.4
0.382 717.2
LOW 703.8
0.618 682.0
1.000 668.6
1.618 646.8
2.618 611.6
4.250 554.2
Fisher Pivots for day following 08-Jan-2008
Pivot 1 day 3 day
R1 721.4 728.5
PP 716.3 721.0
S1 711.2 713.6

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

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